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Yarin Gal

Associate Professor

Yarin leads the Oxford Applied and Theoretical Machine Learning (OATML) group. He is an Associate Professor of Machine Learning at the Computer Science department, University of Oxford. He is also the Tutorial Fellow in Computer Science at Christ Church, Oxford, and a Turing Fellow at the Alan Turing Institute, the UK’s national institute for data science and artificial intelligence.

Prior to his move to Oxford he was a Research Fellow in Computer Science at St Catharine’s College at the University of Cambridge. He obtained his PhD from the Cambridge machine learning group, working with Prof Zoubin Ghahramani and funded by the Google Europe Doctoral Fellowship.

He made substantial contributions to early work in modern Bayesian deep learning—quantifying uncertainty in deep learning—and developed ML/AI tools that can inform their users when the tools are “guessing at random”. These tools have been deployed widely in industry and academia, with the tools used in medical applications, robotics, computer vision, astronomy, in the sciences, and by NASA.

Beyond his academic work, Yarin works with industry on deploying robust ML tools safely and responsibly. He co-chairs the NASA FDL AI committee, and is an advisor with Canadian medical imaging company Imagia, Japanese robotics company Preferred Networks, as well as numerous startups.

The arching theme leading his research is Pragmatic Approaches to Fundamental Research. This includes making use of principled approaches to develop new, practical, ML tools, and studying theoretical questions uncovered by real-world applications of ML.

Fields Yarin has published work in include: Bayesian deep learning • deep learning • adversarial machine learning • quantisation and pruning • active learning • continual learning • approximate Bayesian inference • Gaussian processes • Bayesian modelling • Bayesian non-parametrics • scalable MCMC • generative modelling. With applications including: computer vision • medical analysis • astronomy • autonomous driving • finance • natural language processing • robotics • AI safety • ML interpretability • reinforcement learning • and others. A full list of publications is available here and here.

Publications while at OATML:

Understanding the effectiveness of government interventions against the resurgence of COVID-19 in Europe

Governments are attempting to control the COVID-19 pandemic with nonpharmaceutical interventions (NPIs). However, the effectiveness of different NPIs at reducing transmission is poorly understood. We gathered chronological data on the implementation of NPIs for several European, and other, countries between January and the end of May 2020. We estimate the effectiveness of NPIs, ranging from limiting gathering sizes, business closures, and closure of educational institutions to stay-at-home orders. To do so, we used a Bayesian hierarchical model that links NPI implementation dates to national case and death counts and supported the results with extensive empirical validation. Closing all educational institutions, limiting gatherings to 10 people or less, and closing face-to-face businesses each reduced transmission considerably. The additional effect of stay-at-home orders was comparatively small.

Mrinank Sharma, Sören Mindermann, Charlie Rogers-Smith, Gavin Leech, Benedict Snodin, Janvi Ahuja, Jonas B. Sandbrink, Joshua Teperowsky Monrad, George Altman, Gurpreet Dhaliwal, Lukas Finnveden, Alexander John Norman, Sebastian B. Oehm, Julia Fabienne Sandkühler, Laurence Aitchison, Tomas Gavenciak, Thomas Mellan, Jan Kulveit, Leonid Chindelevitch, Seth Flaxman, Yarin Gal, Swapnil Mishra, Samir Bhatt, Jan Brauner
Nature Communications (2021) 12: 5820

Causal-BALD: Deep Bauesian Active Learning of Outcomes to Infer Treatment-Effects

Estimating personalized treatment effects from high-dimensional observational data is essential in situations where experimental designs are infeasible, unethical or expensive. Existing approaches rely on fitting deep models on outcomes observed for treated and control populations, but when measuring the outcome for an individual is costly (e.g. biopsy) a sample efficient strategy for acquiring outcomes is required. Deep Bayesian active learning provides a framework for efficient data acquisition by selecting points with high uncertainty. However, naive application of existing methods selects training data that is biased toward regions where the treatment effect cannot be identified because there is non-overlapping support between the treated and control populations. To maximize sample efficiency for learning personalized treatment effects, we introduce new acquisition functions grounded in information theory that bias data acquisition towards regions where overlap is satisfied, by... [full abstract]

Andrew Jesson, Panagiotis Tigas, Joost van Amersfoort, Andreas Kirsch, Uri Shalit, Yarin Gal
NeurIPS, 2021

Self-Attention Between Datapoints: Going Beyond Individual Input-Output Pairs in Deep Learning

We challenge a common assumption underlying most supervised deep learning: that a model makes a prediction depending only on its parameters and the features of a single input. To this end, we introduce a general-purpose deep learning architecture that takes as input the entire dataset instead of processing one datapoint at a time. Our approach uses self-attention to reason about relationships between datapoints explicitly, which can be seen as realizing non-parametric models using parametric attention mechanisms. However, unlike conventional non-parametric models, we let the model learn end-to-end from the data how to make use of other datapoints for prediction. Empirically, our models solve cross-datapoint lookup and complex reasoning tasks unsolvable by traditional deep learning models. We show highly competitive results on tabular data, early results on CIFAR-10, and give insight into how the model makes use of the interactions between points.

Jannik Kossen, Neil Band, Clare Lyle, Aidan Gomez, Yarin Gal, Tom Rainforth
NeurIPS, 2021

Changing composition of SARS-CoV-2 lineages and rise of Delta variant in England

Background Since its emergence in Autumn 2020, the SARS-CoV-2 Variant of Concern (VOC) B.1.1.7 (WHO label Alpha) rapidly became the dominant lineage across much of Europe. Simultaneously, several other VOCs were identified globally. Unlike B.1.1.7, some of these VOCs possess mutations thought to confer partial immune escape. Understanding when and how these additional VOCs pose a threat in settings where B.1.1.7 is currently dominant is vital. Methods We examine trends in the prevalence of non-B.1.1.7 lineages in London and other English regions using passive-case detection PCR data, cross-sectional community infection surveys, genomic surveillance, and wastewater monitoring. The study period spans from 31st January 2021 to 15th May 2021. Findings Across data sources, the percentage of non-B.1.1.7 variants has been increasing since late March 2021. This increase was initially driven by a variety of lineages with immune escape. From mid-April, B.1.617.2 (WHO label Delta) spread ra... [full abstract]

Swapnil Mishra, Sören Mindermann, Mrinank Sharma, Charles Whittaker, Thomas A. Mellan, Thomas Wilton, Dimitra Klapsa, Ryan Mate, Martin Fritzsche, Maria Zambon, Janvi Ahuja, Adam Howes, Xenia Miscouridou, Guy P. Nason, Oliver Ratmann, Elizaveta Semenova, Gavin Leech, Julia Fabienne Sandkühler, Charlie Rogers-Smith, Michaela Vollmer, H. Juliette T. Unwin, Yarin Gal, Meera Chand, Axel Gandy, Javier Martin, Erik Volz, Neil M. Ferguson, Samir Bhatt, Jan Brauner, Seth Flaxman
EClinicalMedicine (2021), 39:101064

Deterministic Neural Networks with Inductive Biases Capture Epistemic and Aleatoric Uncertainty

While Deep Ensembles are the state-of-the art for uncertainty prediction, standard softmax neural nets suffer from feature collapse and cannot disentangle aleatoric and epistemic uncertainty. We show that a single softmax neural net with minimal changes can beat epistemic uncertainty predictions of Deep Ensembles and other complex single-forward-pass uncertainty approaches (DUQ and SNGP) while also disentangling uncertainties. Our *Deep Deterministic Uncertainty (DDU)* is based on three insights: i) predictive entropy confounds aleatoric and epistemic uncertainty, and softmax entropy is inconsistent for OoD points; ii) with appropriate inductive biases, i.e. residual connections and spectral normalization, feature-space density reliably captures epistemic uncertainty; and, iii) density estimation and classification objectives might have different optima. Thus, DDU disentangles aleatoric uncertainty using softmax entropy and epistemic uncertainty using a separate feature-space de... [full abstract]

Jishnu Mukhoti, Andreas Kirsch, Joost van Amersfoort, Philip H.S. Torr, Yarin Gal
Uncertainty & Robustness in Deep Learning Workshop, ICML, 2021
[Paper] [BibTex] [Poster]

On Pitfalls in OoD Detection: Entropy Considered Harmful

Entropy of a predictive distribution averaged over an ensemble or several posterior weight samples is often used as a metric for Out-of-Distribution (OoD) detection. However, we show that predictive entropy is inappropriate for this task because it mistakes ambiguous in-distribution samples as OoD. This issue remains hidden on curated datasets commonly used for benchmarking. We introduce a new dataset, Dirty-MNIST, with a long tail of ambiguous samples, which exemplifies this problem. Additionally, we look at the entropy of single, deterministic, softmax models and show that it is unreliable *exactly* for OoD samples. In summary, we caution against using predictive or softmax entropy for OoD detection in practice and introduce several methods to evaluate the quantitative difference between several uncertainty metrics.

