Martin Trapp

LG
h-index18
30papers
592citations
Novelty53%
AI Score57

30 Papers

CVSep 27, 2023
The Robust Semantic Segmentation UNCV2023 Challenge Results

Xuanlong Yu, Yi Zuo, Zitao Wang et al. · cmu

This paper outlines the winning solutions employed in addressing the MUAD uncertainty quantification challenge held at ICCV 2023. The challenge was centered around semantic segmentation in urban environments, with a particular focus on natural adversarial scenarios. The report presents the results of 19 submitted entries, with numerous techniques drawing inspiration from cutting-edge uncertainty quantification methodologies presented at prominent conferences in the fields of computer vision and machine learning and journals over the past few years. Within this document, the challenge is introduced, shedding light on its purpose and objectives, which primarily revolved around enhancing the robustness of semantic segmentation in urban scenes under varying natural adversarial conditions. The report then delves into the top-performing solutions. Moreover, the document aims to provide a comprehensive overview of the diverse solutions deployed by all participants. By doing so, it seeks to offer readers a deeper insight into the array of strategies that can be leveraged to effectively handle the inherent uncertainties associated with autonomous driving and semantic segmentation, especially within urban environments.

CVAug 16, 2022
Uncertainty-guided Source-free Domain Adaptation

Subhankar Roy, Martin Trapp, Andrea Pilzer et al.

Source-free domain adaptation (SFDA) aims to adapt a classifier to an unlabelled target data set by only using a pre-trained source model. However, the absence of the source data and the domain shift makes the predictions on the target data unreliable. We propose quantifying the uncertainty in the source model predictions and utilizing it to guide the target adaptation. For this, we construct a probabilistic source model by incorporating priors on the network parameters inducing a distribution over the model predictions. Uncertainties are estimated by employing a Laplace approximation and incorporated to identify target data points that do not lie in the source manifold and to down-weight them when maximizing the mutual information on the target data. Unlike recent works, our probabilistic treatment is computationally lightweight, decouples source training and target adaptation, and requires no specialized source training or changes of the model architecture. We show the advantages of uncertainty-guided SFDA over traditional SFDA in the closed-set and open-set settings and provide empirical evidence that our approach is more robust to strong domain shifts even without tuning.

LGFeb 13, 2023
Fixing Overconfidence in Dynamic Neural Networks

Lassi Meronen, Martin Trapp, Andrea Pilzer et al.

Dynamic neural networks are a recent technique that promises a remedy for the increasing size of modern deep learning models by dynamically adapting their computational cost to the difficulty of the inputs. In this way, the model can adjust to a limited computational budget. However, the poor quality of uncertainty estimates in deep learning models makes it difficult to distinguish between hard and easy samples. To address this challenge, we present a computationally efficient approach for post-hoc uncertainty quantification in dynamic neural networks. We show that adequately quantifying and accounting for both aleatoric and epistemic uncertainty through a probabilistic treatment of the last layers improves the predictive performance and aids decision-making when determining the computational budget. In the experiments, we show improvements on CIFAR-100, ImageNet, and Caltech-256 in terms of accuracy, capturing uncertainty, and calibration error.

LGJun 17, 2022
Disentangling Model Multiplicity in Deep Learning

Ari Heljakka, Martin Trapp, Juho Kannala et al.

Model multiplicity is a well-known but poorly understood phenomenon that undermines the generalisation guarantees of machine learning models. It appears when two models with similar training-time performance differ in their predictions and real-world performance characteristics. This observed 'predictive' multiplicity (PM) also implies elusive differences in the internals of the models, their 'representational' multiplicity (RM). We introduce a conceptual and experimental setup for analysing RM by measuring activation similarity via singular vector canonical correlation analysis (SVCCA). We show that certain differences in training methods systematically result in larger RM than others and evaluate RM and PM over a finite sample as predictors for generalizability. We further correlate RM with PM measured by the variance in i.i.d. and out-of-distribution test predictions in four standard image data sets. Finally, instead of attempting to eliminate RM, we call for its systematic measurement and maximal exposure.

