Tighter risk certificates for neural networks

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability distribution over network weights. We present two training objectives, used here for the first time in connection with training neural networks. These two training objectives are derived from tight PAC-Bayes bounds. We also re-implement a previously used training objective based on a classical PAC-Bayes bound, to compare the properties of the predictors learned using the different training objectives. We compute risk certificates that are valid on any unseen examples for the learnt predictors. We further experiment with different types of priors on the weights (both data-free and data-dependent priors) and neural network architectures. Our experiments on MNIST and CIFAR-10 show that our training methods produce competitive test set errors and non-vacuous risk bounds with much tighter values than previous results in the literature, showing promise not only to guide the learning algorithm through bounding the risk but also for model selection. These observations suggest that the methods studied here might be good candidates for self-certified learning, in the sense of certifying the risk on any unseen data without the need for data-splitting protocols.Comment: Preprint under revie

Tighter risk certificates for neural networks

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability distribution over network weights. We present two training objectives, used here for the first time in connection with training neural networks. These two training objectives are derived from tight PAC-Bayes bounds. We also re-implement a previously used training objective based on a classical PAC-Bayes bound, to compare the properties of the predictors learned using the different training objectives. We compute risk certificates for the learnt predictors, based on part of the data used to learn the predictors. We further experiment with different types of priors on the weights (both data-free and data-dependent priors) and neural network architectures. Our experiments on MNIST and CIFAR-10 show that our training methods produce competitive test set errors and non-vacuous risk bounds with much tighter values than previous results in the literature, showing promise not only to guide the learning algorithm through bounding the risk but also for model selection. These observations suggest that the methods studied here might be good candidates for self-certified learning, in the sense of using the whole data set for learning a predictor and certifying its risk on any unseen data (from the same distribution as the training data) potentially without the need for holding out test data

Principles of Human Learning

What are the general principles that drive human learning in different situations? I argue that much of human learning can be understood with just three principles. These are generalization, adaptation, and simplicity. To verify this conjecture, I introduce a modeling framework based on the same principles. This framework combines the idea of meta-learning -- also known as learning-to-learn -- with the minimum description length principle. The models that result from this framework capture many aspects of human learning across different domains, including decision-making, associative learning, function learning, multi-task learning, and reinforcement learning. In the context of decision-making, they explain why different heuristic decision-making strategies emerge and how appropriate strategies are selected. The same models furthermore capture order effects found in associative learning, function learning and multi-task learning. In the reinforcement learning context, they resemble individual differences between human exploration strategies and explain empirical data better than any other strategy under consideration. The proposed modeling framework -- together with its accompanying empirical evidence -- may therefore be viewed as a first step towards the identification of a minimal set of principles from which all human behavior derives

Latent Gaussian processes for distribution estimation of multivariate categorical data

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length, but dataset diversity might be poor in comparison. Recent models have gained significant improvement in supervised tasks with this data. These models embed observations in a continuous space to capture similarities between them. Building on these ideas we propose a Bayesian model for the unsupervised task of distribution estimation of multivariate categorical data. We model vectors of categorical variables as generated from a non-linear transformation of a continuous latent space. Non-linearity captures multi-modality in the distribution. The continuous representation addresses sparsity. Our model ties together many existing models, linking the linear categorical latent Gaussian model, the Gaussian process latent variable model, and Gaussian process classification. We derive inference for our model based on recent developments in sampling based variational inference. We show empirically that the model outperforms its linear and discrete counterparts in imputation tasks of sparse data.YG is supported by the Google European fellowship in Machine Learning.This is the final version of the article. It first appeared from Microtome Publishing via http://jmlr.org/proceedings/papers/v37/gala15.htm

Advances in Probabilistic Modelling: Sparse Gaussian Processes, Autoencoders, and Few-shot Learning

