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1 (de) vizualizări48 paginiThis lecture introduces the Bayesian approach to introduce inductive bias into deep learning and machine learning in general.

Jun 01, 2019

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This lecture introduces the Bayesian approach to introduce inductive bias into deep learning and machine learning in general.

© All Rights Reserved

1 (de) vizualizări

This lecture introduces the Bayesian approach to introduce inductive bias into deep learning and machine learning in general.

© All Rights Reserved

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Naval Research Laboratory

Washington, D.C.

Local Email: Jeff.Byers@pd.infn.it

Syllabus of supplementary lectures

Spring semester 2019

CLASS: Statistical Mechanics of Complex Systems

Diffusion: The Ultimate Learning Machine

• Machine learning kernels and the Green’s function of the Diffusion equation

• Local structure versus Global symmetries: Hamiltonians or Green’s functions

• Diffusion on a Manifold: Parametrix approximation

Information theory: Understanding the world as a communications channel

• Comparing probability distributions: From KL divergence to information geometry

8 hours • Relating probability, information theory and geometry

• Statistical manifolds: The geometry of models

• The manifold of multivariate Gaussian probability distributions

Random Matrix Theory: 1-d statistical mechanics of eigenvalues

• Random covariance matrices: Semi-circle and Quarter circle Laws

• Inferring covariance matrices from data: The Wishart distribution

• Mean-field theory for estimating matrices: Variational Bayes

Bayesian inference: Letting the model fluctuate around the data

• Using a stochastic process as a Bayesian prior

• Gaussian Process: Using a path integral to fit data

• GP Example: Fitting spherical harmonics to data

• Dirichlet Process: The probability over probability distributions

• DP Example: Computing the uncertainty in the density estimation of a gas

8 hours • Beta Process: The probability over combinations of features

The statistics of high-dimensional point clouds: Your intuition is wrong!

• Correcting the bias of the average: The James-Stein estimator

• When to use the Gram or the Covariance Matrix

• Estimating the dimensionality of the data

• Divide and conquer the manifold: Estimating tangent spaces in high-d data

• Stitching together the tangent spaces: Curvature functionals

Dynamics: The OODA Loop

WARNING LABELS

Our Choices should not matter!!!

Let the experiment make the choices. Physicists should avoid

making theoretical choices. If such a choice is required then

show why it doesn’t matter. In other words, it’s just for

computational efficacy. Or, it is compelled by some

symmetry property or conservation law (Noether’s Theorem)

Probability quantifies uncertainty in our representations and

the corresponding inference procedures from data to models.

Failure to understand this will cause our minds to get mixed

into the physical world in a very confusing way.

Do NOT physicalize probability.

The Map is not the World

• Concepts such as coordinate systems and probability are powerful tools for

humans to build models that represent aspects of the universe for our

particular purposes.

• Note, these are choices we make and NOT fundamental attributes of the

universe. They reside in our minds and associated artifacts (e.g., databases,

journal articles, computer programs) as a representation of the universe.

• These choices are both necessary and arbitrary and there is no way to avoid

making them.

• We should NEVER become confused and push even our most useful

concepts onto the universe and imagine they have a reality independent

from the representations in our mind.

• The key is to identify those properties of the universe that remain after we

have removed the effect of our arbitrary choices in how to represent it.

Historical Note: Doing this for coordinate systems led Einstein to General Relativity and the failure to

do this for probability has led to the interpretation morass of Quantum Mechanics.

Types of Models

X – Properties

Y - Observations

Statistical resolvability of a model

What could be observed? → How big is the box?

What is observed? → Where is the ball?

What is the fidelity of the observation? → How big is the ball?

“Data” here refers to all the possible observations.

Bayesians believe they can more Frequentists believe they can more

easily specify the size of the “Model” easily specify the size of the “Data”

box using a prior distribution and this box using a sampling distribution and

specifies the sampling distribution. then test the significance of models.

p (model) p (data)

p (data=obs)

p (model | obs)

Bayesians “pull back” the observations to

the model space as a posterior probability.

Bayesian Inference: Looking backwards through the model

Physicists usually think about what model can explain the data

BUT what about a different view of this question:

Bayes’ Formula:

LIKELIHOOD PRIOR

POSTERIOR

p ( data | model ) p ( model )

p ( model | data ) =

p ( data )

EVIDENCE

process that fluctuates around the data!