LGOct 1, 2023
Subtractive Mixture Models via Squaring: Representation and Learning

Lorenzo Loconte, Aleksanteri M. Sladek, Stefan Mengel et al.

Mixture models are traditionally represented and learned by adding several distributions as components. Allowing mixtures to subtract probability mass or density can drastically reduce the number of components needed to model complex distributions. However, learning such subtractive mixtures while ensuring they still encode a non-negative function is challenging. We investigate how to learn and perform inference on deep subtractive mixtures by squaring them. We do this in the framework of probabilistic circuits, which enable us to represent tensorized mixtures and generalize several other subtractive models. We theoretically prove that the class of squared circuits allowing subtractions can be exponentially more expressive than traditional additive mixtures; and, we empirically show this increased expressiveness on a series of real-world distribution estimation tasks.

LGJan 31, 2023
Transport with Support: Data-Conditional Diffusion Bridges

Ella Tamir, Martin Trapp, Arno Solin

The dynamic Schrödinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient iterative solvers. Recent works have demonstrated state-of-the-art results (eg. in modelling single-cell embryo RNA sequences or sampling from complex posteriors) but are limited to learning bridges with only initial and terminal constraints. Our work extends this paradigm by proposing the Iterative Smoothing Bridge (ISB). We integrate Bayesian filtering and optimal control into learning the diffusion process, enabling the generation of constrained stochastic processes governed by sparse observations at intermediate stages and terminal constraints. We assess the effectiveness of our method on synthetic and real-world data generation tasks and we show that the ISB generalises well to high-dimensional data, is computationally efficient, and provides accurate estimates of the marginals at intermediate and terminal times.

LGAug 8, 2024
Probabilistic Circuits for Cumulative Distribution Functions

Oliver Broadrick, William Cao, Benjie Wang et al.

A probabilistic circuit (PC) succinctly expresses a function that represents a multivariate probability distribution and, given sufficient structural properties of the circuit, supports efficient probabilistic inference. Typically a PC computes the probability mass (or density) function (PMF or PDF) of the distribution. We consider PCs instead computing the cumulative distribution function (CDF). We show that for distributions over binary random variables these representations (PMF and CDF) are essentially equivalent, in the sense that one can be transformed to the other in polynomial time. We then show how a similar equivalence holds for distributions over finite discrete variables using a modification of the standard encoding with binary variables that aligns with the CDF semantics. Finally we show that for continuous variables, smooth, decomposable PCs computing PDFs and CDFs can be efficiently transformed to each other by modifying only the leaves of the circuit.

CVOct 12, 2022
Anomaly Detection using Generative Models and Sum-Product Networks in Mammography Scans

Marc Dietrichstein, David Major, Martin Trapp et al.

Unsupervised anomaly detection models which are trained solely by healthy data, have gained importance in the recent years, as the annotation of medical data is a tedious task. Autoencoders and generative adversarial networks are the standard anomaly detection methods that are utilized to learn the data distribution. However, they fall short when it comes to inference and evaluation of the likelihood of test samples. We propose a novel combination of generative models and a probabilistic graphical model. After encoding image samples by autoencoders, the distribution of data is modeled by Random and Tensorized Sum-Product Networks ensuring exact and efficient inference at test time. We evaluate different autoencoder architectures in combination with Random and Tensorized Sum-Product Networks on mammography images using patch-wise processing and observe superior performance over utilizing the models standalone and state-of-the-art in anomaly detection for medical data.

LGNov 27, 2024Code
Streamlining Prediction in Bayesian Deep Learning

Rui Li, Marcus Klasson, Arno Solin et al.

The rising interest in Bayesian deep learning (BDL) has led to a plethora of methods for estimating the posterior distribution. However, efficient computation of inferences, such as predictions, has been largely overlooked with Monte Carlo integration remaining the standard. In this work we examine streamlining prediction in BDL through a single forward pass without sampling. For this we use local linearisation on activation functions and local Gaussian approximations at linear layers. Thus allowing us to analytically compute an approximation to the posterior predictive distribution. We showcase our approach for both MLP and transformers, such as ViT and GPT-2, and assess its performance on regression and classification tasks. Open-source library: https://github.com/AaltoML/SUQ

90.2CLApr 17
Stochasticity in Tokenisation Improves Robustness

Sophie Steger, Rui Li, Sofiane Ennadir et al.

