Stochastic Gradient Annealed Importance Sampling for Efficient Online Marginal Likelihood Estimation

We consider estimating the marginal likelihood in settings with independent and identically distributed (i.i.d.) data. We propose estimating the predictive distributions in a sequential factorization of the marginal likelihood in such settings by using stochastic gradient Markov Chain Monte Carlo techniques. This approach is far more efficient than traditional marginal likelihood estimation techniques such as nested sampling and annealed importance sampling due to its use of mini-batches to approximate the likelihood. Stability of the estimates is provided by an adaptive annealing schedule. The resulting stochastic gradient annealed importance sampling (SGAIS) technique, which is the key contribution of our paper, enables us to estimate the marginal likelihood of a number of models considerably faster than traditional approaches, with no noticeable loss of accuracy. An important benefit of our approach is that the marginal likelihood is calculated in an online fashion as data becomes available, allowing the estimates to be used for applications such as online weighted model combination

BEA: Revisiting anchor-based object detection DNN using Budding Ensemble Architecture

This paper introduces the Budding Ensemble Architecture (BEA), a novel reduced ensemble architecture for anchor-based object detection models. Object detection models are crucial in vision-based tasks, particularly in autonomous systems. They should provide precise bounding box detections while also calibrating their predicted confidence scores, leading to higher-quality uncertainty estimates. However, current models may make erroneous decisions due to false positives receiving high scores or true positives being discarded due to low scores. BEA aims to address these issues. The proposed loss functions in BEA improve the confidence score calibration and lower the uncertainty error, which results in a better distinction of true and false positives and, eventually, higher accuracy of the object detection models. Both Base-YOLOv3 and SSD models were enhanced using the BEA method and its proposed loss functions. The BEA on Base-YOLOv3 trained on the KITTI dataset results in a 6% and 3.7% increase in mAP and AP50, respectively. Utilizing a well-balanced uncertainty estimation threshold to discard samples in real-time even leads to a 9.6% higher AP50 than its base model. This is attributed to a 40% increase in the area under the AP50-based retention curve used to measure the quality of calibration of confidence scores. Furthermore, BEA-YOLOV3 trained on KITTI provides superior out-of-distribution detection on Citypersons, BDD100K, and COCO datasets compared to the ensembles and vanilla models of YOLOv3 and Gaussian-YOLOv3.Comment: 14 pages, 5 pages supplementary material. Accepted at BMVC-202

Bayesian Graph Neural Networks for Molecular Property Prediction

Graph neural networks for molecular property prediction are frequently underspecified by data and fail to generalise to new scaffolds at test time. A potential solution is Bayesian learning, which can capture our uncertainty in the model parameters. This study benchmarks a set of Bayesian methods applied to a directed MPNN, using the QM9 regression dataset. We find that capturing uncertainty in both readout and message passing parameters yields enhanced predictive accuracy, calibration, and performance on a downstream molecular search task.Comment: Presented at NeurIPS 2020 Machine Learning for Molecules worksho