Bayesian Learning: Data chips away the Prior

So how do we get the data

to construct its own

representation?

p ( , )

NEW DATA

REPRESENTATION After N samples

p ( x | , ) p ( , )

p ( , | x ) =

p(x)

posterior

evidence

Posterior

Prior

UPDATE 9

1 2

Bayesian Inference: Looking backwards through the model

Goal: Learn the fairness or bias, B, of a coin.

Sequence of coin tosses form the data set:

- Assign prior probability based on beliefs:

BLUE → Coin is heavily biased to TAILS

RED → Coin is biased to HEADS

GREEN → No information (max. entropy)

p( x = H | B ) = B

p( x = T | B ) = 1 − B

NOTE: B is an unknown parameter.

likelihood prior

p ( x | B) p ( B)

p(B | x) =

p (x)

posterior

evidence 10

At some point, we must make a decision …

Decision-theoretic perspective:

• Define a set of probability models, p(X|), for

the data, X, indexed by a parameter, Q.

• Define a procedure d(X) that operates on the

data to produce a decision.

• Define a loss function, L(, d(X)).

• The goal is to use the loss function to

compare procedures via a risk, R, however

both arguments are unknown!

Beliefs about the data you might sample, Beliefs about models prior to acquiring data,

place a probability on data space ˆ = d ( X ) place a probability on model space

statistical

p( X )

estimation

procedure

p ( )

DATA SPACE d MODEL SPACE

X E Q

L(, d(X)).

loss function

Slide inspired from Prof. Michael Jordan (UC Berkeley): http://videolectures.net/mlss09uk_jordan_bfway/

The two ways to make decisions with probability

Goal: We need to assign a scalar to each decision procedure. R :d →

is an index over models NOT a random variable. is an index over models AND a random variable.

Loss function Prior distribution

Sampling distribution

Put a probability distribution L( , d ( X )) Put an initial probability

distribution on the space of

p ( )

on observing various data.

model indices (parameters).

p( X )

Frequentist expectation of risk Bayesian expectation of risk

RF ( , d ) = dX L( , d ( X )) p( X ) RB (d ( X ) ) = d p( ) L( , d ( X ))

Consider best decision for Consider the best decision

the worst choice of model given the observed data

(d ) = arg max RF ( , d ) X = X obs

d F = arg min RF ( = (d ), d ) d B = arg min RB (d ( X = X obs ) )

d d

Minimax: For each d select the that maximizes RF

then select the minimum of these as the risk.

The two ways to make decisions with probability

Goal: We need to assign a scalar to each decision procedure. R :d →

is an index over models NOT a random variable. is an index over models AND a random variable.

Loss function Prior distribution

Sampling distribution

Put a probability distribution L( , d ( X )) Put an initial probability

distribution on the space of

p ( )

on observing various data.

model indices (parameters).

p( X )

Frequentist expectation of risk Bayesian expectation of risk

RF ( , d ) = dX L( , d ( X )) p( X ) RB (d ( X ) ) = d p( ) L( , d ( X ))

Consider best decision for Consider the best decision

the worst choice of model given the observed data

(d ) = arg max RF ( , d ) X = X obs

d F = arg min RF ( = (d ), d ) d B = arg min RB (d ( X = X obs ) )

d d

Minimax: For each d select the that maximizes RF

then select the minimum of these as the risk.

The two ways to make decisions with probability

Goal: We need to assign a scalar to each decision procedure. R :d →

is an index over models NOT a random variable. is an index over models AND a random variable.

Loss function Prior distribution

Sampling distribution

Put a probability distribution L( , d ( X )) Put an initial probability

distribution on the space of

p ( )

on observing various data.

model indices (parameters).

p( X )

Frequentist expectation of risk Bayesian expectation of risk

RF ( , d ) = dX L( , d ( X )) p( X ) RB (d ( X ) ) = d p( ) L( , d ( X ))

Consider best decision for Bayes’ Risk Consider the best decision

the worst choice of model given the observed data

R(d ) = d dX p ( ) L( , d ( X )) p( X )

(d ) = arg max RF ( , d ) X = X obs

d F = arg min RF ( = (d ), d ) d B = arg min RB (d ( X = X obs ) )

d d

Minimax: For each d select the that maximizes RF

then select the minimum of these as the risk.

True value lies in a bounded region.

MOTIVATION & BACKGROUND

Hyperspectral Imaging Computer Vision – Local Descriptors

Dynamics in the Data

Understanding the past is as difficult as predicting the future.

