HCMay 28
What is the message? Perspectives on Visual Data CommunicationRegina Schuster, Kathleen Gregory, Christian Knoll et al.
Data visualizations are widely used to communicate messages about urgent topics such as climate change and public health. However, we still know little about how these visualizations are produced and interpreted in popular science contexts. In this mixed-method study, we examine how data are visually communicated and understood in the popular science magazine Scientific American, focusing on the messages these visualizations convey. To capture this complexity, we analyze data visualizations about climate change and pandemics in Scientific American over the past fifty years from three complementary perspectives: reader, chart, and producer. From the reader's perspective, we articulate takeaway messages and document sensemaking, interpreting visualizations first without and then with textual elements. From the chart perspective, we examine how visual features and text shape interpretation. From the producer's perspective, we draw on interviews with Scientific American staff to understand message planning and compare a sample of their intended messages with those we interpreted. Using takeaway messages as our central analytic lens, we develop a message typology and show that messages vary systematically across dimensions such as granularity, articulation, and inference. A key finding is that text plays a pivotal role: approximately two-thirds of messages change when textual elements are added. While the interviews highlighted the central role of message planning in visualization production, intended and interpreted messages only partially aligned. Our findings underscore the importance of contextual clarity and audience-aware communication, and we derive recommendations for visualization designers and science communicators.
LGJun 4, 2022
Active Bayesian Causal InferenceChristian Toth, Lars Lorch, Christian Knoll et al. · eth-zurich
Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.
AISep 5, 2022
Understanding the Behavior of Belief PropagationChristian Knoll
Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference; because of the high-dimensional nature, however, one must often use approximate methods for this purpose. Belief propagation performs approximate inference, is efficient, and looks back on a long success-story. Yet, in most cases, belief propagation lacks any performance and convergence guarantees. Many realistic problems are presented by graphical models with loops, however, in which case belief propagation is neither guaranteed to provide accurate estimates nor that it converges at all. This thesis investigates how the model parameters influence the performance of belief propagation. We are particularly interested in their influence on (i) the number of fixed points, (ii) the convergence properties, and (iii) the approximation quality.
LGFeb 22, 2024
Effective Bayesian Causal Inference via Structural Marginalisation and Autoregressive OrdersChristian Toth, Christian Knoll, Franz Pernkopf et al.
The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In contrast, Bayesian causal inference does incorporate epistemic uncertainty into query estimates via Bayesian marginalisation (posterior averaging) over all causal models. While principled, this marginalisation over entire causal models, i.e., both causal structures (graphs) and mechanisms, poses a tremendous computational challenge. In this work, we address this challenge by decomposing structure marginalisation into the marginalisation over (i) causal orders and (ii) directed acyclic graphs (DAGs) given an order. We can marginalise the latter in closed form by limiting the number of parents per variable and utilising Gaussian processes to model mechanisms. To marginalise over orders, we use a sampling-based approximation, for which we devise a novel auto-regressive distribution over causal orders (ARCO). Our method outperforms state-of-the-art in structure learning on simulated non-linear additive noise benchmarks, and yields competitive results on real-world data. Furthermore, we can accurately infer interventional distributions and average causal effects.
LGDec 20, 2024
Function Space Diversity for Uncertainty Prediction via Repulsive Last-Layer EnsemblesSophie Steger, Christian Knoll, Bernhard Klein et al.
Bayesian inference in function space has gained attention due to its robustness against overparameterization in neural networks. However, approximating the infinite-dimensional function space introduces several challenges. In this work, we discuss function space inference via particle optimization and present practical modifications that improve uncertainty estimation and, most importantly, make it applicable for large and pretrained networks. First, we demonstrate that the input samples, where particle predictions are enforced to be diverse, are detrimental to the model performance. While diversity on training data itself can lead to underfitting, the use of label-destroying data augmentation, or unlabeled out-of-distribution data can improve prediction diversity and uncertainty estimates. Furthermore, we take advantage of the function space formulation, which imposes no restrictions on network parameterization other than sufficient flexibility. Instead of using full deep ensembles to represent particles, we propose a single multi-headed network that introduces a minimal increase in parameters and computation. This allows seamless integration to pretrained networks, where this repulsive last-layer ensemble can be used for uncertainty aware fine-tuning at minimal additional cost. We achieve competitive results in disentangling aleatoric and epistemic uncertainty for active learning, detecting out-of-domain data, and providing calibrated uncertainty estimates under distribution shifts with minimal compute and memory.
