Addressing Misspecification in Simulation-based Inference through Data-driven Calibration

Driven by steady progress in generative modeling, simulation-based inference (SBI) has enabled inference over stochastic simulators. However, recent work has demonstrated that model misspecification can harm SBI's reliability. This work introduces robust posterior estimation (ROPE), a framework that overcomes model misspecification with a small real-world calibration set of ground truth parameter measurements. We formalize the misspecification gap as the solution of an optimal transport problem between learned representations of real-world and simulated observations. Assuming the prior distribution over the parameters of interest is known and well-specified, our method offers a controllable balance between calibrated uncertainty and informative inference under all possible misspecifications of the simulator. Our empirical results on four synthetic tasks and two real-world problems demonstrate that ROPE outperforms baselines and consistently returns informative and calibrated credible intervals.

RanDumb: A Simple Approach that Questions the Efficacy of Continual Representation Learning

We propose RanDumb to examine the efficacy of continual representation learning. RanDumb embeds raw pixels using a fixed random transform which approximates an RBF-Kernel, initialized before seeing any data, and learns a simple linear classifier on top. We present a surprising and consistent finding: RanDumb significantly outperforms the continually learned representations using deep networks across numerous continual learning benchmarks, demonstrating the poor performance of representation learning in these scenarios. RanDumb stores no exemplars and performs a single pass over the data, processing one sample at a time. It complements GDumb, operating in a low-exemplar regime where GDumb has especially poor performance. We reach the same consistent conclusions when RanDumb is extended to scenarios with pretrained models replacing the random transform with pretrained feature extractor. Our investigation is both surprising and alarming as it questions our understanding of how to effectively design and train models that require efficient continual representation learning, and necessitates a principled reinvestigation of the widely explored problem formulation itself. Our code is available at https://github.com/drimpossible/RanDumb.

Domain Generalization without Excess Empirical Risk

Given data from diverse sets of distinct distributions, domain generalization aims to learn models that generalize to unseen distributions. A common approach is designing a data-driven surrogate penalty to capture generalization and minimize the empirical risk jointly with the penalty. We argue that a significant failure mode of this recipe is an excess risk due to an erroneous penalty or hardness in joint optimization. We present an approach that eliminates this problem. Instead of jointly minimizing empirical risk with the penalty, we minimize the penalty under the constraint of optimality of the empirical risk. This change guarantees that the domain generalization penalty cannot impair optimization of the empirical risk, i.e., in-distribution performance. To solve the proposed optimization problem, we demonstrate an exciting connection to rate-distortion theory and utilize its tools to design an efficient method. Our approach can be applied to any penalty-based domain generalization method, and we demonstrate its effectiveness by applying it to three examplar methods from the literature, showing significant improvements.

Generalized Sum Pooling for Metric Learning

A common architectural choice for deep metric learning is a convolutional neural network followed by global average pooling (GAP). Albeit simple, GAP is a highly effective way to aggregate information. One possible explanation for the effectiveness of GAP is considering each feature vector as representing a different semantic entity and GAP as a convex combination of them. Following this perspective, we generalize GAP and propose a learnable generalized sum pooling method (GSP). GSP improves GAP with two distinct abilities: i) the ability to choose a subset of semantic entities, effectively learning to ignore nuisance information, and ii) learning the weights corresponding to the importance of each entity. Formally, we propose an entropy-smoothed optimal transport problem and show that it is a strict generalization of GAP, i.e., a specific realization of the problem gives back GAP. We show that this optimization problem enjoys analytical gradients enabling us to use it as a direct learnable replacement for GAP. We further propose a zero-shot loss to ease the learning of GSP. We show the effectiveness of our method with extensive evaluations on 4 popular metric learning benchmarks. Code is available at: GSP-DML Framework

Simulation-based Inference for Cardiovascular Models

Over the past decades, hemodynamics simulators have steadily evolved and have become tools of choice for studying cardiovascular systems in-silico. While such tools are routinely used to simulate whole-body hemodynamics from physiological parameters, solving the corresponding inverse problem of mapping waveforms back to plausible physiological parameters remains both promising and challenging. Motivated by advances in simulation-based inference (SBI), we cast this inverse problem as statistical inference. In contrast to alternative approaches, SBI provides \textit{posterior distributions} for the parameters of interest, providing a \textit{multi-dimensional} representation of uncertainty for \textit{individual} measurements. We showcase this ability by performing an in-silico uncertainty analysis of five biomarkers of clinical interest comparing several measurement modalities. Beyond the corroboration of known facts, such as the feasibility of estimating heart rate, our study highlights the potential of estimating new biomarkers from standard-of-care measurements. SBI reveals practically relevant findings that cannot be captured by standard sensitivity analyses, such as the existence of sub-populations for which parameter estimation exhibits distinct uncertainty regimes. Finally, we study the gap between in-vivo and in-silico with the MIMIC-III waveform database and critically discuss how cardiovascular simulations can inform real-world data analysis.

