Abstract:Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task objectives, overlooking the nuanced challenges posed by epistemic uncertainty, non-probabilistic modelling approaches, and the integration of uncertainty into optimisation constraints. This paper bridges these gaps by introducing innovative frameworks: (i) a non-probabilistic lens for epistemic uncertainty representation, leveraging intervals (the least informative uncertainty model), Contamination (hybrid model), and probability boxes (the most informative uncertainty model); (ii) methodologies to incorporate uncertainty into constraints, expanding Decision-Focused Learning's utility in constrained environments; (iii) the adoption of Imprecise Decision Theory for ambiguity-rich decision-making contexts; and (iv) strategies for addressing sparse data challenges. Empirical evaluations on benchmark optimisation problems demonstrate the efficacy of these approaches in improving decision quality and robustness and dealing with said gaps.
Abstract:Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified evaluation framework for uncertainty-aware classifiers, applicable to a wide range of model classes, which allows users to tailor the trade-off between accuracy and precision of predictions via a suitably designed performance metric. This makes possible the selection of the most suitable model for a particular real-world application as a function of the desired trade-off. Our experiments, concerning Bayesian, ensemble, evidential, deterministic, credal and belief function classifiers on the CIFAR-10, MNIST and CIFAR-100 datasets, show that the metric behaves as desired.
Abstract:This paper explores the utility of diffusion-based models for anomaly detection, focusing on their efficacy in identifying deviations in both compact and high-resolution datasets. Diffusion-based architectures, including Denoising Diffusion Probabilistic Models (DDPMs) and Diffusion Transformers (DiTs), are evaluated for their performance using reconstruction objectives. By leveraging the strengths of these models, this study benchmarks their performance against traditional anomaly detection methods such as Isolation Forests, One-Class SVMs, and COPOD. The results demonstrate the superior adaptability, scalability, and robustness of diffusion-based methods in handling complex real-world anomaly detection tasks. Key findings highlight the role of reconstruction error in enhancing detection accuracy and underscore the scalability of these models to high-dimensional datasets. Future directions include optimizing encoder-decoder architectures and exploring multi-modal datasets to further advance diffusion-based anomaly detection.
Abstract:The aim of this paper is to formalise the task of continual semi-supervised anomaly detection (CSAD), with the aim of highlighting the importance of such a problem formulation which assumes as close to real-world conditions as possible. After an overview of the relevant definitions of continual semi-supervised learning, its components, anomaly detection extension, and the training protocols; the paper introduces a baseline model of a variational autoencoder (VAE) to work with semi-supervised data along with a continual learning method of deep generative replay with outlier rejection. The results show that such a use of extreme value theory (EVT) applied to anomaly detection can provide promising results even in comparison to an upper baseline of joint training. The results explore the effects of how much labelled and unlabelled data is present, of which class, and where it is located in the data stream. Outlier rejection shows promising initial results where it often surpasses a baseline method of Elastic Weight Consolidation (EWC). A baseline for CSAD is put forward along with the specific dataset setups used for reproducability and testability for other practitioners. Future research directions include other CSAD settings and further research into efficient continual hyperparameter tuning.
Abstract:Autonomous Vehicle (AV) perception systems require more than simply seeing, via e.g., object detection or scene segmentation. They need a holistic understanding of what is happening within the scene for safe interaction with other road users. Few datasets exist for the purpose of developing and training algorithms to comprehend the actions of other road users. This paper presents ROAD-Waymo, an extensive dataset for the development and benchmarking of techniques for agent, action, location and event detection in road scenes, provided as a layer upon the (US) Waymo Open dataset. Considerably larger and more challenging than any existing dataset (and encompassing multiple cities), it comes with 198k annotated video frames, 54k agent tubes, 3.9M bounding boxes and a total of 12.4M labels. The integrity of the dataset has been confirmed and enhanced via a novel annotation pipeline designed for automatically identifying violations of requirements specifically designed for this dataset. As ROAD-Waymo is compatible with the original (UK) ROAD dataset, it provides the opportunity to tackle domain adaptation between real-world road scenarios in different countries within a novel benchmark: ROAD++.
Abstract:This paper presents an innovative approach, called credal wrapper, to formulating a credal set representation of model averaging for Bayesian neural networks (BNNs) and deep ensembles, capable of improving uncertainty estimation in classification tasks. Given a finite collection of single distributions derived from BNNs or deep ensembles, the proposed approach extracts an upper and a lower probability bound per class, acknowledging the epistemic uncertainty due to the availability of a limited amount of sampled predictive distributions. Such probability intervals over classes can be mapped on a convex set of probabilities (a 'credal set') from which, in turn, a unique prediction can be obtained using a transformation called 'intersection probability transformation'. In this article, we conduct extensive experiments on multiple out-of-distribution (OOD) detection benchmarks, encompassing various dataset pairs (CIFAR10/100 vs SVHN/Tiny-ImageNet, CIFAR10 vs CIFAR10-C, CIFAR100 vs CIFAR100-C and ImageNet vs ImageNet-O) and using different network architectures (such as VGG16, Res18/50, EfficientNet B2, and ViT Base). Compared to BNN and deep ensemble baselines, the proposed credal representation methodology exhibits superior performance in uncertainty estimation and achieves lower expected calibration error on OOD samples.
Abstract:The complexity of scene parsing grows with the number of object and scene classes, which is higher in unrestricted open scenes. The biggest challenge is to model the spatial relation between scene elements while succeeding in identifying objects at smaller scales. This paper presents a novel feature-boosting network that gathers spatial context from multiple levels of feature extraction and computes the attention weights for each level of representation to generate the final class labels. A novel `channel attention module' is designed to compute the attention weights, ensuring that features from the relevant extraction stages are boosted while the others are attenuated. The model also learns spatial context information at low resolution to preserve the abstract spatial relationships among scene elements and reduce computation cost. Spatial attention is subsequently concatenated into a final feature set before applying feature boosting. Low-resolution spatial attention features are trained using an auxiliary task that helps learning a coarse global scene structure. The proposed model outperforms all state-of-the-art models on both the ADE20K and the Cityscapes datasets.
Abstract:The purpose of this paper is to look into how central notions in statistical learning theory, such as realisability, generalise under the assumption that train and test distribution are issued from the same credal set, i.e., a convex set of probability distributions. This can be considered as a first step towards a more general treatment of statistical learning under epistemic uncertainty.
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.
Abstract:Uncertainty estimation is increasingly attractive for improving the reliability of neural networks. In this work, we present novel credal-set interval neural networks (CreINNs) designed for classification tasks. CreINNs preserve the traditional interval neural network structure, capturing weight uncertainty through deterministic intervals, while forecasting credal sets using the mathematical framework of probability intervals. Experimental validations on an out-of-distribution detection benchmark (CIFAR10 vs SVHN) showcase that CreINNs outperform epistemic uncertainty estimation when compared to variational Bayesian neural networks (BNNs) and deep ensembles (DEs). Furthermore, CreINNs exhibit a notable reduction in computational complexity compared to variational BNNs and demonstrate smaller model sizes than DEs.