No Arabic abstract
The cold posterior effect (CPE) in Bayesian deep learning describes the uncomforting observation that the predictive performance of Bayesian neural networks can be significantly improved if the Bayes posterior is artificially sharpened using a temperature parameter T<1. The CPE is problematic in theory and practice and since the effect was identified many researchers have proposed hypotheses to explain the phenomenon. However, despite this intensive research effort the effect remains poorly understood. In this work we provide novel and nuanced evidence relevant to existing explanations for the cold posterior effect, disentangling three hypotheses: 1. The dataset curation hypothesis of Aitchison (2020): we show empirically that the CPE does not arise in a real curated data set but can be produced in a controlled experiment with varying curation strength. 2. The data augmentation hypothesis of Izmailov et al. (2021) and Fortuin et al. (2021): we show empirically that data augmentation is sufficient but not necessary for the CPE to be present. 3. The bad prior hypothesis of Wenzel et al. (2020): we use a simple experiment evaluating the relative importance of the prior and the likelihood, strongly linking the CPE to the prior. Our results demonstrate how the CPE can arise in isolation from synthetic curation, data augmentation, and bad priors. Cold posteriors observed in the wild are therefore unlikely to arise from a single simple cause; as a result, we do not expect a simple fix for cold posteriors.
Data augmentation is a highly effective approach for improving performance in deep neural networks. The standard view is that it creates an enlarged dataset by adding synthetic data, which raises a problem when combining it with Bayesian inference: how much data are we really conditioning on? This question is particularly relevant to recent observations linking data augmentation to the cold posterior effect. We investigate various principled ways of finding a log-likelihood for augmented datasets. Our approach prescribes augmenting the same underlying image multiple times, both at test and train-time, and averaging either the logits or the predictive probabilities. Empirically, we observe the best performance with averaging probabilities. While there are interactions with the cold posterior effect, neither averaging logits or averaging probabilities eliminates it.
Data augmentation is a powerful technique to improve performance in applications such as image and text classification tasks. Yet, there is little rigorous understanding of why and how various augmentations work. In this work, we consider a family of linear transformations and study their effects on the ridge estimator in an over-parametrized linear regression setting. First, we show that transformations which preserve the labels of the data can improve estimation by enlarging the span of the training data. Second, we show that transformations which mix data can improve estimation by playing a regularization effect. Finally, we validate our theoretical insights on MNIST. Based on the insights, we propose an augmentation scheme that searches over the space of transformations by how uncertain the model is about the transformed data. We validate our proposed scheme on image and text datasets. For example, our method outperforms RandAugment by 1.24% on CIFAR-100 using Wide-ResNet-28-10. Furthermore, we achieve comparable accuracy to the SoTA Adversarial AutoAugment on CIFAR datasets.
We develop a classification algorithm for estimating posterior distributions from positive-unlabeled data, that is robust to noise in the positive labels and effective for high-dimensional data. In recent years, several algorithms have been proposed to learn from positive-unlabeled data; however, many of these contributions remain theoretical, performing poorly on real high-dimensional data that is typically contaminated with noise. We build on this previous work to develop two practical classification algorithms that explicitly model the noise in the positive labels and utilize univariate transforms built on discriminative classifiers. We prove that these univariate transforms preserve the class prior, enabling estimation in the univariate space and avoiding kernel density estimation for high-dimensional data. The theoretical development and both parametric and nonparametric algorithms proposed here constitutes an important step towards wide-spread use of robust classification algorithms for positive-unlabeled data.
We introduce a new and rigorously-formulated PAC-Bayes few-shot meta-learning algorithm that implicitly learns a prior distribution of the model of interest. Our proposed method extends the PAC-Bayes framework from a single task setting to the few-shot learning setting to upper-bound generalisation errors on unseen tasks and samples. We also propose a generative-based approach to model the shared prior and the posterior of task-specific model parameters more expressively compared to the usual diagonal Gaussian assumption. We show that the models trained with our proposed meta-learning algorithm are well calibrated and accurate, with state-of-the-art calibration and classification results on few-shot classification (mini-ImageNet and tiered-ImageNet) and regression (multi-modal task-distribution regression) benchmarks.
In symbolic regression, the search for analytic models is typically driven purely by the prediction error observed on the training data samples. However, when the data samples do not sufficiently cover the input space, the prediction error does not provide sufficient guidance toward desired models. Standard symbolic regression techniques then yield models that are partially incorrect, for instance, in terms of their steady-state characteristics or local behavior. If these properties were considered already during the search process, more accurate and relevant models could be produced. We propose a multi-objective symbolic regression approach that is driven by both the training data and the prior knowledge of the properties the desired model should manifest. The properties given in the form of formal constraints are internally represented by a set of discrete data samples on which candidate models are exactly checked. The proposed approach was experimentally evaluated on three test problems with results clearly demonstrating its capability to evolve realistic models that fit the training data well while complying with the prior knowledge of the desired model characteristics at the same time. It outperforms standard symbolic regression by several orders of magnitude in terms of the mean squared deviation from a reference model.