Andreas Kirsch, Jishnu Mukhoti, Joost van Amersfoort, Philip H.S. Torr, Yarin Gal
Uncertainty & Robustness in Deep Learning Workshop, ICML, 2021
[Paper] [BibTex] [Poster]

Improving black-box optimization in VAE latent space using decoder uncertainty

Optimization in the latent space of variational autoencoders is a promising approach to generate high-dimensional discrete objects that maximize an expensive black-box property (e.g., drug-likeness in molecular generation, function approximation with arithmetic expressions). However, existing methods lack robustness as they may decide to explore areas of the latent space for which no data was available during training and where the decoder can be unreliable, leading to the generation of unrealistic or invalid objects. We propose to leverage the epistemic uncertainty of the decoder to guide the optimization process. This is not trivial though, as a naive estimation of uncertainty in the high-dimensional and structured settings we consider would result in high estimator variance. To solve this problem, we introduce an importance sampling-based estimator that provides more robust estimates of epistemic uncertainty. Our uncertainty-guided optimization approach does not require modifica... [full abstract]

Pascal Notin, José Miguel Hernández-Lobato, Yarin Gal

PsiPhi-Learning: Reinforcement Learning with Demonstrations using Successor Features and Inverse Temporal Difference Learning

We study reinforcement learning (RL) with no-reward demonstrations, a setting in which an RL agent has access to additional data from the interaction of other agents with the same environment. However, it has no access to the rewards or goals of these agents, and their objectives and levels of expertise may vary widely. These assumptions are common in multi-agent settings, such as autonomous driving. To effectively use this data, we turn to the framework of successor features. This allows us to disentangle shared features and dynamics of the environment from agent-specific rewards and policies. We propose a multi-task inverse reinforcement learning (IRL) algorithm, called _inverse temporal difference learning_ (ITD), that learns shared state features, alongside per-agent successor features and preference vectors, purely from demonstrations without reward labels. We further show how to seamlessly integrate ITD with learning from online environment interactions, arriving at a novel a... [full abstract]

Angelos Filos, Clare Lyle, Yarin Gal, Sergey Levine, Natasha Jaques, Gregory Farquhar
ICML, 2021 (long talk)

Active Testing: Sample-Efficient Model Evaluation

We introduce active testing: a new framework for sample-efficient model evaluation. While approaches like active learning reduce the number of labels needed for model training, existing literature largely ignores the cost of labeling test data, typically unrealistically assuming large test sets for model evaluation. This creates a disconnect to real applications where test labels are important and just as expensive, e.g. for optimizing hyperparameters. Active testing addresses this by carefully selecting the test points to label, ensuring model evaluation is sample-efficient. To this end, we derive theoretically-grounded and intuitive acquisition strategies that are specifically tailored to the goals of active testing, noting these are distinct to those of active learning. Actively selecting labels introduces a bias; we show how to remove that bias while reducing the variance of the estimator at the same time. Active testing is easy to implement, effective, and can be applied to an... [full abstract]

Jannik Kossen, Sebastian Farquhar, Yarin Gal, Tom Rainforth
ICML, 2021
[PMLR] [arXiv]

Quantifying Ignorance in Individual-Level Causal-Effect Estimates under Hidden Confounding

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an individual's response to treatment by inducing bias in CATE estimates. We present a new parametric interval estimator suited for high-dimensional data, that estimates a range of possible CATE values when given a predefined bound on the level of hidden confounding. Further, previous interval estimators do not account for ignorance about the CATE stemming from samples that may be underrepresented in the original study, or samples that violate the overlap assumption. Our novel interval estimator also incorporates model uncertainty so that practitioners can be made aware of out-of-distribution data. We prove that our estimator converges to tight bounds on CATE when there may be unobserved confounding, and assess it using semi-synthetic, high-dimensional ... [full abstract]

Andrew Jesson, Sören Mindermann, Yarin Gal, Uri Shalit
ICML, 2021

On Signal-to-Noise Ratio Issues in Variational Inference for Deep Gaussian Processes

We show that the gradient estimates used in training Deep Gaussian Processes (DGPs) with importance-weighted variational inference are susceptible to signal-to-noise ratio (SNR) issues. Specifically, we show both theoretically and empirically that the SNR of the gradient estimates for the latent variable's variational parameters decreases as the number of importance samples increases. As a result, these gradient estimates degrade to pure noise if the number of importance samples is too large. To address this pathology, we show how doubly-reparameterized gradient estimators, originally proposed for training variational autoencoders, can be adapted to the DGP setting and that the resultant estimators completely remedy the SNR issue, thereby providing more reliable training. Finally, we demonstrate that our fix can lead to improvements in the predictive performance of the model's predictive posterior.

Tim G. J. Rudner, Oscar Key, Yarin Gal, Tom Rainforth
ICML, 2021
[arXiv] [Code] [BibTex]

Outcome-Driven Reinforcement Learning via Variational Inference

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the task, but also provide sufficient shaping to accomplish it. In this paper, we discuss a new perspective on reinforcement learning, recasting it as the problem of inferring actions that achieve desired outcomes, rather than a problem of maximizing rewards. To solve the resulting outcome-directed inference problem, we establish a novel variational inference formulation that allows us to derive a well-shaped reward function which can be learned directly from environment interactions. From the corresponding variational objective, we also derive a new probabilistic Bellman backup operator reminiscent of the standard Bellman backup operator and use it to develop an off-policy algorithm to solve goal-directed tasks. We empirically demonstrate that this met... [full abstract]

Tim G. J. Rudner, Vitchyr H. Pong, Rowan McAllister, Yarin Gal, Sergey Levine

[Preprint] [Website] [BibTex]

Understanding the effectiveness of government interventions in Europe's second wave of COVID-19

As European governments face resurging waves of COVID-19, non-pharmaceutical interventions (NPIs) continue to be the primary tool for infection control. However, updated estimates of their relative effectiveness have been absent for Europe's second wave, largely due to a lack of collated data that considers the increased subnational variation and diversity of NPIs. We collect the largest dataset of NPI implementation dates in Europe, spanning 114 subnational areas in 7 countries, with a systematic categorisation of interventions tailored to the second wave. Using a hierarchical Bayesian transmission model, we estimate the effectiveness of 17 NPIs from local case and death data. We manually validate the data, address limitations in modelling from previous studies, and extensively test the robustness of our estimates. The combined effect of all NPIs was smaller relative to estimates from the first half of 2020, indicating the strong influence of safety measures and individual protect... [full abstract]

Mrinank Sharma, Sören Mindermann, Charlie Rogers-Smith, Gavin Leech, Benedict Snodin, Janvi Ahuja, Jonas B. Sandbrink, Joshua Teperowski Monrad, George Altman, Gurpreet Dhaliwal, Lukas Finnveden, Alexander John Norman, Sebastian B. Oehm, Julia Fabienne Sandkühler, Thomas Mellan, Jan Kulveit, Leonid Chindelevitch, Seth Flaxman, Yarin Gal, Swapnil Mishra, Jan Brauner, Samir Bhatt

Generating Interpretable Counterfactual Explanations By Implicit Minimisation of Epistemic and Aleatoric Uncertainties

Counterfactual explanations (CEs) are a practical tool for demonstrating why machine learning classifiers make particular decisions. For CEs to be useful, it is important that they are easy for users to interpret. Existing methods for generating interpretable CEs rely on auxiliary generative models, which may not be suitable for complex datasets, and incur engineering overhead. We introduce a simple and fast method for generating interpretable CEs in a white-box setting without an auxiliary model, by using the predictive uncertainty of the classifier. Our experiments show that our proposed algorithm generates more interpretable CEs, according to IM1 scores, than existing methods. Additionally, our approach allows us to estimate the uncertainty of a CE, which may be important in safety-critical applications, such as those in the medical domain.

Lisa Schut, Oscar Key, Rory McGrath, Luca Costabello, Bogdan Sacaleanu, Medb Corcoran, Yarin Gal
[Paper] [Code]

Towards global flood mapping onboard low cost satellites with machine learning

Spaceborne Earth observation is a key technology for flood response, offering valuable information to decision makers on the ground. Very large constellations of small, nano satellites— ’CubeSats’ are a promising solution to reduce revisit time in disaster areas from days to hours. However, data transmission to ground receivers is limited by constraints on power and bandwidth of CubeSats. Onboard processing offers a solution to decrease the amount of data to transmit by reducing large sensor images to smaller data products. The ESA’s recent PhiSat-1 mission aims to facilitate the demonstration of this concept, providing the hardware capability to perform onboard processing by including a power-constrained machine learning accelerator and the software to run custom applications. This work demonstrates a flood segmentation algorithm that produces flood masks to be transmitted instead of the raw images, while running efficiently on the accelerator aboard the PhiSat-1. Our models are t... [full abstract]

Gonzalo Mateo-Garcia, Joshua Veitch-Michealis, Lewis Smith, Silviu Oprea, Guy Schumann, Yarin Gal, Atılım Güneş Baydin, Dietmar Backes
Nature Scientific Reports, 2021

Invariant Representations for Reinforcement Learning without Reconstruction

We study how representation learning can accelerate reinforcement learning from rich observations, such as images, without relying either on domain knowledge or pixel-reconstruction. Our goal is to learn representations that provide for effective downstream control and invariance to task-irrelevant details. Bisimulation metrics quantify behavioral similarity between states in continuous MDPs, which we propose using to learn robust latent representations which encode only the task-relevant information from observations. Our method trains encoders such that distances in latent space equal bisimulation distances in state space. We demonstrate the effectiveness of our method at disregarding task-irrelevant information using modified visual MuJoCo tasks, where the background is replaced with moving distractors and natural videos, while achieving SOTA performance. We also test a first-person highway driving task where our method learns invariance to clouds, weather, and time of day. Fina... [full abstract]

Amy Zhang, Rowan McAllister, Roberto Calandra, Yarin Gal, Sergey Levine
ICLR, 2021 (Oral)

Multi-Channel Auto-Calibration for the Atmospheric Imaging Assembly using Machine Learning

Solar activity plays a quintessential role in influencing the interplanetary medium and space-weather around the Earth. Remote sensing instruments onboard heliophysics space missions provide a pool of information about the Sun's activity via the measurement of its magnetic field and the emission of light from the multi-layered, multi-thermal, and dynamic solar atmosphere. Extreme UV (EUV) wavelength observations from space help in understanding the subtleties of the outer layers of the Sun, namely the chromosphere and the corona. Unfortunately, such instruments, like the Atmospheric Imaging Assembly (AIA) onboard NASA's Solar Dynamics Observatory (SDO), suffer from time-dependent degradation, reducing their sensitivity. Current state-of-the-art calibration techniques rely on periodic sounding rockets, which can be infrequent and rather unfeasible for deep-space missions. We present an alternative calibration approach based on convolutional neural networks (CNNs). We use SDO-AIA dat... [full abstract]

Luiz F. G. Dos Santos, Souvik Bose, Valentina Salvatelli, Brad Neuberg, Mark C. M. Cheung, Miho Janvier, Meng Jin, Yarin Gal, Paul Boerner, Atılım Güneş Baydin
Astronomy & Astrophysics, 2021
[Paper] [arXiv]

On Statistical Bias In Active Learning: How and When to Fix It

Active learning is a powerful tool when labelling data is expensive, but it introduces a bias because the training data no longer follows the population distribution. We formalize this bias and investigate the situations in which it can be harmful and sometimes even helpful. We further introduce novel corrective weights to remove bias when doing so is beneficial. Through this, our work not only provides a useful mechanism that can improve the active learning approach, but also an explanation for the empirical successes of various existing approaches which ignore this bias. In particular, we show that this bias can be actively helpful when training overparameterized models---like neural networks---with relatively modest dataset sizes.