The widespread adoption of large language models (LLMs) has increased concerns about their robustness. Vulnerabilities in perturbations of tokenisation of the input indicate that models trained with a deterministic canonical tokenisation can be brittle to adversarial attacks. Recent studies suggest that stochastic tokenisation can deliver internal representations that are less sensitive to perturbations. In this paper, we analyse how stochastic tokenisations affect robustness to adversarial attacks and random perturbations. We systematically study this over a range of learning regimes (pre-training, supervised fine-tuning, and in-context learning), data sets, and model architectures. We show that pre-training and fine-tuning with uniformly sampled stochastic tokenisations improve robustness to random and adversarial perturbations. Evaluating on uniformly sampled non-canonical tokenisations reduces the accuracy of a canonically trained Llama-1b model by 29.8%. We find that training with stochastic tokenisation preserves accuracy without increasing inference cost.

84.9AIMay 1
Position: agentic AI orchestration should be Bayes-consistent

Theodore Papamarkou, Pierre Alquier, Matthias Bauer et al.

LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to consult, or how many resources to invest. While the usefulness and feasibility of Bayesian approaches remain unclear for LLM inference, this position paper argues that the control layer of an agentic AI system (that orchestrates LLMs and tools) is a clear case where Bayesian principles should shine. Bayesian decision theory provides a framework for agentic systems that can help to maintain beliefs over task-relevant latent quantities, to update these beliefs from observed agentic and human-AI interactions, and to choose actions. Making LLMs themselves explicitly Bayesian belief-updating engines remains computationally intensive and conceptually nontrivial as a general modeling target. In contrast, this paper argues that coherent decision-making requires Bayesian principles at the orchestration level of the agentic system, not necessarily the LLM agent parameters. This paper articulates practical properties for Bayesian control that fit modern agentic AI systems and human-AI collaboration, and provides concrete examples and design patterns to illustrate how calibrated beliefs and utility-aware policies can improve agentic AI orchestration.

CVDec 8, 2024
Post-hoc Probabilistic Vision-Language Models

Anton Baumann, Rui Li, Marcus Klasson et al.

Vision-language models (VLMs), such as CLIP and SigLIP, have found remarkable success in classification, retrieval, and generative tasks. For this, VLMs deterministically map images and text descriptions to a joint latent space in which their similarity is assessed using the cosine similarity. However, a deterministic mapping of inputs fails to capture uncertainties over concepts arising from domain shifts when used in downstream tasks. In this work, we propose post-hoc uncertainty estimation in VLMs that does not require additional training. Our method leverages a Bayesian posterior approximation over the last layers in VLMs and analytically quantifies uncertainties over cosine similarities. We demonstrate its effectiveness for uncertainty quantification and support set selection in active learning. Compared to baselines, we obtain improved and well-calibrated predictive uncertainties, interpretable uncertainty estimates, and sample-efficient active learning. Our results show promise for safety-critical applications of large-scale models.

LGDec 12, 2023
Characteristic Circuits

Zhongjie Yu, Martin Trapp, Kristian Kersting

In many real-world scenarios, it is crucial to be able to reliably and efficiently reason under uncertainty while capturing complex relationships in data. Probabilistic circuits (PCs), a prominent family of tractable probabilistic models, offer a remedy to this challenge by composing simple, tractable distributions into a high-dimensional probability distribution. However, learning PCs on heterogeneous data is challenging and densities of some parametric distributions are not available in closed form, limiting their potential use. We introduce characteristic circuits (CCs), a family of tractable probabilistic models providing a unified formalization of distributions over heterogeneous data in the spectral domain. The one-to-one relationship between characteristic functions and probability measures enables us to learn high-dimensional distributions on heterogeneous data domains and facilitates efficient probabilistic inference even when no closed-form density function is available. We show that the structure and parameters of CCs can be learned efficiently from the data and find that CCs outperform state-of-the-art density estimators for heterogeneous data domains on common benchmark data sets.