Learning is the ability to generalise beyond training examples; but because many generalisations are consistent with a given set of observations, all machine learning methods rely on inductive biases to select certain generalisations over others. This thesis explores how the model structure and priors affect the inductiven biases of probabilistic models, and our ability to learn and make inferences from data. Specifically we present theoretical analyses alongside algorithmic and modelling advances in three areas of probabilistic machine learning: sparse Gaussian process approximations and invariant covariance functions, learning flexible priors for variational autoencoders, and probabilistic approaches for few-shot learning. As inference is rarely tractable, we discuss variational inference methods as a secondary theme. First, we disentangle the theoretical properties and optimisation behaviour of two widely used sparse Gaussian process approximations. We conclude that a variational free energy approximation is more principled and extensible and should be used in practice despite potential optimisation difficulties. We then discuss how general symmetries and invariances can be integrated into Gaussian process priors and can be learned using the marginal likelihood. To make inference tractable, we develop a variational inference scheme that uses unbiased estimates of intractable covariance functions. We then address the mismatch between aggregate posteriors and priors in variational autoencoders and propose a mechanism to define flexible distributions using a form of rejection sampling. We use this approach to define a more flexible prior distribution on the latent space of a variational autoencoder, which generalises to unseen test data and reduces the number of low quality samples from the model in a practical way. Finally, we propose two probabilistic approaches to few-shot learning that achieve state of the art results on benchmarks, building on multi-task probabilistic models with adaptive classifier heads. Our first approach combines a pre-trained deep feature extractor with a simple probabilistic model for the head, and can be linked to automatically regularised softmax regression. The second employs an amortised head model; it can be viewed to meta-learn probabilistic inference for prediction, and can be generalised to other contexts such as few-shot regression.UK Engineering and Physics Research Council (EPSRC) DTA, Qualcomm Studentship in Technology, Max Planck Societ

PAC-Bayesian Computation

Risk bounds, which are also called generalisation bounds in the statistical learning literature, are important objects of study because they give some information on the expected error that a predictor may incur on randomly chosen data points. In classical statistical learning, the analyses focus on individual hypotheses, and the aim is deriving risk bounds that are valid for the data-dependent hypothesis output by some learning method. Often, however, such risk bounds are valid uniformly over a hypothesis class, which is a consequence of the methods used to derive them, namely the theory of uniform convergence of empirical processes. This is a source of looseness of these classical kinds of bounds which has lead to debates and criticisms, and motivated the search of alternative methods to derive tighter bounds. The PAC-Bayes analysis focuses on distributions over hypotheses and randomised predictors defined by such distributions. Other prediction schemes can be devised based on a distribution over hypotheses, however, the randomised predictor is a typical starting point. Lifting the analysis to distributions over hypotheses, rather than individual hypotheses, makes available sharp analysis tools, which arguably account for the tightness of PAC-Bayes bounds. Two main uses of PAC-Bayes bounds are (1) risk certification, and (2) cost function derivation. The first consists of evaluating numerical risk certificates for the distributions over hypotheses learned by some method, while the second consists of turning a PAC-Bayes bound into a training objective, to learn a distribution by minimising the bound. This thesis revisits both kinds of uses of PAC-Bayes bounds. We contribute results on certifying the risk of randomised kernel and neural network classifiers, adding evidence to the success of PAC-Bayes bounds at delivering tight certificates. This thesis proposes the name “PAC-Bayesian Computation” as a generic name to encompass the class of methods that learn a distribution over hypotheses by minimising a PAC-Bayes bound (i.e. the second use case described above: cost function derivation), and reports an interesting case of PAC-Bayesian Computation leading to self-certified learning: we develop a learning and certification strategy that uses all the available data to produce a predictor together with a tight risk certificate, as demonstrated with randomised neural network classifiers on two benchmark data sets (MNIST, CIFAR-10)

