MLJun 2, 2022
Excess risk analysis for epistemic uncertainty with application to variational inferenceFutoshi Futami, Tomoharu Iwata, Naonori Ueda et al.
Bayesian deep learning plays an important role especially for its ability evaluating epistemic uncertainty (EU). Due to computational complexity issues, approximation methods such as variational inference (VI) have been used in practice to obtain posterior distributions and their generalization abilities have been analyzed extensively, for example, by PAC-Bayesian theory; however, little analysis exists on EU, although many numerical experiments have been conducted on it. In this study, we analyze the EU of supervised learning in approximate Bayesian inference by focusing on its excess risk. First, we theoretically show the novel relations between generalization error and the widely used EU measurements, such as the variance and mutual information of predictive distribution, and derive their convergence behaviors. Next, we clarify how the objective function of VI regularizes the EU. With this analysis, we propose a new objective function for VI that directly controls the prediction performance and the EU based on the PAC-Bayesian theory. Numerical experiments show that our algorithm significantly improves the EU evaluation over the existing VI methods.
MLOct 20, 2023
Meta-learning of Physics-informed Neural Networks for Efficiently Solving Newly Given PDEsTomoharu Iwata, Yusuke Tanaka, Naonori Ueda
We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for solving newly given PDE problems. We encode a PDE problem into a problem representation using neural networks, where governing equations are represented by coefficients of a polynomial function of partial derivatives, and boundary conditions are represented by a set of point-condition pairs. We use the problem representation as an input of a neural network for predicting solutions, which enables us to efficiently predict problem-specific solutions by the forwarding process of the neural network without updating model parameters. To train our model, we minimize the expected error when adapted to a PDE problem based on the physics-informed neural network framework, by which we can evaluate the error even when solutions are unknown. We demonstrate that our proposed method outperforms existing methods in predicting solutions of PDE problems.
MLFeb 14, 2024
Neural Operators Meet Energy-based Theory: Operator Learning for Hamiltonian and Dissipative PDEsYusuke Tanaka, Takaharu Yaguchi, Tomoharu Iwata et al.
The operator learning has received significant attention in recent years, with the aim of learning a mapping between function spaces. Prior works have proposed deep neural networks (DNNs) for learning such a mapping, enabling the learning of solution operators of partial differential equations (PDEs). However, these works still struggle to learn dynamics that obeys the laws of physics. This paper proposes Energy-consistent Neural Operators (ENOs), a general framework for learning solution operators of PDEs that follows the energy conservation or dissipation law from observed solution trajectories. We introduce a novel penalty function inspired by the energy-based theory of physics for training, in which the energy functional is modeled by another DNN, allowing one to bias the outputs of the DNN-based solution operators to ensure energetic consistency without explicit PDEs. Experiments on multiple physical systems show that ENO outperforms existing DNN models in predicting solutions from data, especially in super-resolution settings.
MLJun 9, 2021
Loss function based second-order Jensen inequality and its application to particle variational inferenceFutoshi Futami, Tomoharu Iwata, Naonori Ueda et al.
Bayesian model averaging, obtained as the expectation of a likelihood function by a posterior distribution, has been widely used for prediction, evaluation of uncertainty, and model selection. Various approaches have been developed to efficiently capture the information in the posterior distribution; one such approach is the optimization of a set of models simultaneously with interaction to ensure the diversity of the individual models in the same way as ensemble learning. A representative approach is particle variational inference (PVI), which uses an ensemble of models as an empirical approximation for the posterior distribution. PVI iteratively updates each model with a repulsion force to ensure the diversity of the optimized models. However, despite its promising performance, a theoretical understanding of this repulsion and its association with the generalization ability remains unclear. In this paper, we tackle this problem in light of PAC-Bayesian analysis. First, we provide a new second-order Jensen inequality, which has the repulsion term based on the loss function. Thanks to the repulsion term, it is tighter than the standard Jensen inequality. Then, we derive a novel generalization error bound and show that it can be reduced by enhancing the diversity of models. Finally, we derive a new PVI that optimizes the generalization error bound directly. Numerical experiments demonstrate that the performance of the proposed PVI compares favorably with existing methods in the experiment.