LGMay 22, 2024
On Hardware-efficient Inference in Probabilistic Circuits

Lingyun Yao, Martin Trapp, Jelin Leslin et al.

Probabilistic circuits (PCs) offer a promising avenue to perform embedded reasoning under uncertainty. They support efficient and exact computation of various probabilistic inference tasks by design. Hence, hardware-efficient computation of PCs is highly interesting for edge computing applications. As computations in PCs are based on arithmetic with probability values, they are typically performed in the log domain to avoid underflow. Unfortunately, performing the log operation on hardware is costly. Hence, prior work has focused on computations in the linear domain, resulting in high resolution and energy requirements. This work proposes the first dedicated approximate computing framework for PCs that allows for low-resolution logarithm computations. We leverage Addition As Int, resulting in linear PC computation with simple hardware elements. Further, we provide a theoretical approximation error analysis and present an error compensation mechanism. Empirically, our method obtains up to 357x and 649x energy reduction on custom hardware for evidence and MAP queries respectively with little or no computational error.

LGApr 11, 2024
Flatness Improves Backbone Generalisation in Few-shot Classification

Rui Li, Martin Trapp, Marcus Klasson et al.

Deployment of deep neural networks in real-world settings typically requires adaptation to new tasks with few examples. Few-shot classification (FSC) provides a solution to this problem by leveraging pre-trained backbones for fast adaptation to new classes. However, approaches for multi-domain FSC typically result in complex pipelines aimed at information fusion and task-specific adaptation without consideration of the importance of backbone training. In this work, we introduce an effective strategy for backbone training and selection in multi-domain FSC by utilizing flatness-aware training and fine-tuning. Our work is theoretically grounded and empirically performs on par or better than state-of-the-art methods despite being simpler. Further, our results indicate that backbone training is crucial for good generalisation in FSC across different adaptation methods.

LGFeb 2
Sparsely Supervised Diffusion

Wenshuai Zhao, Zhiyuan Li, Yi Zhao et al.

Diffusion models have shown remarkable success across a wide range of generative tasks. However, they often suffer from spatially inconsistent generation, arguably due to the inherent locality of their denoising mechanisms. This can yield samples that are locally plausible but globally inconsistent. To mitigate this issue, we propose sparsely supervised learning for diffusion models, a simple yet effective masking strategy that can be implemented with only a few lines of code. Interestingly, the experiments show that it is safe to mask up to 98\% of pixels during diffusion model training. Our method delivers competitive FID scores across experiments and, most importantly, avoids training instability on small datasets. Moreover, the masking strategy reduces memorization and promotes the use of essential contextual information during generation.

LGAug 19, 2025
Approximate Bayesian Inference via Bitstring Representations

Aleksanteri Sladek, Martin Trapp, Arno Solin

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these representations, effectively enabling us to learn a continuous distribution using discrete parameters. We consider both 2D densities and quantized neural networks, where we introduce a tractable learning approach using probabilistic circuits. This method offers a scalable solution to manage complex distributions and provides clear insights into model behavior. We validate our approach with various models, demonstrating inference efficiency without sacrificing accuracy. This work advances scalable, interpretable machine learning by utilizing discrete approximations for probabilistic computations.

LGJul 7, 2025
Hardware-efficient tractable probabilistic inference for TinyML Neurosymbolic AI applications