NOW

PAST FUTURE

DATA → Xt − 2 → Xt −1 → Xt → Xt +1 → Xt +1 →

“Dynamics” in the Model

• Orient: Model spaces or Belief spaces of POMDP’s, state estimation

of the present

• Decide: Game-theoretic spaces, look into the possible futures given

the current state.

o Continuous game strategy spaces

o Bayesian games of incomplete/imperfect information

• Act: State spaces of our systems, at some point you have to make a

choice. As an agent in the world, the actions reveal the causal

connections within it.

Complex geometry of models

The University of Florida Sparse Matrix Collection T. A. Davis and Y. Hu, ACM Transactions on Mathematical Software,

Vol 38, Issue 1, 2011, pp. 1-25 http://www.cise.ufl.edu/research/sparse/matrices/synopsis

18

From rules to intelligence

Prosthesis for the mind:

From data to symbolic reasoning

https://www.fiverr.com/bilalahmedd/machine-learning-data-science-tensor-flow-python

Neural Networks

Dynamics in the Model

Stochastic Gradient Descent: Backpropagation on mini-batches

Random sub-sampling of data

N

1

y − f W (x n )

2

Cost Function: C ( W) n Automatic

N n =1

Gradient descent: Differentiation

Neural Network C

wij (t + 1) = wij (t ) −

y = f W ( x) wij

wij Learning Rate

(e.g., ADAM) are possible.

imposed on the network.

MOTIVATION & BACKGROUND

MOTIVATION & BACKGROUND

Is Deep Learning how we do it?

“I’ve worked all my life in Machine

Learning, and I’ve never seen one

algorithm knock over benchmarks like

Deep Learning.”

interpretability

LEVITY

Intriguing properties of neural networks:

Adversarial examples

Besides pigs being able to fly in Deep Learning,

MIT CSAIL

car can play Stopball.

http://proceedings.mlr.press/v80/athalye18b/athalye18b.pdf Use of ShapeShifter by Shang-Tse Chen, Ga.Tech

Adversarial Examples

The algorithm is >99.6% confident of these labels

“Deep Neural Networks are Easily Fooled: High Confidence Predictions for Unrecognizable Images”,

Anh Nguyen, Jason Yosinski and Jeff Clune, CVPR 2015, p.427-436.

So What’s Happening?

The data lies along a manifold However, the DL Neural Network typically

constrained to low-dimensions chops up the space with hyperplanes to

by the generative mechanism. form decision boundaries for classes.

d << D

So What’s Happening?

The data lies along a manifold However, the DL Neural Network typically

constrained to low-dimensions chops up the space with hyperplanes to form

by the generative mechanism. non-local decision boundaries for classes.

d << D

Exception!

So What’s Happening?

Real data Adversarial data

https://thomas-tanay.github.io/post--L2-regularization/

Generative Adversarial Network (GAN): Bug as Feature

“This, and the variations that are now being proposed is

the most interesting idea in the last 10 years in ML, in

my opinion.” -Yann LeCun (2016)

More Supervised Learning to the rescue … LABEL = { Real, Fake }

Generative Adversarial Network (GAN): Bug as Feature

“This, and the variations that are now being proposed is

the most interesting idea in the last 10 years in ML, in

my opinion.” -Yann LeCun (2016)

More Supervised Learning to the rescue … LABEL = { Real, Fake }

Data manifold

This is a form of Implicit Density Estimation

YES

NO

Why density estimation?

• Generate new data for simulators.

• Work with missing data.

• Represent data in more compressed

forms for find latent spaces. DECISION

Think fast … OR

• Detect anomalies and outliers. Think slow?

Finding structure in high-dimensional point clouds

Challenge: Use the data to estimate a crossover regime from

high-dimensional noise to low-dimensional structure.

Hashing not randomly sampling the entire data set.

LOCAL MODELS

Noise subspace

dN=D−d

Signal

subspace

d<<D

35

Spectral Dynamics

Dynamical Systems Theory Random Matrix Theory

Statistical Mechanics of Knowledge

“Atom of Decidability”

PHYSICS

INFORMATION 0 1

LANGUAGE F T

Cantor’s Nightmare: Developing a proper fear of the infinite

The real number system is a very unstable representation for modelling.

Likewise, functions on the reals are strange objects. Why?

More topics

The function should be viewed as the limit of a

Mathematical Background probabilistic association between the elements of the sets

Thinking of functions as “really big” vectors in the domain and range.

Optimization in high-dimensional parameter space: Saddle points

Data compression while preserving information

• Unsupervised Learning, p(x): Rate Distortion Theory (Reconstructive Loss)

a) Learning how to predict itself From probability to functions:

b) Density estimation p ( y | x) → d ( y − f ( x) ) → y = f ( x)

i. Clustering

H (Y | X ) = − log 2 p( y | x) p ( x , y ) → 0

ii. Manifold learning

• Supervised Learning, p(x, y): Information Bottleneck (Discriminative Loss)

Perspectives on models:

Deterministic → Probabilistic → Information-theoretic → Geometric

From functions to measures to rescaling to

Where do labels come from?