Sebastian Farquhar, Yarin Gal, Tom Rainforth
ICLR, 2021 (Spotlight)

Large-scale clinical interpretation of genetic variants using evolutionary data and deep learning

Quantifying the pathogenicity of protein variants in human disease-related genes would have a profound impact on clinical decisions, yet the overwhelming majority (over 98%) of these variants still have unknown consequences. In principle, computational methods could support the large-scale interpretation of genetic variants. However, prior methods have relied on training machine learning models on available clinical labels. Since these labels are sparse, biased, and of variable quality, the resulting models have been considered insufficiently reliable. By contrast, our approach leverages deep generative models to predict the clinical significance of protein variants without relying on labels. The natural distribution of protein sequences we observe across organisms is the result of billions of evolutionary experiments. By modeling that distribution, we implicitly capture constraints on the protein sequences that maintain fitness. Our model EVE (Ev... [full abstract]

Jonathan Frazer, Pascal Notin, Mafalda Dias, Aidan Gomez, Kelly Brock, Yarin Gal, Debora Marks

Inferring the effectiveness of government interventions against COVID-19

Governments are attempting to control the COVID-19 pandemic with nonpharmaceutical interventions (NPIs). However, the effectiveness of different NPIs at reducing transmission is poorly understood. We gathered chronological data on the implementation of NPIs for several European, and other, countries between January and the end of May 2020. We estimate the effectiveness of NPIs, ranging from limiting gathering sizes, business closures, and closure of educational institutions to stay-at-home orders. To do so, we used a Bayesian hierarchical model that links NPI implementation dates to national case and death counts and supported the results with extensive empirical validation. Closing all educational institutions, limiting gatherings to 10 people or less, and closing face-to-face businesses each reduced transmission considerably. The additional effect of stay-at-home orders was comparatively small.

Jan Brauner, Sören Mindermann, Mrinank Sharma, David Johnston, John Salvatier, Tomáš Gavenčiak, Anna B Stephenson, Gavin Leech, George Altman, Vladimir Mikulik, Alexander John Norman, Joshua Teperowski Monrad, Tamay Besiroglu, Hong Ge, Meghan A Hartwick, Yee Whye Teh, Leonid Chindelevitch, Yarin Gal, Jan Kulveit
Science (2020): eabd9338

Global Earth Magnetic Field Modeling andForecasting with Spherical Harmonics Decomposition

Modeling and forecasting the solar wind-driven global magnetic field perturbations is an open challenge. Current approaches depend on simulations of computationally demanding models like the Magnetohydrodynamics (MHD) model or sampling spatially and temporally through sparse ground-based stations (SuperMAG). In this paper, we develop a Deep Learning model that forecasts in Spherical Harmonics space, replacing reliance on MHD models and providing global coverage at oneminute cadence, improving over the current state-of-the-art which relies on feature engineering. We evaluate the performance in SuperMAG dataset (improved by 14.53%) and MHD simulations (improved by 24.35%). Additionally, we evaluate the extrapolation performance of the spherical harmonics reconstruction based on sparse ground-based stations (SuperMAG), showing that spherical harmonics can reliably reconstruct the global magnetic field as evaluated on MHD simulation

Panagiotis Tigas, Téo Bloch, Vishal Upendran, Banafsheh Ferdoushi, Yarin Gal, Siddha Ganju, Ryan M. McGranaghan, Mark C. M. Cheung, Asti Bhatt
Machine Learning and the Physical Sciences Workshop - 34th NeurIPS 2020 [Paper]
Determining new representations of “Geoeffectiveness” using deep learning - AGU 2020

Real2sim: Automatic Generation of Open Street Map Towns For Autonomous Driving Benchmarks

Research in machine learning for autonomous driving (AD) is a constantly evolving field as researchers strive to build a Level 5 autonomous driving system. However, current benchmarks for such learning algorithms do not satisfactorily allow researchers to evaluate and compare performance across safety-critical metrics such as generalizability, out-of-distribution performance, etc. Reasons for this include the expensive nature of data collection from the real-world for autonomous driving and the limitations of software tools currently available for autonomous driving simulators. We develop a pipeline that allows for automatic generation of new town maps for simulator environments from OpenStreetMap [Haklay and Weber, 2008]. We demonstrate that our pipeline is capable of generating towns that, when perceived via LiDAR , share similar footprint to real-world gathered datasets like NuScenes [Caesar et al., 2020]. Additionally, we learn a realistic noise augmentation via Conditional Adv... [full abstract]

Avishek Mondal, Panagiotis Tigas, Yarin Gal
Machine Learning for Autonomous Driving Workshop at the 34th Conference on Neural Information Processing Systems (NeurIPS 2020), Vancouver, Canada. [Paper]

A Bayesian Perspective on Training Speed and Model Selection

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its marginal likelihood. Second, that this measure, under certain conditions, predicts the relative weighting of models in linear model combinations trained to minimize a regression loss. We verify our results in model selection tasks for linear models and for the infinite-width limit of deep neural networks. We further provide encouraging empirical evidence that the intuition developed in these settings also holds for deep neural networks trained with stochastic gradient descent. Our results suggest a promising new direction towards explaining why neural networks trained with stochastic gradient descent are biased towards functions that generalize well.

Clare Lyle, Lisa Schut, Binxin (Robin) Ru, Yarin Gal, Mark van der Wilk
NeurIPS, 2020
[Paper] [Code] [BibTex]

Liberty or Depth: Deep Bayesian Neural Nets Do Not Need Complex Weight Posterior Approximations

We challenge the longstanding assumption that the mean-field approximation for variational inference in Bayesian neural networks is severely restrictive, and show this is not the case in deep networks. We prove several results indicating that deep mean-field variational weight posteriors can induce similar distributions in function-space to those induced by shallower networks with complex weight posteriors. We validate our theoretical contributions empirically, both through examination of the weight posterior using Hamiltonian Monte Carlo in small models and by comparing diagonal- to structured-covariance in large settings. Since complex variational posteriors are often expensive and cumbersome to implement, our results suggest that using mean-field variational inference in a deeper model is both a practical and theoretically justified alternative to structured approximations.

Sebastian Farquhar, Lewis Smith, Yarin Gal
NeurIPS, 2020
[Paper] [arXiv]

Uncertainty-Aware Counterfactual Explanations for Medical Diagnosis

While deep learning algorithms can excel at predicting outcomes, they often act as black-boxes rendering them uninterpretable for healthcare practitioners. Counterfactual explanations (CEs) are a practical tool for demonstrating why machine learning models make particular decisions. We introduce a novel algorithm that leverages uncertainty to generate trustworthy counterfactual explanations for white-box models. Our proposed method can generate more interpretable CEs than the current benchmark (Van Looveren and Klaise, 2019) for breast cancer diagnosis. Further, our approach provides confidence levels for both the diagnosis as well as the explanation.

Lisa Schut, Oscar Key, Rory McGrath, Luca Costabello, Bogdan Sacaleanu, Medb Corcoran, Yarin Gal
ML4H: Machine Learning for Health Workshop NeurIPS, 2020
[Paper] [BibTex]

On the robustness of effectiveness estimation of nonpharmaceutical interventions against COVID-19 transmission

There remains much uncertainty about the relative effectiveness of different nonpharmaceutical interventions (NPIs) against COVID-19 transmission. Several studies attempt to infer NPI effectiveness with cross-country, data-driven modelling, by linking from NPI implementation dates to the observed timeline of cases and deaths in a country. These models make many assumptions. Previous work sometimes tests the sensitivity to variations in explicit epidemiological model parameters, but rarely analyses the sensitivity to the assumptions that are made by the choice the of model structure (structural sensitivity analysis). Such analysis would ensure that the inferences made are consistent under plausible alternative assumptions. Without it, NPI effectiveness estimates cannot be used to guide policy. We investigate four model structures similar to a recent state-of-the-art Bayesian hierarchical model. We find that the models differ considerably in the robustness of their NPI effectiveness ... [full abstract]

Mrinank Sharma, Sören Mindermann, Jan Brauner, Gavin Leech, Anna B. Stephenson, Tomáš Gavenčiak, Jan Kulveit, Yee Whye Teh, Leonid Chindelevitch, Yarin Gal
NeurIPS, 2020

Identifying Causal Effect Inference Failure with Uncertainty-Aware Models

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating uncertainty to decision-makers is crucial. We introduce a practical approach for integrating uncertainty estimation into a class of state-of-the-art neural network methods used for individual-level causal estimates. We show that our methods enable us to deal gracefully with situations of "no-overlap", common in high-dimensional data, where standard applications of causal effect approaches fail. Further, our methods allow us to handle covariate shift, where test distribution differs to train distribution, common when systems are deployed in practice. We show that when such a covariate shift occurs, correctly modeling uncertainty can keep us from giving overconfident and potentially harmful recommendations. We demonstrate our methodology with a ra... [full abstract]

Andrew Jesson, Sören Mindermann, Uri Shalit, Yarin Gal
NeurIPS, 2020
[arXiv] [BibTex]

Capsule Networks: A Generative Probabilistic Perspective

'Capsule' models try to explicitly represent the poses of objects, enforcing a linear relationship between an objects pose and those of its constituent parts. This modelling assumption should lead to robustness to viewpoint changes since the object-component relationships are invariant to the poses of the object. We describe a probabilistic generative model that encodes these assumptions. Our probabilistic formulation separates the generative assumptions of the model from the inference scheme, which we derive from a variational bound. We experimentally demonstrate the applicability of our unified objective, and the use of test time optimisation to solve problems inherent to amortised inference.

Lewis Smith, Lisa Schut, Yarin Gal, Mark van der Wilk
Object Oriented Learning Workshop, ICML 2020

Principled Uncertainty Estimation for High Dimensional Data

The ability to quantify the uncertainty in the prediction of a Bayesian deep learning model has significant practical implications—from more robust machine-learning based systems to more effective expert-in-the loop processes. While several general measures of model uncertainty exist, they are often intractable in practice when dealing with high dimensional data such as long sequences. Instead, researchers often resort to ad hoc approaches or to introducing independence assumptions to make computation tractable. We introduce a principled approach to estimate uncertainty in high dimensions that circumvents these challenges, and demonstrate its benefits in de novo molecular design.