LGJul 20, 2020
Translation Between Waves, wave2waveTsuyoshi Okita, Hirotaka Hachiya, Sozo Inoue et al.
The understanding of sensor data has been greatly improved by advanced deep learning methods with big data. However, available sensor data in the real world are still limited, which is called the opportunistic sensor problem. This paper proposes a new variant of neural machine translation seq2seq to deal with continuous signal waves by introducing the window-based (inverse-) representation to adaptively represent partial shapes of waves and the iterative back-translation model for high-dimensional data. Experimental results are shown for two real-life data: earthquake and activity translation. The performance improvements of one-dimensional data was about 46% in test loss and that of high-dimensional data was about 1625% in perplexity with regard to the original seq2seq.
MLSep 11, 2019
Anomaly Detection with Inexact LabelsTomoharu Iwata, Machiko Toyoda, Shotaro Tora et al.
We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measure the performance with inexact anomaly labels, we define the inexact AUC, which is our extension of the area under the ROC curve (AUC) for inexact labels. The proposed method trains an anomaly score function so that the smooth approximation of the inexact AUC increases while anomaly scores for non-anomalous instances become low. We model the anomaly score function by a neural network-based unsupervised anomaly detection method, e.g., autoencoders. The proposed method performs well even when only a small number of inexact labels are available by incorporating an unsupervised anomaly detection mechanism with inexact AUC maximization. Using various datasets, we experimentally demonstrate that our proposed method improves the anomaly detection performance with inexact anomaly labels, and outperforms existing unsupervised and supervised anomaly detection and multiple instance learning methods.
MLJun 21, 2019
Deep Mixture Point Processes: Spatio-temporal Event Prediction with Rich Contextual InformationMaya Okawa, Tomoharu Iwata, Takeshi Kurashima et al.
Predicting when and where events will occur in cities, like taxi pick-ups, crimes, and vehicle collisions, is a challenging and important problem with many applications in fields such as urban planning, transportation optimization and location-based marketing. Though many point processes have been proposed to model events in a continuous spatio-temporal space, none of them allow for the consideration of the rich contextual factors that affect event occurrence, such as weather, social activities, geographical characteristics, and traffic. In this paper, we propose \textsf{DMPP} (Deep Mixture Point Processes), a point process model for predicting spatio-temporal events with the use of rich contextual information; a key advance is its incorporation of the heterogeneous and high-dimensional context available in image and text data. Specifically, we design the intensity of our point process model as a mixture of kernels, where the mixture weights are modeled by a deep neural network. This formulation allows us to automatically learn the complex nonlinear effects of the contextual factors on event occurrence. At the same time, this formulation makes analytical integration over the intensity, which is required for point process estimation, tractable. We use real-world data sets from different domains to demonstrate that DMPP has better predictive performance than existing methods.
LGMay 23, 2019
Fully Neural Network based Model for General Temporal Point ProcessesTakahiro Omi, Naonori Ueda, Kazuyuki Aihara
A temporal point process is a mathematical model for a time series of discrete events, which covers various applications. Recently, recurrent neural network (RNN) based models have been developed for point processes and have been found effective. RNN based models usually assume a specific functional form for the time course of the intensity function of a point process (e.g., exponentially decreasing or increasing with the time since the most recent event). However, such an assumption can restrict the expressive power of the model. We herein propose a novel RNN based model in which the time course of the intensity function is represented in a general manner. In our approach, we first model the integral of the intensity function using a feedforward neural network and then obtain the intensity function as its derivative. This approach enables us to both obtain a flexible model of the intensity function and exactly evaluate the log-likelihood function, which contains the integral of the intensity function, without any numerical approximations. Our model achieves competitive or superior performances compared to the previous state-of-the-art methods for both synthetic and real datasets.
SOC-PHOct 23, 2018
Finding Appropriate Traffic Regulations via Graph Convolutional NetworksTomoharu Iwata, Takuma Otsuka, Hitoshi Shimizu et al.