Two spaces

In the beginning, there was only one space … but then we imagined there were two.

Many problems in machine learning and statistics are fundamentally about finding

a decomposition of a space into two subspaces and then learning a mapping

between them using a finite data set.

x1

Entire space: z E = ( B F ) pU

Base space: x B x x

d

z= = 1

Fiber: y F y y

Trivializing neighborhood: U B D − d

y

Vapnik’s Gamble: Discriminative Supervised Learning

When solving a problem of interest, do not solve

a more general problem as an intermediate step. L = L f −1

– Vladimir Vapnik

y " f −1 " x̂ L ˆ

Coarse-grained

retrieval

y L

L → p ( | y ) = dx p ( | x) p( x | y )

Summary of perspectives on Data-to-Decisions

p( ) p ( ) H ( L) H ( L)

Q p( | ) I ( L, L)

Decisions: l l’ l l’ l l’

Label mixing Confusion matrix

L p ( | x) p( | y) I ( X , L) I (Y , L)

L

f p( y | x) I ( X ,Y )

Data: x Forward model

y x Likelihood

y x y

p( x) p( y ) H (X ) H (Y )

I ( L, L) = H ( L) − H ( L | L)

C = max I ( L, L)

p ( |x )

Information-theoretic view of remote sensing

Using the “Information Bottleneck” approach to solve for the Property space: x

Classification Design (to support the experiment) Observation space: y Q

QR indices:

Given the possible observations of the property space, what are the reliable classification schemes?

Quantizing the property space, , to preserve :

L L

p( x)

p ( | x) =

p( )

exp − p( y | x) log

p( y | x) f

p( y | x) Z ( x, ) y p( y | )

p ( | x)

Q

1

p( y | ) = p ( | x) p ( y | x) p( x)

p( ) x The parameter represents the

f : → Q,

tradeoff between compression of x y = f ( x)

p ( ) = p ( | x) p( x) x and the predictive accuracy of L. L: →

x x = L( x)

Experimental Design (to support the classification) L :Q →

Given a classification scheme of the property space, what are the reliable observations? y = L ( y)

p( x) p( y) p ( | x)

p ( y | x) = exp − p( | x) log

p( | y )

p( y | x)

p ( | x) Z ( x, )

1

p( | y) = p ( y | x) p ( | x) p( x)

p( y ) x

p ( y ) = p ( y | x) p( x)

x

Marginal of a Gaussian PDF

exp ( − 12 ( z − μ)T Σ −1 (z − μ) )

−1 2

p(z | μ, Σ) = (2 ) − d 2 Σ

x x xx2 xy2

z = ,μ = , Σ = 2 2

, Σ = xx2 yy2 − xy4

y y xy yy Completing the square in the Gaussian:

( )

2

Λ = Σ −1 ( y − y ) + B ( x − x ) = ( y − y ) 2 + 2 B ( x − x ) ( y − y ) + B2 ( x − x ) 2

2

xx xx xx

2

2 = B=

xy yy2 xx2 yy2 − xy4 xy2 xx2 xx

−1 2 − 12 q 2

p ( x, y ) = (2 ) − d 2 Σ e

q 2 = xx2 ( x − x ) 2 + yy2 ( y − y ) 2 + 2xy2 ( x − x )( y − y )

yy2 ( x − x ) 2 + xx2 ( y − y ) 2 + 2 xy2 ( x − x )( y − y )

=

xx2 yy2 − xy4

( yy2 − B 2 )( x − x ) 2 + xx2 ( y − y ) 2 + 2 xy2 ( x − x )( y − y ) + B2 ( x − x ) 2

2

2

= xx xx

xx yy − xy

2 2 4

( )

2

(y− ( x) )

4 2

( yy2 − xy2 )( x − x ) 2 + xx2 ( y − y ) + xy2 ( x − x ) ( x − x )

2 2

= = +

xx xx y

( )

2

where y ( x) = y − xy2 ( x − x ) and yy2 = xx−2 ( xx2 yy2 − xy4 ). ( y − ( x ))

( xx2 yy2 − xy4 )

2

−1 2 ( x − x )2

xx p ( x, y ) = 1

2 exp − 2y 2 exp − 2 xx2

yy

( ) ( x − x ) (y− ( x) )