Pascal Notin, José Miguel Hernández-Lobato, Yarin Gal
Uncertainty & Robustness in Deep Learning Workshop, ICML, 2020

SliceOut: Training Transformers and CNNs faster while using less memory

We demonstrate 10-40% speedups and memory reduction with Wide ResNets, EfficientNets, and Transformer models, with minimal to no loss in accuracy, using SliceOut---a new dropout scheme designed to take advantage of GPU memory layout. By dropping contiguous sets of units at random, our method preserves the regularization properties of dropout while allowing for more efficient low-level implementation, resulting in training speedups through (1) fast memory access and matrix multiplication of smaller tensors, and (2) memory savings by avoiding allocating memory to zero units in weight gradients and activations. Despite its simplicity, our method is highly effective. We demonstrate its efficacy at scale with Wide ResNets & EfficientNets on CIFAR10/100 and ImageNet, as well as Transformers on the LM1B dataset. These speedups and memory savings in training can lead to CO2 emissions reduction of up to 40% for training large models.

Pascal Notin, Aidan Gomez, Joanna Yoo, Yarin Gal
Under review

Unpacking Information Bottlenecks: Unifying Information-Theoretic Objectives in Deep Learning

The Information Bottleneck principle offers both a mechanism to explain how deep neural networks train and generalize, as well as a regularized objective with which to train models. However, multiple competing objectives are proposed in the literature, and the information-theoretic quantities used in these objectives are difficult to compute for large deep neural networks, which in turn limits their use as a training objective. In this work, we review these quantities and compare and unify previously proposed objectives, which allows us to develop surrogate objectives more friendly to optimization without relying on cumbersome tools such as density estimation. We find that these surrogate objectives allow us to apply the information bottleneck to modern neural network architectures. We demonstrate our insights on MNIST, CIFAR-10 and Imagenette with modern DNN architectures (ResNets).

Andreas Kirsch, Clare Lyle, Yarin Gal
Uncertainty & Robustness in Deep Learning Workshop, ICML, 2020
[Paper] [BibTex] [Poster]

Learning CIFAR-10 with a Simple Entropy Estimator Using Information Bottleneck Objectives

The Information Bottleneck (IB) principle characterizes learning and generalization in deep neural networks in terms of the change in two information theoretic quantities and leads to a regularized objective function for training neural networks. These quantities are difficult to compute directly for deep neural networks. We show that it is possible to backpropagate through a simple entropy estimator to obtain an IB training method that works for modern neural network architectures. We evaluate our approach empirically on the CIFAR-10 dataset, showing that IB objectives can yield competitive performance on this dataset with a conceptually simple approach while also performing well against adversarial attacks out-of-the-box.

Andreas Kirsch, Clare Lyle, Yarin Gal
Uncertainty & Robustness in Deep Learning Workshop, ICML, 2020
[Paper] [BibTex]

Invariant Causal Prediction for Block MDPs

Generalization across environments is critical to the successful application of reinforcement learning algorithms to real-world challenges. In this paper, we consider the problem of learning abstractions that generalize in block MDPs, families of environments with a shared latent state space and dynamics structure over that latent space, but varying observations. We leverage tools from causal inference to propose a method of invariant prediction to learn model-irrelevance state abstractions (MISA) that generalize to novel observations in the multi-environment setting. We prove that for certain classes of environments, this approach outputs with high probability a state abstraction corresponding to the causal feature set with respect to the return. We further provide more general bounds on model error and generalization error in the multi-environment setting, in the process showing a connection between causal variable selection and the state abstraction framework for MDPs. We give e... [full abstract]

Amy Zhang, Clare Lyle, Shagun Sodhani, Angelos Filos, Marta Kwiatkowska, Joelle Pineau, Yarin Gal, Doina Precup
Causal Learning for Decision Making Workshop at ICLR, 2020
ICML, 2020

Uncertainty Estimation Using a Single Deep Deterministic Neural Network

We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass. Our approach, deterministic uncertainty quantification (DUQ), builds upon ideas of RBF networks. We scale training in these with a novel loss function and centroid updating scheme and match the accuracy of softmax models. By enforcing detectability of changes in the input using a gradient penalty, we are able to reliably detect out of distribution data. Our uncertainty quantification scales well to large datasets, and using a single model, we improve upon or match Deep Ensembles in out of distribution detection on notable difficult dataset pairs such as FashionMNIST vs. MNIST, and CIFAR-10 vs. SVHN.

Joost van Amersfoort, Lewis Smith, Yee Whye Teh, Yarin Gal
ICML, 2020
[Paper] [BibTex]

Inter-domain Deep Gaussian Processes

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to stationary covariance functions and thus fail to model non-stationary data effectively. We propose Inter-domain Deep Gaussian Processes, an extension of inter-domain shallow GPs that combines the advantages of inter-domain and deep Gaussian processes (DGPs), and demonstrate how to leverage existing approximate inference methods to perform simple and scalable approximate inference using inter-domain features in DGPs. We assess the performance of our method on a range of regression tasks and demonstrate that it outperforms inter-domain shallow GPs and conventional DGPs on challenging large-scale real-world datasets exhibiting both global structure as well as a high-degree of non-stationarity.

Tim G. J. Rudner, Dino Sejdinovic, Yarin Gal
ICML, 2020
[Paper] [Website] [Talk] [Slides] [BibTex]

Can Autonomous Vehicles Identify, Recover From, and Adapt to Distribution Shifts?

Out-of-training-distribution (OOD) scenarios are a common challenge of learning agents at deployment, typically leading to arbitrary deductions and poorly-informed decisions. In principle, detection of and adaptation to OOD scenes can mitigate their adverse effects. In this paper, we highlight the limitations of current approaches to novel driving scenes and propose an epistemic uncertainty-aware planning method, called _robust imitative planning_ (RIP). Our method can detect and recover from some distribution shifts, reducing the overconfident and catastrophic extrapolations in OOD scenes. If the model's uncertainty is too great to suggest a safe course of action, the model can instead query the expert driver for feedback, enabling sample-efficient online adaptation, a variant of our method we term _adaptive robust imitative planning_ (AdaRIP). Our methods outperform current state-of-the-art approaches in the nuScenes _prediction_ challenge, but since no benchmark evaluating OOD d... [full abstract]

Angelos Filos, Panagiotis Tigas, Rowan McAllister, Nicholas Rhinehart, Sergey Levine, Yarin Gal
ICML, 2020
[Paper] [Code] [Website]

Model And Data Uncertainty For Satellite Time Series Forecasting With Deep Recurrent Models

Deep Learning is often criticized as black-box method which often provides accurate predictions, but limited explanation of the underlying processes and no indication when to not trust those predictions. Equipping existing deep learning models with an (approximate) notion of uncertainty can help mitigate both these issues therefore their use should be known more broadly in the community. The Bayesian deep learning community has developed model-agnostic and easyto-implement methodology to estimate both data and model uncertainty within deep learning models which is hardly applied in the remote sensing community. In this work, we adopt this methodology for deep recurrent satellite time series forecasting, and test its assumptions on data and model uncertainty. We demonstrate its effectiveness on two applications on climate change, and event change detection and outline limitations.

Marc Rußwurm, Syed Mohsin Ali, Xiao Xiang Zhu, Yarin Gal, Marco Körner
Student Paper Competition Finalists (out of 250 submissions), IGARSS 2020

Uncertainty Evaluation Metric for Brain Tumour Segmentation

In this paper, we develop a metric designed to assess and rank uncertainty measures for the task of brain tumour sub-tissue segmentation in the BraTS 2019 sub-challenge on uncertainty quantification. The metric is designed to: (1) reward uncertainty measures where high confidence is assigned to correct assertions, and where incorrect assertions are assigned low confidence and (2) penalize measures that have higher percentages of under-confident correct assertions. Here, the workings of the components of the metric are explored based on a number of popular uncertainty measures evaluated on the BraTS 2019 dataset.

Raghav Mehta, Angelos Filos, Yarin Gal, Tal Arbel
MIDL, 2020

Uncertainty Quantification with Statistical Guarantees in End-to-End Autonomous Driving Control

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the controller behaviour that properly take account of the uncertainty within the model as well as sensor noise. Bayesian neural networks, which assume a prior over the weights, have been shown capable of producing such uncertainty measures, but properties surrounding their safety have not yet been quantified for use in autonomous driving scenarios. In this paper, we develop a framework based on a state-of-the-art simulator for evaluating end-to-end Bayesian controllers. In addition to computing pointwise uncertainty measures that can be computed in real time and with statistical guarantees, we also provide a method for estimating the probability that, given a scenario, the controller keeps the car safe within a finite horizon. We experimentally evalu... [full abstract]

Rhiannon Michelmore, Matthew Wicker, Luca Laurenti, Luca Cardelli, Yarin Gal, Marta Kwiatkowska
2020 International Conference on Robotics and Automation (ICRA)

Try Depth Instead of Weight Correlations: Mean-field is a Less Restrictive Assumption for Deeper Networks

We challenge the longstanding assumption that the mean-field approximation for variational inference in Bayesian neural networks is severely restrictive. We argue mathematically that full-covariance approximations only improve the ELBO if they improve the expected log-likelihood. We further show that deeper mean-field networks are able to express predictive distributions approximately equivalent to shallower full-covariance networks. We validate these observations empirically, demonstrating that deeper models decrease the divergence between diagonal- and full-covariance Gaussian fits to the true posterior.