Appropriate traffic regulations, e.g. planned road closure, are important in congested events. Crowd simulators have been used to find appropriate regulations by simulating multiple scenarios with different regulations. However, this approach requires multiple simulation runs, which are time-consuming. In this paper, we propose a method to learn a function that outputs regulation effects given the current traffic situation as inputs. If the function is learned using the training data of many simulation runs in advance, we can obtain an appropriate regulation efficiently by bypassing simulations for the current situation. We use the graph convolutional networks for modeling the function, which enable us to find regulations even for unseen areas. With the proposed method, we construct a graph for each area, where a node represents a road, and an edge represents the road connection. By running crowd simulations with various regulations on various areas, we generate traffic situations and regulation effects. The graph convolutional networks are trained to output the regulation effects given the graph with the traffic situation information as inputs. With experiments using real-world road networks and a crowd simulator, we demonstrate that the proposed method can find a road to close that reduces the average time needed to reach the destination.
MLOct 9, 2018
Unsupervised Object Matching for Relational DataTomoharu Iwata, Naonori Ueda
We propose an unsupervised object matching method for relational data, which finds matchings between objects in different relational datasets without correspondence information. For example, the proposed method matches documents in different languages in multi-lingual document-word networks without dictionaries nor alignment information. The proposed method assumes that each object has latent vectors, and the probability of neighbor objects is modeled by the inner-product of the latent vectors, where the neighbors are generated by short random walks over the relations. The latent vectors are estimated by maximizing the likelihood of the neighbors for each dataset. The estimated latent vectors contain hidden structural information of each object in the given relational dataset. Then, the proposed method linearly projects the latent vectors for all the datasets onto a common latent space shared across all datasets by matching the distributions while preserving the structural information. The projection matrix is estimated by minimizing the distance between the latent vector distributions with an orthogonality regularizer. To represent the distributions effectively, we use the kernel embedding of distributions that hold high-order moment information about a distribution as an element in a reproducing kernel Hilbert space, which enables us to calculate the distance between the distributions without density estimation. The structural information encoded in the latent vectors are preserved by using the orthogonality regularizer. We demonstrate the effectiveness of the proposed method with experiments using real-world multi-lingual document-word relational datasets and multiple user-item relational datasets.
MLJun 13, 2018
Partial AUC Maximization via Nonlinear Scoring FunctionsNaonori Ueda, Akinori Fujino
We propose a method for maximizing a partial area under a receiver operating characteristic (ROC) curve (pAUC) for binary classification tasks. In binary classification tasks, accuracy is the most commonly used as a measure of classifier performance. In some applications such as anomaly detection and diagnostic testing, accuracy is not an appropriate measure since prior probabilties are often greatly biased. Although in such cases the pAUC has been utilized as a performance measure, few methods have been proposed for directly maximizing the pAUC. This optimization is achieved by using a scoring function. The conventional approach utilizes a linear function as the scoring function. In contrast we newly introduce nonlinear scoring functions for this purpose. Specifically, we present two types of nonlinear scoring functions based on generative models and deep neural networks. We show experimentally that nonlinear scoring fucntions improve the conventional methods through the application of a binary classification of real and bogus objects obtained with the Hyper Suprime-Cam on the Subaru telescope.
MLFeb 8, 2018
Few-shot learning of neural networks from scratch by pseudo example optimizationAkisato Kimura, Zoubin Ghahramani, Koh Takeuchi et al.
In this paper, we propose a simple but effective method for training neural networks with a limited amount of training data. Our approach inherits the idea of knowledge distillation that transfers knowledge from a deep or wide reference model to a shallow or narrow target model. The proposed method employs this idea to mimic predictions of reference estimators that are more robust against overfitting than the network we want to train. Different from almost all the previous work for knowledge distillation that requires a large amount of labeled training data, the proposed method requires only a small amount of training data. Instead, we introduce pseudo training examples that are optimized as a part of model parameters. Experimental results for several benchmark datasets demonstrate that the proposed method outperformed all the other baselines, such as naive training of the target model and standard knowledge distillation.
IMNov 30, 2017
Single-epoch supernova classification with deep convolutional neural networksAkisato Kimura, Ichiro Takahashi, Masaomi Tanaka et al.