MANIFOLD REPRESENTATIONS OF MUSICAL SIGNALS AND GENERATIVE SPACES

Tra i diversi campi di ricerca nell\u2019ambito dell\u2019informatica musicale, la sintesi e la generazione di segnali audio incarna la pluridisciplinalita\u300 di questo settore, nutrendo insieme le pratiche scientifiche e musicale dalla sua creazione. Inerente all\u2019informatica dalla sua creazione, la generazione audio ha ispirato numerosi approcci, evolvendo colle pratiche musicale e gli progressi tecnologici e scientifici. Inoltre, alcuni processi di sintesi permettono anche il processo inverso, denominato analisi, in modo che i parametri di sintesi possono anche essere parzialmente o totalmente estratti dai suoni, dando una rappresentazione alternativa ai segnali analizzati. Per di piu\u300, la recente ascesa dei algoritmi di l\u2019apprendimento automatico ha vivamente interrogato il settore della ricerca scientifica, fornendo potenti data-centered metodi che sollevavano diversi epistemologici interrogativi, nonostante i sui efficacia. Particolarmente, un tipo di metodi di apprendimento automatico, denominati modelli generativi, si concentrano sulla generazione di contenuto originale usando le caratteristiche che hanno estratti dei dati analizzati. In tal caso, questi modelli non hanno soltanto interrogato i precedenti metodi di generazione, ma anche sul modo di integrare questi algoritmi nelle pratiche artistiche. Mentre questi metodi sono progressivamente introdotti nel settore del trattamento delle immagini, la loro applicazione per la sintesi di segnali audio e ancora molto marginale. In questo lavoro, il nostro obiettivo e di proporre un nuovo metodo di audio sintesi basato su questi nuovi tipi di generativi modelli, rafforazti dalle nuove avanzati dell\u2019apprendimento automatico. Al primo posto, facciamo una revisione dei approcci esistenti nei settori dei sistemi generativi e di sintesi sonore, focalizzando sul posto di nostro lavoro rispetto a questi disciplini e che cosa possiamo aspettare di questa collazione. In seguito, studiamo in maniera piu\u300 precisa i modelli generativi, e come possiamo utilizzare questi recenti avanzati per l\u2019apprendimento di complesse distribuzione di suoni, in un modo che sia flessibile e nel flusso creativo del utente. Quindi proponiamo un processo di inferenza / generazione, il quale rifletta i processi di analisi/sintesi che sono molto usati nel settore del trattamento del segnale audio, usando modelli latenti, che sono basati sull\u2019utilizzazione di un spazio continuato di alto livello, che usiamo per controllare la generazione. Studiamo dapprima i risultati preliminari ottenuti con informazione spettrale estratte da diversi tipi di dati, che valutiamo qualitativamente e quantitativamente. Successiva- mente, studiamo come fare per rendere questi metodi piu\u300 adattati ai segnali audio, fronteggiando tre diversi aspetti. Primo, proponiamo due diversi metodi di regolarizzazione di questo generativo spazio che sono specificamente sviluppati per l\u2019audio : una strategia basata sulla traduzione segnali / simboli, e una basata su vincoli percettivi. Poi, proponiamo diversi metodi per fronteggiare il aspetto temporale dei segnali audio, basati sull\u2019estrazione di rappresentazioni multiscala e sulla predizione, che permettono ai generativi spazi ottenuti di anche modellare l\u2019aspetto dinamico di questi segnali. Per finire, cambiamo il nostro approccio scientifico per un punto di visto piu\u301 ispirato dall\u2019idea di ricerca e creazione. Primo, descriviamo l\u2019architettura e il design della nostra libreria open-source, vsacids, sviluppata per permettere a esperti o non-esperti musicisti di provare questi nuovi metodi di sintesi. Poi, proponiamo una prima utilizzazione del nostro modello con la creazione di una performance in real- time, chiamata \ue6go, basata insieme sulla nostra libreria vsacids e sull\u2019uso di une agente di esplorazione, imparando con rinforzo nel corso della composizione. Finalmente, tramo dal lavoro presentato alcuni conclusioni sui diversi modi di migliorare e rinforzare il metodo di sintesi proposto, nonche\u301 eventuale applicazione artistiche.Among the diverse research fields within computer music, synthesis and generation of audio signals epitomize the cross-disciplinarity of this domain, jointly nourishing both scientific and artistic practices since its creation. Inherent in computer