Sebastian Farquhar, Lewis Smith, Yarin Gal
Contributed talk, Workshop on Bayesian Deep Learning, NeurIPS 2019
[Workshop paper], [arXiv]

Radial Bayesian Neural Networks: Beyond Discrete Support In Large-Scale Bayesian Deep Learning

We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning methods, like MC dropout or deep ensembles, have discrete support---they assign zero probability to almost all of the weight-space. Unlike these discrete support methods, Radial BNNs' full support makes them suitable for use as a prior for sequential inference. In addition, they solve the conceptual challenges with the a priori implausibility of weight distributions with discrete support. The Radial BNN is motivated by avoiding a sampling problem in 'mean-field' variational inference (MFVI) caused by the so-called 'soap-bubble' pathology of multivariate Gaussians. We show that, unlike MFVI, Radial BNNs are robust to hyperparameters and can be efficiently applied to a challenging real-world medical application without needing ad-hoc tweaks and inten... [full abstract]

Sebastian Farquhar, Michael Osborne, Yarin Gal
The 23rd International Conference on Artificial Intelligence and Statistics (AISTATS)

VariBAD: A Very Good Method for Bayes-Adaptive Deep RL via Meta-Learning

Trading off exploration and exploitation in an unknown environment is key to maximising expected return during learning. A Bayes-optimal policy, which does so optimally, conditions its actions not only on the environment state but on the agent's uncertainty about the environment. Computing a Bayes-optimal policy is however intractable for all but the smallest tasks. In this paper, we introduce variational Bayes-Adaptive Deep RL (variBAD), a way to meta-learn to perform approximate inference in an unknown environment, and incorporate task uncertainty directly during action selection. In a grid-world domain, we illustrate how variBAD performs structured online exploration as a function of task uncertainty. We also evaluate variBAD on MuJoCo domains widely used in meta-RL and show that it achieves higher return during training than existing methods.

Luisa Zintgraf, Kyriacos Shiarlis, Maximilian Igl, Sebastian Schulze, Yarin Gal, Katja Hofmann, Shimon Whiteson
ICLR, 2020

BayesOpt Adversarial Attack

Black-box adversarial attacks require a large number of attempts before finding successful adversarial examples that are visually indistinguishable from the original input. Current approaches relying on substitute model training, gradient estimation or genetic algorithms often require an excessive number of queries. Therefore, they are not suitable for real-world systems where the maximum query number is limited due to cost. We propose a query-efficient black-box attack which uses Bayesian optimisation in combination with Bayesian model selection to optimise over the adversarial perturbation and the optimal degree of search space dimension reduction. We demonstrate empirically that our method can achieve comparable success rates with 2-5 times fewer queries compared to previous state-of-the-art black-box attacks.

Binxin (Robin) Ru, Adam Cobb, Arno Blaas, Yarin Gal
ICLR, 2020

Using U-Nets to Create High-Fidelity Virtual Observations of the Solar Corona

Understanding and monitoring the complex and dynamic processes of the Sun is important for a number of human activities on Earth and in space. For this reason, NASA's Solar Dynamics Observatory (SDO) has been continuously monitoring the multi-layered Sun's atmosphere in high-resolution since its launch in 2010, generating terabytes of observational data every day. The synergy between machine learning and this enormous amount of data has the potential, still largely unexploited, to advance our understanding of the Sun and extend the capabilities of heliophysics missions. In the present work, we show that deep learning applied to SDO data can be successfully used to create a high-fidelity virtual telescope that generates synthetic observations of the solar corona by image translation. Towards this end we developed a deep neural network, structured as an encoder-decoder with skip connections (U-Net), that reconstructs the Sun's image of one instrument channel given temporally aligned ... [full abstract]

Valentina Salvatelli, Souvik Bose, Brad Neuberg, Luiz F. G. dos Santos, Mark Cheung, Miho Janvier, Atılım Güneş Baydin, Yarin Gal, Meng Jin
Machine Learning and the Physical Sciences Workshop (ML4PS), NeurIPS 2019

Auto-Calibration of Remote Sensing Solar Telescopes with Deep Learning

As a part of NASA's Heliophysics System Observatory (HSO) fleet of satellites,the Solar Dynamics Observatory (SDO) has continuously monitored the Sun since2010. Ultraviolet (UV) and Extreme UV (EUV) instruments in orbit, such asSDO's Atmospheric Imaging Assembly (AIA) instrument, suffer time-dependent degradation which reduces instrument sensitivity. Accurate calibration for (E)UV instruments currently depends on periodic sounding rockets, which are infrequent and not practical for heliophysics missions in deep space. In the present work, we develop a Convolutional Neural Network (CNN) that auto-calibrates SDO/AIA channels and corrects sensitivity degradation by exploiting spatial patterns in multi-wavelength observations to arrive at a self-calibration of (E)UV imaging instruments. Our results remove a major impediment to developing future HSOmissions of the same scientific caliber as SDO but in deep space, able to observe the Sun from more vantage points than just SDO's current g... [full abstract]

Brad Neuberg, Souvik Bose, Valentina Salvatelli, Luiz F.G. dos Santos, Mark Cheung, Miho Janvier, Atılım Güneş Baydin, Yarin Gal, Meng Jin
Machine Learning and the Physical Sciences Workshop (ML4PS), NeurIPS 2019

PAC-Bayes Generalization Bounds for Invariant Neural Networks

Invariance is widely described as a desirable property of neural networks, but the mechanisms by which it benefits deep learning remain shrouded in mystery. We show that building invariance into model architecture via feature averaging provably tightens PAC-Bayes generalization bounds, as compared to data augmentation. Furthermore, through a link to the marginal likelihood and Bayesian model selection, we provide justification for using the improvement in these bounds for model selection. Our key observation is that invariance doesn't just reduce variance in deep learning: it also changes the parameter-function mapping, and this leads better provable guarantees for the model. We verify our theoretical results empirically on a permutation-invariant dataset.

Clare Lyle, Marta Kwiatkowska, Yarin Gal
14th Women in Machine Learning Workshop (WiML 2019)

Prediction of GNSS Phase Scintillations: A Machine Learning Approach

A Global Navigation Satellite System (GNSS) uses a constellation of satellites around the earth for accurate navigation, timing, and positioning. Natural phenomena like space weather introduce irregularities in the Earth's ionosphere, disrupting the propagation of the radio signals that GNSS relies upon. Such disruptions affect both the amplitude and the phase of the propagated waves. No physics-based model currently exists to predict the time and location of these disruptions with sufficient accuracy and at relevant scales. In this paper, we focus on predicting the phase fluctuations of GNSS radio waves, known as phase scintillations. We propose a novel architecture and loss function to predict 1 hour in advance the magnitude of phase scintillations within a time window of plus-minus 5 minutes with state-of-the-art performance.

Kara Lamb, Garima Malhotra, Athanasios Vlontzos, Edward Wagstaff, Atılım Güneş Baydin, Anahita Bhiwandiwalla, Yarin Gal, Freddie Kalaitzis, Anthony Reina, Asti Bhatt
Machine Learning and the Physical Sciences Workshop (ML4PS), NeurIPS 2019

Correlation of Auroral Dynamics and GNSS Scintillation with an Autoencoder

High energy particles originating from solar activity travel along the the Earth's magnetic field and interact with the atmosphere around the higher latitudes. These interactions often manifest as aurora in the form of visible light in the Earth's ionosphere. These interactions also result in irregularities in the electron density, which cause disruptions in the amplitude and phase of the radio signals from the Global Navigation Satellite Systems (GNSS), known as 'scintillation'. In this paper we use a multi-scale residual autoencoder (Res-AE) to show the correlation between specific dynamic structures of the aurora and the magnitude of the GNSS phase scintillations (σϕ). Auroral images are encoded in a lower dimensional feature space using the Res-AE, which in turn are clustered with t-SNE and UMAP. Both methods produce similar clusters, and specific clusters demonstrate greater correlations with observed phase scintillations. Our results suggest that specific dynamic structures o... [full abstract]

Kara Lamb, Garima Malhotra, Athanasios Vlontzos, Edward Wagstaff, Atılım Güneş Baydin, Anahita Bhiwandiwalla, Yarin Gal, Freddie Kalaitzis, Anthony Reina, Asti Bhatt
Machine Learning and the Physical Sciences Workshop (ML4PS), NeurIPS 2019

Single-Frame Super-Resolution of Solar Magnetograms: Investigating Physics-Based Metrics & Losses

Breakthroughs in our understanding of physical phenomena have traditionally followed improvements in instrumentation. Studies of the magnetic field of the Sun, and its influence on the solar dynamo and space weather events, have benefited from improvements in resolution and measurement frequency of new instruments. However, in order to fully understand the solar cycle, high-quality data across time-scales longer than the typical lifespan of a solar instrument are required. At the moment, discrepancies between measurement surveys prevent the combined use of all available data. In this work, we show that machine learning can help bridge the gap between measurement surveys by learning to super-resolve low-resolution magnetic field images and translate between characteristics of contemporary instruments in orbit. We also introduce the notion of physics-based metrics and losses for super-resolution to preserve underlying physics and constrain the solution space of possible super-resolut... [full abstract]

Anna Jungbluth, Xavier Gitiaux, Shane A.Maloney, Carl Shneider, Paul J. Wright, Freddie Kalaitzis, Michel Deudon, Atılım Güneş Baydin, Yarin Gal, Andrés Muñoz-Jaramillo
Machine Learning and the Physical Sciences Workshop (ML4PS), NeurIPS 2019

Wat heb je gezegd? Detecting Out-of-Distribution Translations with Variational Transformers

We use epistemic uncertainty to detect out-of-training-distribution sentences in Neural Machine Translation. For this, we develop a measure of uncertainty designed specifically for long sequences of discrete random variables, corresponding to the words in the output sentence. This measure is able to convey epistemic uncertainty akin to the Mutual Information (MI), which is used in the case of single discrete random variables such as in classification. Our new measure of uncertainty solves a major intractability in the naive application of existing approaches on long sentences. We train a Transformer model with dropout on the task of GermanEnglish translation using WMT 13 and Europarl, and show that using dropout uncertainty our measure is able to identify when Dutch source sentences, sentences which use the same word types as German, are given to the model instead of German.

