Abstract:Stability guarantees are crucial when ensuring that a fully autonomous robot does not take undesirable or potentially harmful actions. We recently proposed the Neural Contractive Dynamical Systems (NCDS), which is a neural network architecture that guarantees contractive stability. With this, learning-from-demonstrations approaches can trivially provide stability guarantees. However, our early work left several unanswered questions, which we here address. Beyond providing an in-depth explanation of NCDS, this paper extends the framework with more careful regularization, a conditional variant of the framework for handling multiple tasks, and an uncertainty-driven approach to latent obstacle avoidance. Experiments verify that the developed system has the flexibility of ordinary neural networks while providing the stability guarantees needed for autonomous robotics.
Abstract:Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the generalized Gauss-Newton matrix corresponds to parameters that preserve the training predictions of the point estimate. We propose to build Bayesian approximations in this null space, thereby guaranteeing that the Bayesian predictive does not underfit. We suggest a matrix-free algorithm for projecting onto this null space, which scales linearly with the number of parameters and quadratically with the number of output dimensions. We further propose an approximation that only scales linearly with parameters to make the method applicable to generative models. An extensive empirical evaluation shows that the approach scales to large models, including vision transformers with 28 million parameters.
Abstract:Latent space geometry provides a rigorous and empirically valuable framework for interacting with the latent variables of deep generative models. This approach reinterprets Euclidean latent spaces as Riemannian through a pull-back metric, allowing for a standard differential geometric analysis of the latent space. Unfortunately, data manifolds are generally compact and easily disconnected or filled with holes, suggesting a topological mismatch to the Euclidean latent space. The most established solution to this mismatch is to let uncertainty be a proxy for topology, but in neural network models, this is often realized through crude heuristics that lack principle and generally do not scale to high-dimensional representations. We propose using ensembles of decoders to capture model uncertainty and show how to easily compute geodesics on the associated expected manifold. Empirically, we find this simple and reliable, thereby coming one step closer to easy-to-use latent geometries.
Abstract:Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these tasks. Several methods for high-dimensional continuous and categorical Bayesian optimization have been proposed recently. However, our survey of the field reveals highly heterogeneous experimental set-ups across methods and technical barriers for the replicability and application of published algorithms to real-world tasks. To address these issues, we develop a unified framework to test a vast array of high-dimensional Bayesian optimization methods and a collection of standardized black-box functions representing real-world application domains in chemistry and biology. These two components of the benchmark are each supported by flexible, scalable, and easily extendable software libraries (poli and poli-baselines), allowing practitioners to readily incorporate new optimization objectives or discrete optimizers. Project website: https://machinelearninglifescience.github.io/hdbo_benchmark
Abstract:Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of identical functions. This creates a fundamental flaw in the application of Bayesian principles as it breaks the correspondence between uncertainty over the parameters with uncertainty over the parametrized function. In this paper, we investigate this issue in the context of the increasingly popular linearized Laplace approximation. Specifically, it has been observed that linearized predictives alleviate the common underfitting problems of the Laplace approximation. We develop a new geometric view of reparametrizations from which we explain the success of linearization. Moreover, we demonstrate that these reparameterization invariance properties can be extended to the original neural network predictive using a Riemannian diffusion process giving a straightforward algorithm for approximate posterior sampling, which empirically improves posterior fit.
Abstract:Tuning scientific and probabilistic machine learning models -- for example, partial differential equations, Gaussian processes, or Bayesian neural networks -- often relies on evaluating functions of matrices whose size grows with the data set or the number of parameters. While the state-of-the-art for evaluating these quantities is almost always based on Lanczos and Arnoldi iterations, the present work is the first to explain how to differentiate these workhorses of numerical linear algebra efficiently. To get there, we derive previously unknown adjoint systems for Lanczos and Arnoldi iterations, implement them in JAX, and show that the resulting code can compete with Diffrax when it comes to differentiating PDEs, GPyTorch for selecting Gaussian process models and beats standard factorisation methods for calibrating Bayesian neural networks. All this is achieved without any problem-specific code optimisation. Find the code at https://github.com/pnkraemer/experiments-lanczos-adjoints and install the library with pip install matfree.
Abstract:To optimize efficiently over discrete data and with only few available target observations is a challenge in Bayesian optimization. We propose a continuous relaxation of the objective function and show that inference and optimization can be computationally tractable. We consider in particular the optimization domain where very few observations and strict budgets exist; motivated by optimizing protein sequences for expensive to evaluate bio-chemical properties. The advantages of our approach are two-fold: the problem is treated in the continuous setting, and available prior knowledge over sequences can be incorporated directly. More specifically, we utilize available and learned distributions over the problem domain for a weighting of the Hellinger distance which yields a covariance function. We show that the resulting acquisition function can be optimized with both continuous or discrete optimization algorithms and empirically assess our method on two bio-chemical sequence optimization tasks.
Abstract:Generative models have shown strong generation ability while efficient likelihood estimation is less explored. Energy-based models~(EBMs) define a flexible energy function to parameterize unnormalized densities efficiently but are notorious for being difficult to train. Adversarial EBMs introduce a generator to form a minimax training game to avoid expensive MCMC sampling used in traditional EBMs, but a noticeable gap between adversarial EBMs and other strong generative models still exists. Inspired by diffusion-based models, we embedded EBMs into each denoising step to split a long-generated process into several smaller steps. Besides, we employ a symmetric Jeffrey divergence and introduce a variational posterior distribution for the generator's training to address the main challenges that exist in adversarial EBMs. Our experiments show significant improvement in generation compared to existing adversarial EBMs, while also providing a useful energy function for efficient density estimation.
Abstract:Stability guarantees are crucial when ensuring a fully autonomous robot does not take undesirable or potentially harmful actions. Unfortunately, global stability guarantees are hard to provide in dynamical systems learned from data, especially when the learned dynamics are governed by neural networks. We propose a novel methodology to learn neural contractive dynamical systems, where our neural architecture ensures contraction, and hence, global stability. To efficiently scale the method to high-dimensional dynamical systems, we develop a variant of the variational autoencoder that learns dynamics in a low-dimensional latent representation space while retaining contractive stability after decoding. We further extend our approach to learning contractive systems on the Lie group of rotations to account for full-pose end-effector dynamic motions. The result is the first highly flexible learning architecture that provides contractive stability guarantees with capability to perform obstacle avoidance. Empirically, we demonstrate that our approach encodes the desired dynamics more accurately than the current state-of-the-art, which provides less strong stability guarantees.
Abstract:We present WineSensed, a large multimodal wine dataset for studying the relations between visual perception, language, and flavor. The dataset encompasses 897k images of wine labels and 824k reviews of wines curated from the Vivino platform. It has over 350k unique vintages, annotated with year, region, rating, alcohol percentage, price, and grape composition. We obtained fine-grained flavor annotations on a subset by conducting a wine-tasting experiment with 256 participants who were asked to rank wines based on their similarity in flavor, resulting in more than 5k pairwise flavor distances. We propose a low-dimensional concept embedding algorithm that combines human experience with automatic machine similarity kernels. We demonstrate that this shared concept embedding space improves upon separate embedding spaces for coarse flavor classification (alcohol percentage, country, grape, price, rating) and aligns with the intricate human perception of flavor.