Jelin Leslin, Martin Trapp, Martin Andraud

Neurosymbolic AI (NSAI) has recently emerged to mitigate limitations associated with deep learning (DL) models, e.g. quantifying their uncertainty or reason with explicit rules. Hence, TinyML hardware will need to support these symbolic models to bring NSAI to embedded scenarios. Yet, although symbolic models are typically compact, their sparsity and computation resolution contrasts with low-resolution and dense neuro models, which is a challenge on resource-constrained TinyML hardware severely limiting the size of symbolic models that can be computed. In this work, we remove this bottleneck leveraging a tight hardware/software integration to present a complete framework to compute NSAI with TinyML hardware. We focus on symbolic models realized with tractable probabilistic circuits (PCs), a popular subclass of probabilistic models for hardware integration. This framework: (1) trains a specific class of hardware-efficient \emph{deterministic} PCs, chosen for the symbolic task; (2) \emph{compresses} this PC until it can be computed on TinyML hardware with minimal accuracy degradation, using our $n^{th}$-root compression technique, and (3) \emph{deploys} the complete NSAI model on TinyML hardware. Compared to a 64b precision baseline necessary for the PC without compression, our workflow leads to significant hardware reduction on FPGA (up to 82.3\% in FF, 52.6\% in LUTs, and 18.0\% in Flash usage) and an average inference speedup of 4.67x on ESP32 microcontroller.

LGOct 26, 2021
Periodic Activation Functions Induce Stationarity

Lassi Meronen, Martin Trapp, Arno Solin

Neural network models are known to reinforce hidden data biases, making them unreliable and difficult to interpret. We seek to build models that `know what they do not know' by introducing inductive biases in the function space. We show that periodic activation functions in Bayesian neural networks establish a connection between the prior on the network weights and translation-invariant, stationary Gaussian process priors. Furthermore, we show that this link goes beyond sinusoidal (Fourier) activations by also covering triangular wave and periodic ReLU activation functions. In a series of experiments, we show that periodic activation functions obtain comparable performance for in-domain data and capture sensitivity to perturbed inputs in deep neural networks for out-of-domain detection.

LGJun 16, 2021
Leveraging Probabilistic Circuits for Nonparametric Multi-Output Regression

Zhongjie Yu, Mingye Zhu, Martin Trapp et al.

Inspired by recent advances in the field of expert-based approximations of Gaussian processes (GPs), we present an expert-based approach to large-scale multi-output regression using single-output GP experts. Employing a deeply structured mixture of single-output GPs encoded via a probabilistic circuit allows us to capture correlations between multiple output dimensions accurately. By recursively partitioning the covariate space and the output space, posterior inference in our model reduces to inference on single-output GP experts, which only need to be conditioned on a small subset of the observations. We show that inference can be performed exactly and efficiently in our model, that it can capture correlations between output dimensions and, hence, often outperforms approaches that do not incorporate inter-output correlations, as demonstrated on several data sets in terms of the negative log predictive density.

LGJun 22, 2020
Deep Residual Mixture Models

Perttu Hämäläinen, Martin Trapp, Tuure Saloheimo et al.

We propose Deep Residual Mixture Models (DRMMs), a novel deep generative model architecture. Compared to other deep models, DRMMs allow more flexible conditional sampling: The model can be trained once with all variables, and then used for sampling with arbitrary combinations of conditioning variables, Gaussian priors, and (in)equality constraints. This provides new opportunities for interactive and exploratory machine learning, where one should minimize the user waiting for retraining a model. We demonstrate DRMMs in constrained multi-limb inverse kinematics and controllable generation of animations.

MLMay 4, 2020
Sum-Product-Transform Networks: Exploiting Symmetries using Invertible Transformations

Tomas Pevny, Vasek Smidl, Martin Trapp et al.

In this work, we propose Sum-Product-Transform Networks (SPTN), an extension of sum-product networks that uses invertible transformations as additional internal nodes. The type and placement of transformations determine properties of the resulting SPTN with many interesting special cases. Importantly, SPTN with Gaussian leaves and affine transformations pose the same inference task tractable that can be computed efficiently in SPNs. We propose to store affine transformations in their SVD decompositions using an efficient parametrization of unitary matrices by a set of Givens rotations. Last but not least, we demonstrate that G-SPTNs achieve state-of-the-art results on the density estimation task and are competitive with state-of-the-art methods for anomaly detection.

LGApr 13, 2020
Einsum Networks: Fast and Scalable Learning of Tractable Probabilistic Circuits

Robert Peharz, Steven Lang, Antonio Vergari et al.