Tim Xiao, Aidan Gomez, Yarin Gal
Spotlight talk, Workshop on Bayesian Deep Learning, NeurIPS 2019

Adversarial recovery of agent rewards from latent spaces of the limit order book

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning have allowed extending inverse RL to applications with non-stationary environment dynamics unknown to the agents, arbitrary structures of reward functions and improved handling of the ambiguities inherent to the ill-posed nature of inverse RL. This is particularly relevant in real time applications on stochastic environments involving risk, like volatile financial markets. Moreover, recent work on simulation of complex environments enable learning algorithms to engage with real market data through simulations of its latent space representations, avoiding a costly exploration of the original environment. In this paper, we explore whether adversarial inverse RL algorithms can be adapted and trained within such latent space simulations from real marke... [full abstract]

Jacobo Roa Vicens, Yuanbo Wang, Virgile Mison, Yarin Gal, Ricardo Silva
NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy

Flood Detection On Low Cost Orbital Hardware

Satellite imaging is a critical technology for monitoring and responding to natural disasters such as flooding. Despite the capabilities of modern satellites, there is still much to be desired from the perspective of first response organisations like UNICEF. Two main challenges are rapid access to data, and the ability to automatically identify flooded regions in images. We describe a prototypical flood segmentation system, identifying cloud, water and land, that could be deployed on a constellation of small satellites, performing processing on board to reduce downlink bandwidth by 2 orders of magnitude. We target PhiSat-1, part of the FSSCAT mission, which is planned to be launched by the European Space Agency (ESA) near the start of 2020 as a proof of concept for this new technology.

Joshua Veitch-Michaelis, Gonzalo Mateo-Garcia, Silviu Oprea, Lewis Smith, Atılım Güneş Baydin, Dietmar Backes, Yarin Gal, Guy Schumann
Spotlight talk, Artificial Intelligence for Humanitarian Assistance and Disaster Response (AI+HADR) NeurIPS 2019 Workshop

Robust Imitative Planning: Planning from Demonstrations Under Uncertainty

Learning from expert demonstrations is an attractive framework for sequential decision-making in safety-critical domains such as autonomous driving, where trial and error learning has no safety guarantees during training. However, naïve use of imitation learning can fail by extrapolating incorrectly to unfamiliar situations, resulting in arbitrary model outputs and dangerous outcomes. This is especially true for high capacity parametric models such as deep neural networks, for processing high-dimensional observations from cameras or LIDAR. Instead, we model expert behaviour with a model able to capture uncertainty about previously unseen scenarios, as well as inherent stochasticity in expert demonstrations. We propose a framework for planning under epistemic uncertainty and also provide a practical realisation, called robust imitative planning (RIP), using an ensemble of deep neural density estimators. We demonstrate online robustness to out-of-training distribution scenarios on th... [full abstract]

Panagiotis Tigas, Angelos Filos, Rowan McAllister, Nicholas Rhinehart, Sergey Levine, Yarin Gal
NeurIPS2019 Workshop on Machine Learning for Autonomous Driving

FDL: Mission Support Challenge

The Frontier Development Lab (FDL) is a National Aeronautics and Space Administration (NASA) machine learning program with the stated aim of conducting artificial intelligence research for space exploration and all humankind with support in the European program from the European Space Agency (ESA). Interdisciplinary teams of researchers and data-scientists are brought together to tackle a range of challenging, real-world problems in the space-domain. The program primarily consists of a sprint phase during which teams tackle separate problems in the spirit of 'coopetition'. Teams are given a problem brief by real stakeholders and mentored by a range of experts. With access to exceptional computational resources, we were challenged to make a serious contribution within just eight weeks. Stated simply, our team was tasked with producing a system capable of scheduling downloads from satellites autonomously. Scheduling is a difficult problem in general, of course, complicated further i... [full abstract]

Luís F. Simões, Ben Day, Vinutha M. Shreenath, Callum Wilson, Chris Bridges, Sylvester Kaczmarek, Yarin Gal
NeurIPS 2019 Workshop on Machine Learning Competitions for All

Machine Learning for Generalizable Prediction of Flood Susceptibility

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable across different river basins, as model outputs are sensitive to site-specific parameters and human-regulated infrastructure. In contrast, statistical models implicitly account for such factors through the data on which they are trained. Such models trained primarily from remotely-sensed Earth observation data could reduce the need for extensive in-situ measurements. In this work, we develop generalizable, multi-basin models of river flooding susceptibility using geographically-distributed data from the USGS stream gauge network. Machine learning models are trained in a supervised framework to predict two measures of flood susceptibility from a mix of river basin attributes, impervious surface cover information derived from satellite imagery, and hist... [full abstract]

Chelsea Sidrane, Dylan J Fitzpatrick, Andrew Annex, Diane O’Donoghue, Piotr Bilinksi, Yarin Gal
Spotlight talk, Artificial Intelligence for Humanitarian Assistance and Disaster Response (AI+HADR) NeurIPS 2019 Workshop

Location Conditional Image Generation using Generative Adversarial Networks

Can an AI-artist instil the emotion of sense of place in its audience? Motivated by this thought, this paper presents our endeavours to make a GANs model learn the visual characteristics of locations to achieve creativity. The project’s novelty lies in addressing the problem of the hardness of GANs training for an extremely diverse dataset in a contextual setting. The project explores GANs as an impressionist artist who adds its perspective to the artwork without hampering photo realism.

Mayur Saxena, Aidan Gomez, Yarin Gal
Machine Learning for Creativity and Design NeurIPS 2019 Workshop

The Natural Neural Tangent Kernel: Neural Network Training Dynamics under Natural Gradient Descent

Gradient-based optimization methods have proven successful in learning complex, overparameterized neural networks from non-convex objectives. Yet, the precise theoretical relationship between gradient-based optimization methods, the induced training dynamics, and generalization in deep neural networks remains unclear. In this work, we investigate the training dynamics of overparameterized neural networks under natural gradient descent. Taking a function-space view of the training dynamics, we give an exact analytic solution to the training dynamics on training points. We derive a bound on the discrepancy between the distributions over functions at the global optimum of natural gradient descent and the analytic solution to the natural gradient descent training dynamics linearized around the parameters at initialization and validate our theoretical results empirically. In particular, we show that the discrepancy between the functions obtained from linearized and non-linea... [full abstract]

Tim G. J. Rudner, Florian Wenzel, Yee Whye Teh, Yarin Gal
Contributed talk, Workshop on Bayesian Deep Learning, NeurIPS 2019

Improving MFVI in Bayesian Neural Networks with Empirical Bayes: a Study with Diabetic Retinopathy Diagnosis

Specifying meaningful weight priors for variational inference in Bayesian deep neural network (DNN) is a challenging problem, particularly for scaling to larger models involving high dimensional weight space. We evaluate the recently proposed, MOdel Priors with Empirical Bayes using DNN (MOPED) method for Bayesian DNNs within the Bayesian Deep Learning (BDL) benchmarking framework. MOPED enables scalable VI in large models by providing a way to choose informed prior and approximate posterior distributions for Bayesian neural network weights using Empirical Bayes framework. We benchmark MOPED with mean field variational inference on a real-world diabetic retinopathy diagnosis task and compare with state-of-the-art BDL techniques. We demonstrate MOPED method provides reliable uncertainty estimates while outperforming state-of-the-art methods, offering a new strong baseline for the BDL community to compare on complex real-world tasks involving larger models.

Ranganath Krishnan, Mahesh Subedar, Omesh Tickoo, Angelos Filos, Yarin Gal
Workshop on Bayesian Deep Learning, NeurIPS 2019

Probabilistic Super-Resolution of Solar Magnetograms: Generating Many Explanations and Measuring Uncertainties

Machine learning techniques have been successfully applied to super-resolution tasks on natural images where visually pleasing results are sufficient. However in many scientific domains this is not adequate and estimations of errors and uncertainties are crucial. To address this issue we propose a Bayesian framework that decomposes uncertainties into epistemic and aleatoric uncertainties. We test the validity of our approach by super-resolving images of the Sun’s magnetic field and by generating maps measuring the range of possible high resolution explanations compatible with a given low resolution magnetogram.

Xavier Gitiaux, Shane Maloney, Anna Jungbluth, Carl Shneider, Atılım Güneş Baydin, Paul J. Wright, Yarin Gal, Michel Deudon, Freddie Kalaitzis, Andres Munoz-Jaramillo
Workshop on Bayesian Deep Learning, NeurIPS 2019

A Systematic Comparison of Bayesian Deep Learning Robustness in Diabetic Retinopathy Tasks

Evaluation of Bayesian deep learning (BDL) methods is challenging. We often seek to evaluate the methods' robustness and scalability, assessing whether new tools give 'better' uncertainty estimates than old ones. These evaluations are paramount for practitioners when choosing BDL tools on-top of which they build their applications. Current popular evaluations of BDL methods, such as the UCI experiments, are lacking: Methods that excel with these experiments often fail when used in application such as medical or automotive, suggesting a pertinent need for new benchmarks in the field. We propose a new BDL benchmark with a diverse set of tasks, inspired by a real-world medical imaging application on diabetic retinopathy diagnosis. Visual inputs (512x512 RGB images of retinas) are considered, where model uncertainty is used for medical pre-screening---i.e. to refer patients to an expert when model diagnosis is uncertain. Methods are then ranked according to metrics derived from expert-... [full abstract]

Angelos Filos, Sebastian Farquhar, Aidan Gomez, Tim G. J. Rudner, Zac Kenton, Lewis Smith, Milad Alizadeh, Arnoud de Kroon, Yarin Gal
Preprint, 2019
[Preprint] [BibTex] [Code]
arXiv, 2019
Spotlight talk, Workshop on Bayesian Deep Learning, NeurIPS 2019

BatchBALD: Efficient and Diverse Batch Acquisition for Deep Bayesian Active Learning

We develop BatchBALD, a tractable approximation to the mutual information between a batch of points and model parameters, which we use as an acquisition function to select multiple informative points jointly for the task of deep Bayesian active learning. BatchBALD is a greedy linear-time 1−1/e-approximate algorithm amenable to dynamic programming and efficient caching. We compare BatchBALD to the commonly used approach for batch data acquisition and find that the current approach acquires similar and redundant points, sometimes performing worse than randomly acquiring data. We finish by showing that, using BatchBALD to consider dependencies within an acquisition batch, we achieve new state of the art performance on standard benchmarks, providing substantial data efficiency improvements in batch acquisition.

Andreas Kirsch, Joost van Amersfoort, Yarin Gal
NeurIPS, 2019
[arXiv] [BibTex]

An Analysis of the Effect of Invariance on Generalization in Neural Networks

Invariance is often cited as a desirable property of machine learning systems, claimed to improve model accuracy and reduce overfitting. Empirically, invariant models often generalize better than their non-invariant counterparts. But is it possible to show that invariant models provably do so? In this paper we explore the effect of invariance on model generalization. We find strong Bayesian and frequentist motivations for enforcing invariance which leverage recent results connecting PAC-Bayes generalization bounds and the marginal likelihood. We make use of these results to perform model selection on neural networks.

