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Authors:Michele Caprio

Abstract:We provide a version for lower probabilities of Monge's and Kantorovich's optimal transport problems. We show that, when the lower probabilities are the lower envelopes of $\epsilon$-contaminated sets, then our version of Monge's, and a restricted version of our Kantorovich's problems, coincide with their respective classical versions. We also give sufficient conditions for the existence of our version of Kantorovich's optimal plan, and for the two problems to be equivalent. As a byproduct, we show that for $\epsilon$-contaminations the lower probability versions of Monge's and Kantorovich's optimal transport problems need not coincide. The applications of our results to Machine Learning and Artificial Intelligence are also discussed.

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Authors:Michele Caprio

Abstract:We introduce the concept of imprecise Markov semigroup. It allows us to see Markov chains and processes with imprecise transition probabilities as (a collection of diffusion) operators, and thus to unlock techniques from geometry, functional analysis, and (high dimensional) probability to study their ergodic behavior. We show that, if the initial distribution of an imprecise Markov semigroup is known and invariant, under some conditions that also involve the geometry of the state space, eventually the ambiguity around the transition probability fades. We call this property ergodicity of the imprecise Markov semigroup, and we relate it to the classical (Birkhoff's) notion of ergodicity. We prove ergodicity both when the state space is Euclidean or a Riemannian manifold, and when it is an arbitrary measurable space. The importance of our findings for the fields of machine learning and computer vision is also discussed.

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Abstract:Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learnt from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment, however, the data distribution may (and often does) vary, causing domain adaptation/generalization issues. In this paper we lay the foundations for a `credal' theory of learning, using convex sets of probabilities (credal sets) to model the variability in the data-generating distribution. Such credal sets, we argue, may be inferred from a finite sample of training sets. Bounds are derived for the case of finite hypotheses spaces (both assuming realizability or not) as well as infinite model spaces, which directly generalize classical results.

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Abstract:In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order probability distributions, i.e., predictions in the form of distributions on probability distributions. A completely conclusive solution has not yet been found, however, as shown by recent criticisms of commonly used uncertainty measures associated with second-order distributions, identifying undesirable theoretical properties of these measures. In light of these criticisms, we propose a set of formal criteria that meaningful uncertainty measures for predictive uncertainty based on second-order distributions should obey. Moreover, we provide a general framework for developing uncertainty measures to account for these criteria, and offer an instantiation based on the Wasserstein distance, for which we prove that all criteria are satisfied.

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Abstract:Like generic multi-task learning, continual learning has the nature of multi-objective optimization, and therefore faces a trade-off between the performance of different tasks. That is, to optimize for the current task distribution, it may need to compromise performance on some previous tasks. This means that there exist multiple models that are Pareto-optimal at different times, each addressing a distinct task performance trade-off. Researchers have discussed how to train particular models to address specific trade-off preferences. However, existing algorithms require training overheads proportional to the number of preferences -- a large burden when there are multiple, possibly infinitely many, preferences. As a response, we propose Imprecise Bayesian Continual Learning (IBCL). Upon a new task, IBCL (1) updates a knowledge base in the form of a convex hull of model parameter distributions and (2) obtains particular models to address task trade-off preferences with zero-shot. That is, IBCL does not require any additional training overhead to generate preference-addressing models from its knowledge base. We show that models obtained by IBCL have guarantees in identifying the Pareto optimal parameters. Moreover, experiments on standard image classification and NLP tasks support this guarantee. Statistically, IBCL improves average per-task accuracy by at most 23\% and peak per-task accuracy by at most 15\% with respect to the baseline methods, with steadily near-zero or positive backward transfer. Most importantly, IBCL significantly reduces the training overhead from training 1 model per preference to at most 3 models for all preferences.