Probabilistic circuits (PCs) are a promising avenue for probabilistic modeling, as they permit a wide range of exact and efficient inference routines. Recent ``deep-learning-style'' implementations of PCs strive for a better scalability, but are still difficult to train on real-world data, due to their sparsely connected computational graphs. In this paper, we propose Einsum Networks (EiNets), a novel implementation design for PCs, improving prior art in several regards. At their core, EiNets combine a large number of arithmetic operations in a single monolithic einsum-operation, leading to speedups and memory savings of up to two orders of magnitude, in comparison to previous implementations. As an algorithmic contribution, we show that the implementation of Expectation-Maximization (EM) can be simplified for PCs, by leveraging automatic differentiation. Furthermore, we demonstrate that EiNets scale well to datasets which were previously out of reach, such as SVHN and CelebA, and that they can be used as faithful generative image models.

LGFeb 7, 2020
DynamicPPL: Stan-like Speed for Dynamic Probabilistic Models

Mohamed Tarek, Kai Xu, Martin Trapp et al.

We present the preliminary high-level design and features of DynamicPPL.jl, a modular library providing a lightning-fast infrastructure for probabilistic programming. Besides a computational performance that is often close to or better than Stan, DynamicPPL provides an intuitive DSL that allows the rapid development of complex dynamic probabilistic programs. Being entirely written in Julia, a high-level dynamic programming language for numerical computing, DynamicPPL inherits a rich set of features available through the Julia ecosystem. Since DynamicPPL is a modular, stand-alone library, any probabilistic programming system written in Julia, such as Turing.jl, can use DynamicPPL to specify models and trace their model parameters. The main features of DynamicPPL are: 1) a meta-programming based DSL for specifying dynamic models using an intuitive tilde-based notation; 2) a tracing data-structure for tracking RVs in dynamic probabilistic models; 3) a rich contextual dispatch system allowing tailored behaviour during model execution; and 4) a user-friendly syntax for probabilistic queries. Finally, we show in a variety of experiments that DynamicPPL, in combination with Turing.jl, achieves computational performance that is often close to or better than Stan.

LGOct 10, 2019
Deep Structured Mixtures of Gaussian Processes

Martin Trapp, Robert Peharz, Franz Pernkopf et al.

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference is frequently employed, where a prominent class of approximation techniques is based on local GP experts. However, local-expert techniques proposed so far are either not well-principled, come with limited approximation guarantees, or lead to intractable models. In this paper, we introduce deep structured mixtures of GP experts, a stochastic process model which i) allows exact posterior inference, ii) has attractive computational and memory costs, and iii) when used as GP approximation, captures predictive uncertainties consistently better than previous expert-based approximations. In a variety of experiments, we show that deep structured mixtures have a low approximation error and often perform competitive or outperform prior work.

LGMay 26, 2019
Bayesian Learning of Sum-Product Networks

Martin Trapp, Robert Peharz, Hong Ge et al.

Sum-product networks (SPNs) are flexible density estimators and have received significant attention due to their attractive inference properties. While parameter learning in SPNs is well developed, structure learning leaves something to be desired: Even though there is a plethora of SPN structure learners, most of them are somewhat ad-hoc and based on intuition rather than a clear learning principle. In this paper, we introduce a well-principled Bayesian framework for SPN structure learning. First, we decompose the problem into i) laying out a computational graph, and ii) learning the so-called scope function over the graph. The first is rather unproblematic and akin to neural network architecture validation. The second represents the effective structure of the SPN and needs to respect the usual structural constraints in SPN, i.e. completeness and decomposability. While representing and learning the scope function is somewhat involved in general, in this paper, we propose a natural parametrisation for an important and widely used special case of SPNs. These structural parameters are incorporated into a Bayesian model, such that simultaneous structure and parameter learning is cast into monolithic Bayesian posterior inference. In various experiments, our Bayesian SPNs often improve test likelihoods over greedy SPN learners. Further, since the Bayesian framework protects against overfitting, we can evaluate hyper-parameters directly on the Bayesian model score, waiving the need for a separate validation set, which is especially beneficial in low data regimes. Bayesian SPNs can be applied to heterogeneous domains and can easily be extended to nonparametric formulations. Moreover, our Bayesian approach is the first, which consistently and robustly learns SPN structures under missing data.