Clare Lyle, Marta Kwiatkowska, Mark van der Wilk, Yarin Gal
Understanding and Improving Generalization in Deep Learning workshop, ICML, 2019

Galaxy Zoo: Probabilistic Morphology through Bayesian CNNs and Active Learning

We use Bayesian CNNs and a novel generative model of Galaxy Zoo volunteer responses to infer posteriors for the visual morphology of galaxies. Bayesian CNN can learn from galaxy images with uncertain labels and then, for previously unlabelled galaxies, predict the probability of each possible label. Using our posteriors, we apply the active learning strategy BALD to request volunteer responses for the subset of galaxies which, if labelled, would be most informative for training our network. By combining human and machine intelligence, Galaxy Zoo will be able to classify surveys of any conceivable scale on a timescale of weeks, providing massive and detailed morphology catalogues to support research into galaxy evolution.

Mike Walmsley, Lewis Smith, Chris Lintott, Yarin Gal, Steven Bamford, Hugh Dickinson, Lucy Fortson, Sandor Kruk, Karen Masters, Claudia Scarlata, Brooke Simmons, Rebecca Smethurst, Darryl Wright
Monthly Notices of the Royal Astronomical Society, 2019
[Paper] [arXiv]

An Ensemble of Bayesian Neural Networks for Exoplanetary Atmospheric Retrieval

Recent work demonstrated the potential of using machine learning algorithms for atmospheric retrieval by implementing a random forest to perform retrievals in seconds that are consistent with the traditional, computationally-expensive nested-sampling retrieval method. We expand upon their approach by presenting a new machine learning model, exttt{plan-net}, based on an ensemble of Bayesian neural networks that yields more accurate inferences than the random forest for the same data set of synthetic transmission spectra.

Adam D. Cobb, Michael D. Himes, Frank Soboczenski, Simone Zorzan, Molly D. O'Beirne, Atılım Güneş Baydin, Yarin Gal, Shawn D. Domagal-Goldman, Giada N. Arney, Daniel Angerhausen
The Astronomical Journal, 2019
[Paper] [arXiv] [Code]

Towards Inverse Reinforcement Learning for Limit Order Book Dynamics

We investigate whether Inverse Reinforcement Learning (IRL) can infer rewards from agents within real financial stochastic environments: limit order books (LOB). Our results illustrate that complex behaviours, induced by non-linear reward functions amid agent-based stochastic scenarios, can be deduced through inference, encouraging the use of inverse reinforcement learning for opponent-modelling in multi-agent systems.

Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos, Francisco Rullan, Yarin Gal, Ricardo Silva
Oral Presentation, Multi-Agent Learning Workshop at the 36th International Conference on Machine Learning, 2019
[arXiv] [BibTex]

Generalizing from a few environments in safety-critical reinforcement learning

Before deploying autonomous agents in the real world, we need to be confident they will perform safely in novel situations. Ideally, we would expose agents to a very wide range of situations during training (e.g. many simulated environments), allowing them to learn about every possible danger. But this is often impractical: simulations may fail to capture the full range of situations and may differ subtly from reality. This paper investigates generalizing from a limited number of training environments in deep reinforcement learning. Our experiments test whether agents can perform safely in novel environments, given varying numbers of environments at train time. Using a gridworld setting, we find that standard deep RL agents do not reliably avoid catastrophes on unseen environments – even after performing near optimally on 1000 training environments. However, we show that catastrophes can be significantly reduced (but not eliminated) with simple modifications, including Q-network en... [full abstract]

Zac Kenton, Angelos Filos, Owain Evans, Yarin Gal
ICLR 2019 Workshop on Safe Machine Learning

Bayesian Deep Learning for Exoplanet Atmospheric Retrieval

An ML-based retrieval framework called Intelligent exoplaNet Atmospheric RetrievAl (INARA) that consists of a Bayesian deep learning model for retrieval and a data set of 3,000,000 synthetic rocky exoplanetary spectra generated using the NASA Planetary Spectrum Generator.

Frank Soboczenski, Michael D. Himes, Molly D. O'Beirne, Simone Zorzan, Atılım Güneş Baydin, Adam D. Cobb, Yarin Gal, Daniel Angerhausen, Massimo Mascaro, Giada N. Arney, Shawn D. Domagal-Goldman
Workshop on Bayesian Deep Learning, NeurIPS 2018

On the Connection between Neural Processes and Gaussian Processes with Deep Kernels

Neural Processes (NPs) are a class of neural latent variable models that combine desirable properties of Gaussian Processes (GPs) and neural networks. Like GPs, NPs define distributions over functions and are able to estimate the uncertainty in their predictions. Like neural networks, NPs are computationally efficient during training and prediction time. We establish a simple and explicit connection between NPs and GPs. In particular, we show that, under certain conditions, NPs are mathematically equivalent to GPs with deep kernels. This result further elucidates the relationship between GPs and NPs and makes previously derived theoretical insights about GPs applicable to NPs. Furthermore, it suggests a novel approach to learning expressive GP covariance functions applicable across different prediction tasks by training a deep kernel GP on a set of datasets

Tim G. J. Rudner, Vincent Fortuin, Yee Whye Teh, Yarin Gal
Workshop on Bayesian Deep Learning, NeurIPS 2018
[Paper] [BibTex]

On the Importance of Strong Baselines in Bayesian Deep Learning

Like all sub-fields of machine learning, Bayesian Deep Learning is driven by empirical validation of its theoretical proposals. Given the many aspects of an experiment, it is always possible that minor or even major experimental flaws can slip by both authors and reviewers. One of the most popular experiments used to evaluate approximate inference techniques is the regression experiment on UCI datasets. However, in this experiment, models which have been trained to convergence have often been compared with baselines trained only for a fixed number of iterations. What we find is that if we take a well-established baseline and evaluate it under the same experimental settings, it shows significant improvements in performance. In fact, it outperforms or performs competitively with numerous to several methods that when they were introduced claimed to be superior to the very same baseline method. Hence, by exposing this flaw in experimental procedure, we highlight the importance of using... [full abstract]

Jishnu Mukhoti, Pontus Stenetorp, Yarin Gal
Workshop on Bayesian Deep Learning, NeurIPS 2018
[Paper] [arXiv] [BibTex]

Evaluating Bayesian Deep Learning Methods for Semantic Segmentation

Deep learning has been revolutionary for computer vision and semantic segmentation in particular, with Bayesian Deep Learning (BDL) used to obtain uncertainty maps from deep models when predicting semantic classes. This information is critical when using semantic segmentation for autonomous driving for example. Standard semantic segmentation systems have well-established evaluation metrics. However, with BDL's rising popularity in computer vision we require new metrics to evaluate whether a BDL method produces better uncertainty estimates than another method. In this work we propose three such metrics to evaluate BDL models designed specifically for the task of semantic segmentation. We modify DeepLab-v3+, one of the state-of-the-art deep neural networks, and create its Bayesian counterpart using MC dropout and Concrete dropout as inference techniques. We then compare and test these two inference techniques on the well-known Cityscapes dataset using our suggested metrics. Our resul... [full abstract]

Jishnu Mukhoti, Yarin Gal
[arXiv] [BibTex]

Evaluating Uncertainty Quantification in End-to-End Autonomous Driving Control

Self-driving has benefited from significant performance improvements with the rise of deep learning, with millions of miles having been driven with no human intervention. Despite this, crashes and erroneous behaviours still occur, in part due to the complexity of verifying the correctness of DNNs and a lack of safety guarantees. In this paper, we demonstrate how quantitative measures of uncertainty can be extracted in real-time, and their quality evaluated in end-to-end controllers for self-driving cars. We propose evaluation techniques for the uncertainty on two separate architectures which use the uncertainty to predict crashes up to five seconds in advance. We find that mutual information, a measure of uncertainty in classification networks, is a promising indicator of forthcoming crashes.

Rhiannon Michelmore, Marta Kwiatkowska, Yarin Gal
In submission
[arXiv] [BibTex]

Targeted Dropout

Neural networks are extremely flexible models due to their large number of parameters, which is beneficial for learning, but also highly redundant. This makes it possible to compress neural networks without having a drastic effect on performance. We introduce targeted dropout, a strategy for post hoc pruning of neural network weights and units that builds the pruning mechanism directly into learning. At each weight update, targeted dropout selects a candidate set for pruning using a simple selection criterion, and then stochastically prunes the network via dropout applied to this set. The resulting network learns to be explicitly robust to pruning, comparing favourably to more complicated regularization schemes while at the same time being extremely simple to implement, and easy to tune.

Aidan Gomez, Ivan Zhang, Kevin Swersky, Yarin Gal, Geoffrey E. Hinton
Workshop on Compact Deep Neural Networks with industrial applications, NeurIPS 2018
[Paper] [BibTex]

A Unifying Bayesian View of Continual Learning

Some machine learning applications require continual learning—where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward: Given the model posterior one would simply use this as the prior for the next task. However, exact posterior evaluation is intractable with many models, especially with Bayesian neural networks (BNNs). Instead, posterior approximations are often sought. Unfortunately, when posterior approximations are used, prior-focused approaches do not succeed in evaluations designed to capture properties of realistic continual learning use cases. As an alternative to prior-focused methods, we introduce a new approximate Bayesian derivation of the continual learning loss. Our loss does not rely on the posterior from earlier tasks, and instead adapts the model itself by changing the likelihood term. We call these approaches likelihood-focused. We then combine prior-... [full abstract]

Sebastian Farquhar, Yarin Gal
NeurIPS 2018 workshop on Bayesian Deep Learning
[Paper] [BibTex]

Using Bayesian Optimization to Find Asteroids' Pole Directions

Near-Earth asteroids (NEAs) are being discovered much faster than their shapes and other physical properties can be characterized in detail. One of the best ways to spatially resolve NEAs from the ground is with planetary radar observations. Radar echoes can be decoded in round-trip travel time and frequency to produce two-dimensional delay-Doppler images of the asteroid. Given a series of such images acquired over the course of the asteroid's rotation, one can search for the shape and other physical properties that best match the observations. However, reconstructing asteroid shapes from radar data is, like many inverse problems, a computationally intensive task. Shape modeling also requires extensive human oversight to ensure that the fitting process is finding physically reasonable results. In this paper we use Bayesian optimisation for this difficult task.