MLMay 24, 2024
On the Convexity and Reliability of the Bethe Free Energy ApproximationHarald Leisenberger, Christian Knoll, Franz Pernkopf
The Bethe free energy approximation provides an effective way for relaxing NP-hard problems of probabilistic inference. However, its accuracy depends on the model parameters and particularly degrades if a phase transition in the model occurs. In this work, we analyze when the Bethe approximation is reliable and how this can be verified. We argue and show by experiment that it is mostly accurate if it is convex on a submanifold of its domain, the 'Bethe box'. For verifying its convexity, we derive two sufficient conditions that are based on the definiteness properties of the Bethe Hessian matrix: the first uses the concept of diagonal dominance, and the second decomposes the Bethe Hessian matrix into a sum of sparse matrices and characterizes the definiteness properties of the individual matrices in that sum. These theoretical results provide a simple way to estimate the critical phase transition temperature of a model. As a practical contribution we propose $\texttt{BETHE-MIN}$, a projected quasi-Newton method to efficiently find a minimum of the Bethe free energy.
LGOct 5, 2021
Distribution Mismatch Correction for Improved Robustness in Deep Neural NetworksAlexander Fuchs, Christian Knoll, Franz Pernkopf
Deep neural networks rely heavily on normalization methods to improve their performance and learning behavior. Although normalization methods spurred the development of increasingly deep and efficient architectures, they also increase the vulnerability with respect to noise and input corruptions. In most applications, however, noise is ubiquitous and diverse; this can often lead to complete failure of machine learning systems as they fail to cope with mismatches between the input distribution during training- and test-time. The most common normalization method, batch normalization, reduces the distribution shift during training but is agnostic to changes in the input distribution during test time. This makes batch normalization prone to performance degradation whenever noise is present during test-time. Sample-based normalization methods can correct linear transformations of the activation distribution but cannot mitigate changes in the distribution shape; this makes the network vulnerable to distribution changes that cannot be reflected in the normalization parameters. We propose an unsupervised non-parametric distribution correction method that adapts the activation distribution of each layer. This reduces the mismatch between the training and test-time distribution by minimizing the 1-D Wasserstein distance. In our experiments, we empirically show that the proposed method effectively reduces the impact of intense image corruptions and thus improves the classification performance without the need for retraining or fine-tuning the model.
MLDec 4, 2018
Self-Guided Belief Propagation -- A Homotopy Continuation MethodChristian Knoll, Adrian Weller, Franz Pernkopf
Belief propagation (BP) is a popular method for performing probabilistic inference on graphical models. In this work, we enhance BP and propose self-guided belief propagation (SBP) that incorporates the pairwise potentials only gradually. This homotopy continuation method converges to a unique solution and increases the accuracy without increasing the computational burden. We provide a formal analysis to demonstrate that SBP finds the global optimum of the Bethe approximation for attractive models where all variables favor the same state. Moreover, we apply SBP to various graphs with random potentials and empirically show that: (i) SBP is superior in terms of accuracy whenever BP converges, and (ii) SBP obtains a unique, stable, and accurate solution whenever BP does not converge.
MLMay 20, 2016
Fixed Points of Belief Propagation -- An Analysis via Polynomial Homotopy ContinuationChristian Knoll, Franz Pernkopf, Dhagash Mehta et al.
Belief propagation (BP) is an iterative method to perform approximate inference on arbitrary graphical models. Whether BP converges and if the solution is a unique fixed point depends on both the structure and the parametrization of the model. To understand this dependence it is interesting to find \emph{all} fixed points. In this work, we formulate a set of polynomial equations, the solutions of which correspond to BP fixed points. To solve such a nonlinear system we present the numerical polynomial-homotopy-continuation (NPHC) method. Experiments on binary Ising models and on error-correcting codes show how our method is capable of obtaining all BP fixed points. On Ising models with fixed parameters we show how the structure influences both the number of fixed points and the convergence properties. We further asses the accuracy of the marginals and weighted combinations thereof. Weighting marginals with their respective partition function increases the accuracy in all experiments. Contrary to the conjecture that uniqueness of BP fixed points implies convergence, we find graphs for which BP fails to converge, even though a unique fixed point exists. Moreover, we show that this fixed point gives a good approximation, and the NPHC method is able to obtain this fixed point.