LGMay 20, 2019
Optimisation of Overparametrized Sum-Product Networks

Martin Trapp, Robert Peharz, Franz Pernkopf

It seems to be a pearl of conventional wisdom that parameter learning in deep sum-product networks is surprisingly fast compared to shallow mixture models. This paper examines the effects of overparameterization in sum-product networks on the speed of parameter optimisation. Using theoretical analysis and empirical experiments, we show that deep sum-product networks exhibit an implicit acceleration compared to their shallow counterpart. In fact, gradient-based optimisation in deep tree-structured sum-product networks is equal to gradient ascend with adaptive and time-varying learning rates and additional momentum terms.

LGSep 12, 2018
Learning Deep Mixtures of Gaussian Process Experts Using Sum-Product Networks

Martin Trapp, Robert Peharz, Carl E. Rasmussen et al.

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive way to tackle these problems, by incorporating GPs in sum-product networks (SPNs), a recently proposed tractable probabilistic model allowing exact and efficient inference. In particular, by using GPs as leaves of an SPN we obtain a novel flexible prior over functions, which implicitly represents an exponentially large mixture of local GPs. Exact and efficient posterior inference in this model can be done in a natural interplay of the inference mechanisms in GPs and SPNs. Thereby, each GP is -- similarly as in a mixture of experts approach -- responsible only for a subset of data points, which effectively reduces inference cost in a divide and conquer fashion. We show that integrating GPs into the SPN framework leads to a promising probabilistic regression model which is: (1) computational and memory efficient, (2) allows efficient and exact posterior inference, (3) is flexible enough to mix different kernel functions, and (4) naturally accounts for non-stationarities in time series. In a variate of experiments, we show that the SPN-GP model can learn input dependent parameters and hyper-parameters and is on par with or outperforms the traditional GPs as well as state of the art approximations on real-world data.

LGJun 5, 2018
Probabilistic Deep Learning using Random Sum-Product Networks

Robert Peharz, Antonio Vergari, Karl Stelzner et al.

The need for consistent treatment of uncertainty has recently triggered increased interest in probabilistic deep learning methods. However, most current approaches have severe limitations when it comes to inference, since many of these models do not even permit to evaluate exact data likelihoods. Sum-product networks (SPNs), on the other hand, are an excellent architecture in that regard, as they allow to efficiently evaluate likelihoods, as well as arbitrary marginalization and conditioning tasks. Nevertheless, SPNs have not been fully explored as serious deep learning models, likely due to their special structural requirements, which complicate learning. In this paper, we make a drastic simplification and use random SPN structures which are trained in a "classical deep learning manner", i.e. employing automatic differentiation, SGD, and GPU support. The resulting models, called RAT-SPNs, yield prediction results comparable to deep neural networks, while still being interpretable as generative model and maintaining well-calibrated uncertainties. This property makes them highly robust under missing input features and enables them to naturally detect outliers and peculiar samples.

MLOct 10, 2017
Safe Semi-Supervised Learning of Sum-Product Networks

Martin Trapp, Tamas Madl, Robert Peharz et al.

In several domains obtaining class annotations is expensive while at the same time unlabelled data are abundant. While most semi-supervised approaches enforce restrictive assumptions on the data distribution, recent work has managed to learn semi-supervised models in a non-restrictive regime. However, so far such approaches have only been proposed for linear models. In this work, we introduce semi-supervised parameter learning for Sum-Product Networks (SPNs). SPNs are deep probabilistic models admitting inference in linear time in number of network edges. Our approach has several advantages, as it (1) allows generative and discriminative semi-supervised learning, (2) guarantees that adding unlabelled data can increase, but not degrade, the performance (safe), and (3) is computationally efficient and does not enforce restrictive assumptions on the data distribution. We show on a variety of data sets that safe semi-supervised learning with SPNs is competitive compared to state-of-the-art and can lead to a better generative and discriminative objective value than a purely supervised approach.