Understanding Approximation for Bayesian Inference in Neural Networks
- URL: http://arxiv.org/abs/2211.06139v1
- Date: Fri, 11 Nov 2022 11:31:13 GMT
- Title: Understanding Approximation for Bayesian Inference in Neural Networks
- Authors: Sebastian Farquhar
- Abstract summary: I explore approximate inference in Bayesian neural networks.
The expected utility of the approximate posterior can measure inference quality.
Continual and active learning set-ups pose challenges that have nothing to do with posterior quality.
- Score: 7.081604594416339
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Bayesian inference has theoretical attractions as a principled framework for
reasoning about beliefs. However, the motivations of Bayesian inference which
claim it to be the only 'rational' kind of reasoning do not apply in practice.
They create a binary split in which all approximate inference is equally
'irrational'. Instead, we should ask ourselves how to define a spectrum of
more- and less-rational reasoning that explains why we might prefer one
Bayesian approximation to another. I explore approximate inference in Bayesian
neural networks and consider the unintended interactions between the
probabilistic model, approximating distribution, optimization algorithm, and
dataset. The complexity of these interactions highlights the difficulty of any
strategy for evaluating Bayesian approximations which focuses entirely on the
method, outside the context of specific datasets and decision-problems. For
given applications, the expected utility of the approximate posterior can
measure inference quality. To assess a model's ability to incorporate different
parts of the Bayesian framework we can identify desirable characteristic
behaviours of Bayesian reasoning and pick decision-problems that make heavy use
of those behaviours. Here, we use continual learning (testing the ability to
update sequentially) and active learning (testing the ability to represent
credence). But existing continual and active learning set-ups pose challenges
that have nothing to do with posterior quality which can distort their ability
to evaluate Bayesian approximations. These unrelated challenges can be removed
or reduced, allowing better evaluation of approximate inference methods.
Related papers
- Gaussian Mixture Models for Affordance Learning using Bayesian Networks [50.18477618198277]
Affordances are fundamental descriptors of relationships between actions, objects and effects.
This paper approaches the problem of an embodied agent exploring the world and learning these affordances autonomously from its sensory experiences.
arXiv Detail & Related papers (2024-02-08T22:05:45Z) - Calibrating Neural Simulation-Based Inference with Differentiable
Coverage Probability [50.44439018155837]
We propose to include a calibration term directly into the training objective of the neural model.
By introducing a relaxation of the classical formulation of calibration error we enable end-to-end backpropagation.
It is directly applicable to existing computational pipelines allowing reliable black-box posterior inference.
arXiv Detail & Related papers (2023-10-20T10:20:45Z) - Advancing Counterfactual Inference through Nonlinear Quantile Regression [77.28323341329461]
We propose a framework for efficient and effective counterfactual inference implemented with neural networks.
The proposed approach enhances the capacity to generalize estimated counterfactual outcomes to unseen data.
Empirical results conducted on multiple datasets offer compelling support for our theoretical assertions.
arXiv Detail & Related papers (2023-06-09T08:30:51Z) - Adversarial robustness of amortized Bayesian inference [3.308743964406687]
Amortized Bayesian inference is to initially invest computational cost in training an inference network on simulated data.
We show that almost unrecognizable, targeted perturbations of the observations can lead to drastic changes in the predicted posterior and highly unrealistic posterior predictive samples.
We propose a computationally efficient regularization scheme based on penalizing the Fisher information of the conditional density estimator.
arXiv Detail & Related papers (2023-05-24T10:18:45Z) - Semantic Strengthening of Neuro-Symbolic Learning [85.6195120593625]
Neuro-symbolic approaches typically resort to fuzzy approximations of a probabilistic objective.
We show how to compute this efficiently for tractable circuits.
We test our approach on three tasks: predicting a minimum-cost path in Warcraft, predicting a minimum-cost perfect matching, and solving Sudoku puzzles.
arXiv Detail & Related papers (2023-02-28T00:04:22Z) - Bayesian Hierarchical Models for Counterfactual Estimation [12.159830463756341]
We propose a probabilistic paradigm to estimate a diverse set of counterfactuals.
We treat the perturbations as random variables endowed with prior distribution functions.
A gradient based sampler with superior convergence characteristics efficiently computes the posterior samples.
arXiv Detail & Related papers (2023-01-21T00:21:11Z) - Neural Causal Models for Counterfactual Identification and Estimation [62.30444687707919]
We study the evaluation of counterfactual statements through neural models.
First, we show that neural causal models (NCMs) are expressive enough.
Second, we develop an algorithm for simultaneously identifying and estimating counterfactual distributions.
arXiv Detail & Related papers (2022-09-30T18:29:09Z) - Hybrid Predictive Coding: Inferring, Fast and Slow [62.997667081978825]
We propose a hybrid predictive coding network that combines both iterative and amortized inference in a principled manner.
We demonstrate that our model is inherently sensitive to its uncertainty and adaptively balances balances to obtain accurate beliefs using minimum computational expense.
arXiv Detail & Related papers (2022-04-05T12:52:45Z) - Handling Epistemic and Aleatory Uncertainties in Probabilistic Circuits [18.740781076082044]
We propose an approach to overcome the independence assumption behind most of the approaches dealing with a large class of probabilistic reasoning.
We provide an algorithm for Bayesian learning from sparse, albeit complete, observations.
Each leaf of such circuits is labelled with a beta-distributed random variable that provides us with an elegant framework for representing uncertain probabilities.
arXiv Detail & Related papers (2021-02-22T10:03:15Z) - Ramifications of Approximate Posterior Inference for Bayesian Deep
Learning in Adversarial and Out-of-Distribution Settings [7.476901945542385]
We show that Bayesian deep learning models on certain occasions marginally outperform conventional neural networks.
Preliminary investigations indicate the potential inherent role of bias due to choices of initialisation, architecture or activation functions.
arXiv Detail & Related papers (2020-09-03T16:58:15Z) - $\beta$-Cores: Robust Large-Scale Bayesian Data Summarization in the
Presence of Outliers [14.918826474979587]
The quality of classic Bayesian inference depends critically on whether observations conform with the assumed data generating model.
We propose a variational inference method that, in a principled way, can simultaneously scale to large datasets.
We illustrate the applicability of our approach in diverse simulated and real datasets, and various statistical models.
arXiv Detail & Related papers (2020-08-31T13:47:12Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.