Supernovae Type-Ia (SNeIa) play a significant role in exploring the history of the expansion of the Universe, since they are the best-known standard candles with which we can accurately measure the distance to the objects. Finding large samples of SNeIa and investigating their detailed characteristics have become an important issue in cosmology and astronomy. Existing methods relied on a photometric approach that first measures the luminance of supernova candidates precisely and then fits the results to a parametric function of temporal changes in luminance. However, it inevitably requires multi-epoch observations and complex luminance measurements. In this work, we present a novel method for classifying SNeIa simply from single-epoch observation images without any complex measurements, by effectively integrating the state-of-the-art computer vision methodology into the standard photometric approach. Our method first builds a convolutional neural network for estimating the luminance of supernovae from telescope images, and then constructs another neural network for the classification, where the estimated luminance and observation dates are used as features for classification. Both of the neural networks are integrated into a single deep neural network to classify SNeIa directly from observation images. Experimental results show the effectiveness of the proposed method and reveal classification performance comparable to existing photometric methods with multi-epoch observations.
MLMay 22, 2017
Multi-output Polynomial Networks and Factorization MachinesMathieu Blondel, Vlad Niculae, Takuma Otsuka et al.
Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application to multi-class or multi-task problems. We cast this as the problem of learning a 3-way tensor whose slices share a common basis and propose a convex formulation of that problem. We then develop an efficient conditional gradient algorithm and prove its global convergence, despite the fact that it involves a non-convex basis selection step. On classification tasks, we show that our algorithm achieves excellent accuracy with much sparser models than existing methods. On recommendation system tasks, we show how to combine our algorithm with a reduction from ordinal regression to multi-output classification and show that the resulting algorithm outperforms simple baselines in terms of ranking accuracy.
MLJul 29, 2016
Polynomial Networks and Factorization Machines: New Insights and Efficient Training AlgorithmsMathieu Blondel, Masakazu Ishihata, Akinori Fujino et al.
Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on this new view, we study the properties of both models and propose new efficient training algorithms. Key to our approach is to cast parameter learning as a low-rank symmetric tensor estimation problem, which we solve by multi-convex optimization. We demonstrate our approach on regression and recommender system tasks.
MLJul 25, 2016
Higher-Order Factorization MachinesMathieu Blondel, Akinori Fujino, Naonori Ueda et al.
Factorization machines (FMs) are a supervised learning approach that can use second-order feature combinations even when the data is very high-dimensional. Unfortunately, despite increasing interest in FMs, there exists to date no efficient training algorithm for higher-order FMs (HOFMs). In this paper, we present the first generic yet efficient algorithms for training arbitrary-order HOFMs. We also present new variants of HOFMs with shared parameters, which greatly reduce model size and prediction times while maintaining similar accuracy. We demonstrate the proposed approaches on four different link prediction tasks.
LGSep 16, 2014
Collapsed Variational Bayes Inference of Infinite Relational ModelKatsuhiko Ishiguro, Issei Sato, Naonori Ueda
The Infinite Relational Model (IRM) is a probabilistic model for relational data clustering that partitions objects into clusters based on observed relationships. This paper presents Averaged CVB (ACVB) solutions for IRM, convergence-guaranteed and practically useful fast Collapsed Variational Bayes (CVB) inferences. We first derive ordinary CVB and CVB0 for IRM based on the lower bound maximization. CVB solutions yield deterministic iterative procedures for inferring IRM given the truncated number of clusters. Our proposal includes CVB0 updates of hyperparameters including the concentration parameter of the Dirichlet Process, which has not been studied in the literature. To make the CVB more practically useful, we further study the CVB inference in two aspects. First, we study the convergence issues and develop a convergence-guaranteed algorithm for any CVB-based inferences called ACVB, which enables automatic convergence detection and frees non-expert practitioners from difficult and costly manual monitoring of inference processes. Second, we present a few techniques for speeding up IRM inferences. In particular, we describe the linear time inference of CVB0, allowing the IRM for larger relational data uses. The ACVB solutions of IRM showed comparable or better performance compared to existing inference methods in experiments, and provide deterministic, faster, and easier convergence detection.