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Register a new userHands-on Bayesian Neural Networks -- a Tutorial for Deep Learning Users
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Modern deep learning methods have equipped researchers and engineers with incredibly powerful tools to tackle problems that previously seemed impossible. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often challenging to quantify. Bayesian statistics offer a formalism to understand and quantify the uncertainty associated with deep neural networks predictions. This paper provides a tutorial for researchers and scientists who are using machine learning, especially deep learning, with an overview of the relevant literature and a complete toolset to design, implement, train, use and evaluate Bayesian neural networks.
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Over the past years, machine learning has emerged as a powerful computational tool to tackle complex problems over a broad range of scientific disciplines. In particular, artificial neural networks have been successfully deployed to mitigate the exponential complexity often encountered in quantum many-body physics, the study of properties of quantum systems built out of a large number of interacting particles. In this Article, we overview some applications of machine learning in condensed matter physics and quantum information, with particular emphasis on hands-on tutorials serving as a quick-start for a newcomer to the field. We present supervised machine learning with convolutional neural networks to learn a phase transition, unsupervised learning with restricted Boltzmann machines to perform quantum tomography, and variational Monte Carlo with recurrent neural-networks for approximating the ground state of a many-body Hamiltonian. We briefly review the key ingredients of each algorithm and their corresponding neural-network implementation, and show numerical experiments for a system of interacting Rydberg atoms in two dimensions.
In this paper, we present a general framework for distilling expectations with respect to the Bayesian posterior distribution of a deep neural network classifier, extending prior work on the Bayesian Dark Knowledge framework. The proposed framework takes as input teacher and student model architectures and a general posterior expectation of interest. The distillation method performs an online compression of the selected posterior expectation using iteratively generated Monte Carlo samples. We focus on the posterior predictive distribution and expected entropy as distillation targets. We investigate several aspects of this framework including the impact of uncertainty and the choice of student model architecture. We study methods for student model architecture search from a speed-storage-accuracy perspective and evaluate down-stream tasks leveraging entropy distillation including uncertainty ranking and out-of-distribution detection.
Estimating global pairwise interaction effects, i.e., the difference between the joint effect and the sum of marginal effects of two input features, with uncertainty properly quantified, is centrally important in science applications. We propose a non-parametric probabilistic method for detecting interaction effects of unknown form. First, the relationship between the features and the output is modelled using a Bayesian neural network, capable of representing complex interactions and principled uncertainty. Second, interaction effects and their uncertainty are estimated from the trained model. For the second step, we propose an intuitive global interaction measure: Bayesian Group Expected Hessian (GEH), which aggregates information of local interactions as captured by the Hessian. GEH provides a natural trade-off between type I and type II error and, moreover, comes with theoretical guarantees ensuring that the estimated interaction effects and their uncertainty can be improved by training a more accurate BNN. The method empirically outperforms available non-probabilistic alternatives on simulated and real-world data. Finally, we demonstrate its ability to detect interpretable interactions between higher-level features (at deeper layers of the neural network).
We study probabilistic safety for Bayesian Neural Networks (BNNs) under adversarial input perturbations. Given a compact set of input points, $T subseteq mathbb{R}^m$, we study the probability w.r.t. the BNN posterior that all the points in $T$ are mapped to the same region $S$ in the output space. In particular, this can be used to evaluate the probability that a network sampled from the BNN is vulnerable to adversarial attacks. We rely on relaxation techniques from non-convex optimization to develop a method for computing a lower bound on probabilistic safety for BNNs, deriving explicit procedures for the case of interval and linear function propagation techniques. We apply our methods to BNNs trained on a regression task, airborne collision avoidance, and MNIST, empirically showing that our approach allows one to certify probabilistic safety of BNNs with millions of parameters.
While deep learning methods continue to improve in predictive accuracy on a wide range of application domains, significant issues remain with other aspects of their performance including their ability to quantify uncertainty and their robustness. Recent advances in approximate Bayesian inference hold significant promise for addressing these concerns, but the computational scalability of these methods can be problematic when applied to large-scale models. In this paper, we describe initial work on the development ofURSABench(the Uncertainty, Robustness, Scalability, and Accu-racy Benchmark), an open-source suite of bench-marking tools for comprehensive assessment of approximate Bayesian inference methods with a focus on deep learning-based classification tasks
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