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Authors:Souradeep Dutta, Michele Caprio, Vivian Lin, Matthew Cleaveland, Kuk Jin Jang, Ivan Ruchkin, Oleg Sokolsky, Insup Lee

Abstract:A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches are constrained by the distributional assumptions about the sampling process. Instead, we pose a distributionally robust version of the statistical verification problem for black-box systems, where our performance guarantees hold over a large family of distributions. This paper proposes a novel approach based on a combination of active learning, uncertainty quantification, and neural network verification. A central piece of our approach is an ensemble technique called Imprecise Neural Networks, which provides the uncertainty to guide active learning. The active learning uses an exhaustive neural-network verification tool Sherlock to collect samples. An evaluation on multiple physical simulators in the openAI gym Mujoco environments with reinforcement-learned controllers demonstrates that our approach can provide useful and scalable guarantees for high-dimensional systems.

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Abstract:In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise. They also give a sufficient condition for such upper bound to hold with equality. In this paper, we introduce a generalization of their result by additionally addressing uncertainty related to the likelihood. We give an upper bound for the posterior probability when both the prior and the likelihood belong to a set of probabilities. Furthermore, we give a sufficient condition for this upper bound to become an equality. This result is interesting on its own, and has the potential of being applied to various fields of engineering (e.g. model predictive control), machine learning, and artificial intelligence.

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Abstract:Adequate uncertainty representation and quantification have become imperative in various scientific disciplines, especially in machine learning and artificial intelligence. As an alternative to representing uncertainty via one single probability measure, we consider credal sets (convex sets of probability measures). The geometric representation of credal sets as $d$-dimensional polytopes implies a geometric intuition about (epistemic) uncertainty. In this paper, we show that the volume of the geometric representation of a credal set is a meaningful measure of epistemic uncertainty in the case of binary classification, but less so for multi-class classification. Our theoretical findings highlight the crucial role of specifying and employing uncertainty measures in machine learning in an appropriate way, and for being aware of possible pitfalls.

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Abstract:Like generic multi-task learning, continual learning has the nature of multi-objective optimization, and therefore faces a trade-off between the performance of different tasks. That is, to optimize for the current task distribution, it may need to compromise performance on some tasks to improve on others. This means there exist multiple models that are each optimal at different times, each addressing a distinct task-performance trade-off. Researchers have discussed how to train particular models to address specific preferences on these trade-offs. However, existing algorithms require additional sample overheads -- a large burden when there are multiple, possibly infinitely many, preferences. As a response, we propose Imprecise Bayesian Continual Learning (IBCL). Upon a new task, IBCL (1) updates a knowledge base in the form of a convex hull of model parameter distributions and (2) obtains particular models to address preferences with zero-shot. That is, IBCL does not require any additional training overhead to construct preference-addressing models from its knowledge base. We show that models obtained by IBCL have guarantees in identifying the preferred parameters. Moreover, experiments show that IBCL is able to locate the Pareto set of parameters given a preference, maintain similar to better performance than baseline methods, and significantly reduce training overhead via zero-shot preference addressing.

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Abstract:Deep neural networks have repeatedly been shown to be non-robust to the uncertainties of the real world. Even subtle adversarial attacks and naturally occurring distribution shifts wreak havoc on systems relying on deep neural networks. In response to this, current state-of-the-art techniques use data-augmentation to enrich the training distribution of the model and consequently improve robustness to natural distribution shifts. We propose an alternative approach that allows the system to recover from distribution shifts online. Specifically, our method applies a sequence of semantic-preserving transformations to bring the shifted data closer in distribution to the training set, as measured by the Wasserstein distance. We formulate the problem of sequence selection as an MDP, which we solve using reinforcement learning. To aid in our estimates of Wasserstein distance, we employ dimensionality reduction through orthonormal projection. We provide both theoretical and empirical evidence that orthonormal projection preserves characteristics of the data at the distributional level. Finally, we apply our distribution shift recovery approach to the ImageNet-C benchmark for distribution shifts, targeting shifts due to additive noise and image histogram modifications. We demonstrate an improvement in average accuracy up to 14.21% across a variety of state-of-the-art ImageNet classifiers.

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