2 2

( x − x )2

p ( x | x , ) = (2 )

2

xx

2 −1 2

xx exp − 2 xx

2 q 2

= +

y

xx2 yy2

p ( y | y , yy2 ) = (2 yy2 ) −1 2 exp − ( ( y − y )2

2 yy

2 ) 2

where y ( x) = y − xy2 ( x − x ) and yy2 = xx−2 ( xx2 yy2 − xy4 ).

xx

Mutual information: Gaussians

Bivariate Gaussian PDF: Marginals:

( yy2 − xy4 )

( y − ( x ))

( ) ( )

2

−1 2 ( x − )2

p( x | x , xx2 ) = (2 xx2 )−1 2 exp − ( x2−2x )

2

p ( x, y ) = 1

2

2

xx exp − 2y 2 exp − 2 2x

yy

xx xx

−1 2 ( y − ( x ))

= ( 2 yy2 ) exp − 2y 2 (2 xx2 ) −1 2 exp − 2 2x

2

(

( x − )2

) p( y | y , yy2 ) = (2 yy2 )−1 2 exp − ( ( y − y )2

2 yy

2 )

yy

xx

( y − y ( x ))

y ( x) = ( 2 yy2 )

2

−1 2

p ( y | x) p( x) − dy y exp − 2 yy2

( y − y ( x ))

= ( 2 yy ) dy ( y − y ( x) ) exp − 2 2

2

2 −1 2 2

Mean-shift (linear regression): y ( x) = y − xy2 ( x − x )

2 yy2

xx

−

yy

Variance reduction: 2

yy = − xy4 0 (Note: no x-dependence.)

2

yy

−2

xx

p ( y | x)

I ( X , Y ) = dx p ( x) dy p ( y | x) ln ln

p( y | x)

= ln p( y | x) − ln p( y )

− − p( y ) p( y )

( y − ( x ))

= ln ( 2 yy2 ) exp − 2y 2 − ln (2 yy2 ) −1 2 exp − 2 2y ( )

2

−1 2 ( y − )2

yy

yy

( y − ( x ))

2

( y − )2

= 2 2y − 2y 2 + 12 ln yy2 yy−2

yy yy

( y − y ) 2 = y 2 − 2 y y + y2 + y2 − y2 − 2 y y + 2 y y

= ( y 2 − 2 y y + y2 ) + 2 y y − 2 y y + y2 − y2

= ( y − y ) 2 + 2( y − y ) y + ( y2 − y2 )

( y − y ( x ))

( 2 yy2 )

2

−1 2

− dy ( y − y ) exp − 2 yy2 = yy + 2 y ( y − y ) + ( y − y )

2 2 2 2

Mutual information: Gaussians

( y − ( x ) ) ( y − )2 ( y − ( x ) )

= ( 2 yy2 ) dy exp − 2y 2 2 2y − 2y 2 + 12 ln yy2 yy−2

2 2

p ( y | x) −1 2

−

dy p ( y | x) ln

p( y ) −

yy

yy yy

( y − y ( x ))

= 12 ln yy2 yy−2 − 12 + 12 yy−2 ( 2 yy2 )

2

−1 2

− dy ( y − y ) exp − 2 yy2

2

= yy

2

+ 2 y ( y − y ) + ( y2 − y2 )

= 12 yy−2 ( yy2 ln( yy2 yy−2 ) + yy2 − yy2 + ( y − y ) 2 )

= 12 yy−2 ( yy2 ln( yy2 yy−2 ) + yy2 − y2y + xx−4 xy4 ( x − x ) 2 )

−

= 1

2

−2

yy ( yy2 ln( yy2 yy−2 ) + yy2 − yy2 + xx−2 xy4 )

yy−2 yy2 + xx−2 yy−2 xy4 − 1 = yy−2 yy2 + xx−2 yy−2 xy4 − 1

= ( ln( ) − 1 + +

1

2

2

yy

−2

yy

−2

yy

2

yy

−2

xx

−2

yy

4

xy ) = yy−2 ( yy2 − xx−2 xy4 ) + xx−2 yy−2 xy4 − 1

2 xx yy =0

2 2

= 12 ln yy2 = 12 ln Σ

yy

xx yy xx yy A0

I ( X , Y ) = H ( X ) + H (Y ) − H ( X , Y ) = ln 12 =

Σ Σ

12

A

12 12

Σ XX ΣYY

Proposed generalization: I ( X , Y ) = ln 12

Σ

Class Schedules

Advanced Statistics for Physics Statistical Mechanics

of Complex Systems

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