music since its genesis, audio generation has inspired numerous approaches, evolving both with musical practices and scientific/technical advances. Moreover, some syn- thesis processes also naturally handle the reverse process, named analysis, such that synthesis parameters can also be partially or totally extracted from actual sounds, and providing an alternative representation of the analyzed audio signals. On top of that, the recent rise of machine learning algorithms earnestly questioned the field of scientific research, bringing powerful data-centred methods that raised several epistemological questions amongst researchers, in spite of their efficiency. Especially, a family of machine learning methods, called generative models, are focused on the generation of original content using features extracted from an existing dataset. In that case, such methods not only questioned previous approaches in generation, but also the way of integrating this methods into existing creative processes. While these new generative frameworks are progressively introduced in the domain of image generation, the application of such generative techniques in audio synthesis is still marginal. In this work, we aim to propose a new audio analysis-synthesis framework based on these modern generative models, enhanced by recent advances in machine learning. We first review existing approaches, both in sound synthesis and in generative machine learning, and focus on how our work inserts itself in both practices and what can be expected from their collation. Subsequently, we focus a little more on generative models, and how modern advances in the domain can be exploited to allow us learning complex sound distributions, while being sufficiently flexible to be integrated in the creative flow of the user. We then propose an inference / generation process, mirroring analysis/synthesis paradigms that are natural in the audio processing domain, using latent models that are based on a continuous higher-level space, that we use to control the generation. We first provide preliminary results of our method applied on spectral information, extracted from several datasets, and evaluate both qualitatively and quantitatively the obtained results. Subsequently, we study how to make these methods more suitable for learning audio data, tackling successively three different aspects. First, we propose two different latent regularization strategies specifically designed for audio, based on and signal / symbol translation and perceptual constraints. Then, we propose different methods to address the inner temporality of musical signals, based on the extraction of multi-scale representations and on prediction, that allow the obtained generative spaces that also model the dynamics of the signal. As a last chapter, we swap our scientific approach to a more research & creation-oriented point of view: first, we describe the architecture and the design of our open-source library, vsacids, aiming to be used by expert and non-expert music makers as an integrated creation tool. Then, we propose an first musical use of our system by the creation of a real-time performance, called aego, based jointly on our framework vsacids and an explorative agent using reinforcement learning to be trained during the performance. Finally, we draw some conclusions on the different manners to improve and reinforce the proposed generation method, as well as possible further creative applications.A\u300 travers les diffe\u301rents domaines de recherche de la musique computationnelle, l\u2019analysie et la ge\u301ne\u301ration de signaux audio sont l\u2019exemple parfait de la trans-disciplinarite\u301 de ce domaine, nourrissant simultane\u301ment les pratiques scientifiques et artistiques depuis leur cre\u301ation. Inte\u301gre\u301e a\u300 la musique computationnelle depuis sa cre\u301ation, la synthe\u300se sonore a inspire\u301 de nombreuses approches musicales et scientifiques, e\u301voluant de pair avec les pratiques musicales et les avance\u301es technologiques et scientifiques de son temps. De plus, certaines me\u301thodes de synthe\u300se sonore permettent aussi le processus inverse, appele\u301 analyse, de sorte que les parame\u300tres de synthe\u300se d\u2019un certain ge\u301ne\u301rateur peuvent e\u302tre en partie ou entie\u300rement obtenus a\u300 partir de sons donne\u301s, pouvant ainsi e\u302tre conside\u301re\u301s