Expectation Programming: Adapting Probabilistic Programming Systems to Estimate Expectations Efficiently

Proceedings of the 38th Conference on Uncertainty in Artificial Intelligence, UAI 2022 (2022) 1676-1685

Authors:

T Reichelt, A Goli艅ski, L Ong, T Rainforth

Abstract:

We show that the standard computational pipeline of probabilistic programming systems (PPSs) can be inefficient for estimating expectations and introduce the concept of expectation programming to address this. In expectation programming, the aim of the backend inference engine is to directly estimate expected return values of programs, as opposed to approximating their conditional distributions. This distinction, while subtle, allows us to achieve substantial performance improvements over the standard PPS computational pipeline by tailoring computation to the expectation we care about. We realize a particular instance of our expectation programming concept, Expectation Programming in Turing (EPT), by extending the PPS Turing to allow so-called target-aware inference to be run automatically. We then verify the statistical soundness of EPT theoretically, and show that it provides substantial empirical gains in practice.

Past and future coastal flooding in Pacific Small-Island Nations: insights from the Pacific Sea Level and Geodetic Monitoring (PSLGM) Project tide gauges

Journal of Southern Hemisphere Earth Systems Science CSIRO Publishing 72:3 (2022) 202-217

Authors:

Mathilde Ritman, Ben Hague, Tauala Katea, Tavau Vaaia, Arona Ngari, Grant Smith, David Jones, L茅na Tolu

Peaks Fusion assisted Early-stopping Strategy for Overhead Imagery Segmentation with Noisy Labels

Proceedings 2022 IEEE International Conference on Big Data Big Data 2022 (2022) 4842-4847

Authors:

C Liu, CM Albrecht, Y Wang, XX Zhu

Abstract:

Automatic label generation systems, which are capable to generate huge amounts of labels with limited human efforts, enjoy lots of potential in the deep learning era. These easy-to-come-by labels inevitably bear label noises due to a lack of human supervision and can bias model training to some inferior solutions. However, models can still learn some plausible features, before they start to overfit on noisy patterns. Inspired by this phenomenon, we propose a new Peaks fusion assisted EArly-Stopping (PEAS) approach for imagery segmentation with noisy labels, which is mainly composed of two parts. First, a fitting based early-stopping criterion is used to detect the turning phase from which models are about to mimic noise details. After that, a peaks fusion strategy is applied to select reliable models in the detection zone to generate final fusion results. Here, validation accuracies are utilized as indicators in model selection. The proposed method was evaluated on New York City dataset whose labels were automatically collected by a rule-based label generation system, thus noisy to some extent due to a lack of human supervision. The experimental results showed that the proposed PEAS method can achieve both promising statistical and visual results when trained with noisy labels.

Rethinking Variational Inference for Probabilistic Programs with Stochastic Support

Advances in Neural Information Processing Systems 35 (2022)

Authors:

T Reichelt, L Ong, T Rainforth

Abstract:

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational guide on a variable-by-variable basis, while maintaining the stochastic control flow of the original program. SDVI instead breaks the program down into sub-programs with static support, before automatically building separate sub-guides for each. This decomposition significantly aids in the construction of suitable variational families, enabling, in turn, substantial improvements in inference performance.

Scalable Sensitivity and Uncertainty Analyses for Causal-Effect Estimates of Continuous-Valued Interventions

Curran Associates (2022) 13892-13907

Authors:

Alyson Douglas, Yarin Gal, Andrew Jesson, Peter Manshausen, Nicolai Meinshausen, Uri Shalit, Ma毛lys Solal, Philip Stier