Online Continual Learning Without the Storage Constraint

Online continual learning (OCL) research has primarily focused on mitigating catastrophic forgetting with fixed and limited storage allocation throughout the agent's lifetime. However, the growing affordability of data storage highlights a broad range of applications that do not adhere to these assumptions. In these cases, the primary concern lies in managing computational expenditures rather than storage. In this paper, we target such settings, investigating the online continual learning problem by relaxing storage constraints and emphasizing fixed, limited economical budget. We provide a simple algorithm that can compactly store and utilize the entirety of the incoming data stream under tiny computational budgets using a kNN classifier and universal pre-trained feature extractors. Our algorithm provides a consistency property attractive to continual learning: It will never forget past seen data. We set a new state of the art on two large-scale OCL datasets: Continual LOCalization (CLOC), which has 39M images over 712 classes, and Continual Google Landmarks V2 (CGLM), which has 580K images over 10,788 classes -- beating methods under far higher computational budgets than ours in terms of both reducing catastrophic forgetting of past data and quickly adapting to rapidly changing data streams. We provide code to reproduce our results at \url{https://github.com/drimpossible/ACM}.

Generalizing Gaussian Smoothing for Random Search

Gaussian smoothing (GS) is a derivative-free optimization (DFO) algorithm that estimates the gradient of an objective using perturbations of the current parameters sampled from a standard normal distribution. We generalize it to sampling perturbations from a larger family of distributions. Based on an analysis of DFO for non-convex functions, we propose to choose a distribution for perturbations that minimizes the mean squared error (MSE) of the gradient estimate. We derive three such distributions with provably smaller MSE than Gaussian smoothing. We conduct evaluations of the three sampling distributions on linear regression, reinforcement learning, and DFO benchmarks in order to validate our claims. Our proposal improves on GS with the same computational complexity, and are usually competitive with and often outperform Guided ES and Orthogonal ES, two computationally more expensive algorithms that adapt the covariance matrix of normally distributed perturbations.

Improving information retention in large scale online continual learning

Given a stream of data sampled from non-stationary distributions, online continual learning (OCL) aims to adapt efficiently to new data while retaining existing knowledge. The typical approach to address information retention (the ability to retain previous knowledge) is keeping a replay buffer of a fixed size and computing gradients using a mixture of new data and the replay buffer. Surprisingly, the recent work (Cai et al., 2021) suggests that information retention remains a problem in large scale OCL even when the replay buffer is unlimited, i.e., the gradients are computed using all past data. This paper focuses on this peculiarity to understand and address information retention. To pinpoint the source of this problem, we theoretically show that, given limited computation budgets at each time step, even without strict storage limit, naively applying SGD with constant or constantly decreasing learning rates fails to optimize information retention in the long term. We propose using a moving average family of methods to improve optimization for non-stationary objectives. Specifically, we design an adaptive moving average (AMA) optimizer and a moving-average-based learning rate schedule (MALR). We demonstrate the effectiveness of AMA+MALR on large-scale benchmarks, including Continual Localization (CLOC), Google Landmarks, and ImageNet. Code will be released upon publication.

MSeg: A Composite Dataset for Multi-domain Semantic Segmentation

We present MSeg, a composite dataset that unifies semantic segmentation datasets from different domains. A naive merge of the constituent datasets yields poor performance due to inconsistent taxonomies and annotation practices. We reconcile the taxonomies and bring the pixel-level annotations into alignment by relabeling more than 220,000 object masks in more than 80,000 images, requiring more than 1.34 years of collective annotator effort. The resulting composite dataset enables training a single semantic segmentation model that functions effectively across domains and generalizes to datasets that were not seen during training. We adopt zero-shot cross-dataset transfer as a benchmark to systematically evaluate a model's robustness and show that MSeg training yields substantially more robust models in comparison to training on individual datasets or naive mixing of datasets without the presented contributions. A model trained on MSeg ranks first on the WildDash-v1 leaderboard for robust semantic segmentation, with no exposure to WildDash data during training. We evaluate our models in the 2020 Robust Vision Challenge (RVC) as an extreme generalization experiment. MSeg training sets include only three of the seven datasets in the RVC; more importantly, the evaluation taxonomy of RVC is different and more detailed. Surprisingly, our model shows competitive performance and ranks second. To evaluate how close we are to the grand aim of robust, efficient, and complete scene understanding, we go beyond semantic segmentation by training instance segmentation and panoptic segmentation models using our dataset. Moreover, we also evaluate various engineering design decisions and metrics, including resolution and computational efficiency. Although our models are far from this grand aim, our comprehensive evaluation is crucial for progress. We share all the models and code with the community.

Online Continual Learning with Natural Distribution Shifts: An Empirical Study with Visual Data

Continual learning is the problem of learning and retaining knowledge through time over multiple tasks and environments. Research has primarily focused on the incremental classification setting, where new tasks/classes are added at discrete time intervals. Such an "offline" setting does not evaluate the ability of agents to learn effectively and efficiently, since an agent can perform multiple learning epochs without any time limitation when a task is added. We argue that "online" continual learning, where data is a single continuous stream without task boundaries, enables evaluating both information retention and online learning efficacy. In online continual learning, each incoming small batch of data is first used for testing and then added to the training set, making the problem truly online. Trained models are later evaluated on historical data to assess information retention. We introduce a new benchmark for online continual visual learning that exhibits large scale and natural distribution shifts. Through a large-scale analysis, we identify critical and previously unobserved phenomena of gradient-based optimization in continual learning, and propose effective strategies for improving gradient-based online continual learning with real data. The source code and dataset are available in: https://github.com/IntelLabs/continuallearning.