comme une repre\u301sentation alternative des signaux analyse\u301s. Paralle\u300lement, l\u2019inte\u301re\u302t croissant souleve\u301 par les algorithmes d\u2019apprentissage automatique a vivement questionne\u301 le monde scientifique, apportant de puissantes me\u301thodes d\u2019analyse de donne\u301es suscitant de nombreux questionnements e\u301piste\u301mologiques chez les chercheurs, en de\u301pit de leur effectivite\u301 pratique. En particulier, une famille de me\u301thodes d\u2019apprentissage automatique, nomme\u301e mode\u300les ge\u301ne\u301ratifs, s\u2019inte\u301ressent a\u300 la ge\u301ne\u301ration de contenus originaux a\u300 partir de caracte\u301ristiques extraites directement des donne\u301es analyse\u301es. Ces me\u301thodes n\u2019interrogent pas seulement les approches pre\u301ce\u301dentes, mais aussi sur l\u2019inte\u301gration de ces nouvelles me\u301thodes dans les processus cre\u301atifs existants. Pourtant, alors que ces nouveaux processus ge\u301ne\u301ratifs sont progressivement inte\u301gre\u301s dans le domaine la ge\u301ne\u301ration d\u2019image, l\u2019application de ces techniques en synthe\u300se audio reste marginale. Dans cette the\u300se, nous proposons une nouvelle me\u301thode d\u2019analyse-synthe\u300se base\u301s sur ces derniers mode\u300les ge\u301ne\u301ratifs, depuis renforce\u301s par les avance\u301es modernes dans le domaine de l\u2019apprentissage automatique. Dans un premier temps, nous examinerons les approches existantes dans le domaine des syste\u300mes ge\u301ne\u301ratifs, sur comment notre travail peut s\u2019inse\u301rer dans les pratiques de synthe\u300se sonore existantes, et que peut-on espe\u301rer de l\u2019hybridation de ces deux approches. Ensuite, nous nous focaliserons plus pre\u301cise\u301ment sur comment les re\u301centes avance\u301es accomplies dans ce domaine dans ce domaine peuvent e\u302tre exploite\u301es pour l\u2019apprentissage de distributions sonores complexes, tout en e\u301tant suffisamment flexibles pour e\u302tre inte\u301gre\u301es dans le processus cre\u301atif de l\u2019utilisateur. Nous proposons donc un processus d\u2019infe\u301rence / g\ue9n\ue9ration, refle\u301tant les paradigmes d\u2019analyse-synthe\u300se existant dans le domaine de ge\u301ne\u301ration audio, base\u301 sur l\u2019usage de mode\u300les latents continus que l\u2019on peut utiliser pour contro\u302ler la ge\u301ne\u301ration. Pour ce faire, nous e\u301tudierons de\u301ja\u300 les re\u301sultats pre\u301liminaires obtenus par cette me\u301thode sur l\u2019apprentissage de distributions spectrales, prises d\u2019ensembles de donne\u301es diversifie\u301s, en adoptant une approche a\u300 la fois quantitative et qualitative. Ensuite, nous proposerons d\u2019ame\u301liorer ces me\u301thodes de manie\u300re spe\u301cifique a\u300 l\u2019audio sur trois aspects distincts. D\u2019abord, nous proposons deux strate\u301gies de re\u301gularisation diffe\u301rentes pour l\u2019analyse de signaux audio : une base\u301e sur la traduction signal/ symbole, ainsi qu\u2019une autre base\u301e sur des contraintes perceptives. Nous passerons par la suite a\u300 la dimension temporelle de ces signaux audio, proposant de nouvelles me\u301thodes base\u301es sur l\u2019extraction de repre\u301sentations temporelles multi-e\u301chelle et sur une ta\u302che supple\u301mentaire de pre\u301diction, permettant la mode\u301lisation de caracte\u301ristiques dynamiques par les espaces ge\u301ne\u301ratifs obtenus. En dernier lieu, nous passerons d\u2019une approche scientifique a\u300 une approche plus oriente\u301e vers un point de vue recherche & cre\u301ation. Premie\u300rement, nous pre\u301senterons notre librairie open-source, vsacids, visant a\u300 e\u302tre employe\u301e par des cre\u301ateurs experts et non-experts comme un outil inte\u301gre\u301. Ensuite, nous proposons une premie\u300re utilisation musicale de notre syste\u300me par la cre\u301ation d\u2019une performance temps re\u301el, nomme\u301e \ue6go, base\u301e a\u300 la fois sur notre librarie et sur un agent d\u2019exploration appris dynamiquement par renforcement au cours de la performance. Enfin, nous tirons les conclusions du travail accompli jusqu\u2019a\u300 maintenant, concernant les possibles ame\u301liorations et de\u301veloppements de la me\u301thode de synthe\u300se propose\u301e, ainsi que sur de possibles applications cre\u301atives