Marshall, Sean, Cobb, Adam, Raïssi, Chedy, Yarin Gal, Rozek, Agata, Busch, Michael W., Young, Grace, McGlasson, Riley
American Astronomical Society (AAS), 2018
[Citation] [BibTex]

An Empirical study of Binary Neural Networks' Optimisation

Binary neural networks using the Straight-Through-Estimator (STE) have been shown to achieve state-of-the-art results, but their training process is not well-founded. This is due to the discrepancy between the evaluated function in the forward path, and the weight updates in the back-propagation, updates which do not correspond to gradients of the forward path. Efficient convergence and accuracy of binary models often rely on careful fine-tuning and various ad-hoc techniques. In this work, we empirically identify and study the effectiveness of the various ad-hoc techniques commonly used in the literature, providing best-practices for efficient training of binary models. We show that adapting learning rates using second moment methods is crucial for the successful use of the STE, and that other optimisers can easily get stuck in local minima. We also find that many of the commonly employed tricks are only effective towards the end of the training, with these methods making early sta... [full abstract]

Milad Alizadeh, Javier Fernández-Marqués, Nicholas D. Lane, Yarin Gal
International Conference on Learning Representations (ICLR), 2019
[Paper] [Code]

BRUNO: A Deep Recurrent Model for Exchangeable Data

We present a novel model architecture which leverages deep learning tools to perform exact Bayesian inference on sets of high dimensional, complex observations. Our model is provably exchangeable, meaning that the joint distribution over observations is invariant under permutation: this property lies at the heart of Bayesian inference. The model does not require variational approximations to train, and new samples can be generated conditional on previous samples, with cost linear in the size of the conditioning set. The advantages of our architecture are demonstrated on learning tasks that require generalisation from short observed sequences while modelling sequence variability, such as conditional image generation, few-shot learning, and anomaly detection.

Iryna Korshunova, Jonas Degrave, Ferenc Huszár, Yarin Gal, Arthur Gretton, Joni Dambre
arXiv, 2018
[arXiv] [BibTex]
NIPS, 2018
[Paper] [BibTex]

Sufficient Conditions for Idealised Models to Have No Adversarial Examples: a Theoretical and Empirical Study with Bayesian Neural Networks

We prove, under two sufficient conditions, that idealised models can have no adversarial examples. We discuss which idealised models satisfy our conditions, and show that idealised Bayesian neural networks (BNNs) satisfy these. We continue by studying near-idealised BNNs using HMC inference, demonstrating the theoretical ideas in practice. We experiment with HMC on synthetic data derived from MNIST for which we know the ground-truth image density, showing that near-perfect epistemic uncertainty correlates to density under image manifold, and that adversarial images lie off the manifold in our setting. This suggests why MC dropout, which can be seen as performing approximate inference, has been observed to be an effective defence against adversarial examples in practice; We highlight failure-cases of non-idealised BNNs relying on dropout, suggesting a new attack for dropout models and a new defence as well. Lastly, we demonstrate the defence on a cats-vs-dogs image classification ta... [full abstract]

Lewis Smith, Yarin Gal
arXiv, 2018
[arXiv] [BibTex]

Automating Asteroid Shape Modeling From Radar Images

Characterizing the shapes and spin states of near-Earth asteroids is essential both for trajectory predictions to rule out potential future Earth impacts and for planning spacecraft missions. But reconstructing objects’ shapes and spins from delay-Doppler data is a computationally intensive inversion problem. We implement a Bayesian optimization routine that uses SHAPE to autonomously search the space of spin-state parameters, yielding spin state constraints within a factor of 3 less computer runtime and minimal human supervision. These routines are now being incorporated into radar data processing pipelines at Arecibo.

Michael W. Busch, Agata Rozek, Sean Marshall, Grace Young, Adam Cobb, Chedy Raissi, Yarin Gal, Lance Benner, Shantanu Naidu, Marina Brozovic, Patrick Taylor
COSPAR (Committee on Space Research) Assembly, 2018
[Program] [Blog Post (Adam Cobb)] [BibTex]

Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam

Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to maximum-likelihood methods. In this paper, we propose new natural-gradient algorithms to reduce such efforts for Gaussian mean-field VI. Our algorithms can be implemented within the Adam optimizer by perturbing the network weights during gradient evaluations, and uncertainty estimates can be cheaply obtained by using the vector that adapts the learning rate. This requires lower memory, computation, and implementation effort than existing VI methods, while obtaining uncertainty estimates of comparable quality. Our empirical results confirm this and further suggest that the weight-perturbation in our algorithm could be useful for exploration in reinforcement learning and stochastic optimization.

Mohammad Emtiyaz Khan, Didrik Nielsen, Voot Tangkaratt, Wu Lin, Yarin Gal, Akash Srivastava
ICML, 2018
[Paper] [arXiv] [BibTex]

Differentially private continual learning

Catastrophic forgetting can be a significant problem for institutions that must delete historic data for privacy reasons. For example, hospitals might not be able to retain patient data permanently. But neural networks trained on recent data alone will tend to forget lessons learned on old data. We present a differentially private continual learning framework based on variational inference. We estimate the likelihood of past data given the current model using differentially private generative models of old datasets. The differentially private training has no detrimental impact on our architecture's continual learning performance, and still outperforms the current state-of-the-art non-private continual learning.

Sebastian Farquhar, Yarin Gal
Privacy in Machine Learning and Artificial Intelligence workshop, ICML, 2018
[Paper] [BibTex]

Loss-Calibrated Approximate Inference in Bayesian Neural Networks

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application, and therefore cannot guarantee optimal predictions for a given task. To make more suitable task-specific approximations, we introduce a new loss-calibrated evidence lower bound for Bayesian neural networks in the context of supervised learning, informed by Bayesian decision theory. By introducing a lower bound that depends on a utility function, we ensure that our approximation achieves higher utility than traditional methods for applications that have asymmetric utility functions. Furthermore, in using dropout inference, we highlight that our new objective is identical to that of standard dropout neural networks, with an additional utility-dependent penalty term. We demonstrate our new loss-calibrated model with an illustrative medical example ... [full abstract]

Adam D. Cobb, Stephen J. Roberts, Yarin Gal
Theory of deep learning workshop, ICML, 2018
[arXiv] [Code] [BibTex]

Using Pre-trained Full-Precision Models to Speed Up Training Binary Networks For Mobile Devices

Binary Neural Networks (BNNs) are well-suited for deploying Deep Neural Networks (DNNs) to small embedded devices but state-of-the-art BNNs need to be trained from scratch. We show how weights from a trained full-precision model can be used to speed-up training binary networks. We show that for CIFAR-10, accuracies within 1% of the full-precision model can be achieved in just 5 epochs.

Milad Alizadeh, Nicholas D. Lane, Yarin Gal
16th ACM International Conference on Mobile Systems (MobiSys), 2018
[Abstract] [BibTex]

Towards Robust Evaluations of Continual Learning

Continual learning experiments used in current deep learning papers do not faithfully assess fundamental challenges of learning continually, masking weak-points of the suggested approaches instead. We study gaps in such existing evaluations, proposing essential experimental evaluations that are more representative of continual learning's challenges, and suggest a re-prioritization of research efforts in the field. We show that current approaches fail with our new evaluations and, to analyse these failures, we propose a variational loss which unifies many existing solutions to continual learning under a Bayesian framing, as either 'prior-focused' or 'likelihood-focused'. We show that while prior-focused approaches such as EWC and VCL perform well on existing evaluations, they perform dramatically worse when compared to likelihood-focused approaches on other simple tasks.

Sebastian Farquhar, Yarin Gal
Lifelong Learning: A Reinforcement Learning Approach workshop, ICML, 2018
[arXiv] [BibTex]

Understanding Measures of Uncertainty for Adversarial Example Detection

Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive entropy and mutual information, each capturing different types of uncertainty. We study these measures, and shed light on why mutual information seems to be effective at the task of adversarial example detection. We highlight failure modes for MC dropout, a widely used approach for estimating uncertainty in deep models. This leads to an improved understanding of the drawbacks of current methods, and a proposal to improve the quality of uncertainty estimates using probabilistic model ensembles. We give illustrative experiments using MNIST to demonstrate the intuition underlying the different measures of uncertainty, as well as experiments on a real world Kaggle dogs vs cats classification dataset.

Lewis Smith, Yarin Gal
UAI, 2018
[Paper] [arXiv] [BibTex]

Vprop: Variational Inference using RMSprop

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for variational inference that can be implemented with two minor changes to the off-the-shelf RMSprop optimizer. Vprop also reduces the memory requirements of Black-Box Variational Inference by half. We derive Vprop using the conjugate-computation variational inference method, and establish its connections to Newton’s method, natural-gradient methods, and extended Kalman filters. Overall, this paper presents Vprop as a principled, computationally-efficient, and easy-to-implement method for Bayesian deep learning.

Mohammad Emtiyaz Khan, Zuozhu Liu, Voot Tangkaratt, Yarin Gal
Bayesian Deep Learning workshop, NIPS, 2017
[Paper] [arXiv] [BibTex]
More publications on Google Scholar.

Reproducibility and Code

Machine Learning Summer School (MLSS) Moscow: Bayesian Deep Learning 101

Slide decks from the Bayesian Deep Learning talks at the Machine Learning Summer School (MLSS) Moscow, with uncertainty demoes and practical tutorials in sampling functions and active learning (practical credit: Ivan Nazarov).

Yarin Gal

Code for Bayesian Deep Learning Benchmarks

In order to make real-world difference with Bayesian Deep Learning (BDL) tools, the tools must scale to real-world settings. And for that we, the research community, must be able to evaluate our inference tools (and iterate quickly) with real-world benchmark tasks. We should be able to do this without necessarily worrying about application-specific domain knowledge, like the expertise often required in medical applications for example. We require benchmarks to test for inference robustness, performance, and accuracy, in addition to cost and effort of development. These benchmarks should be at a variety of scales, ranging from toy MNIST-scale benchmarks for fast development cycles, to large data benchmarks which are truthful to real-world applications, capturing their constraints.

Angelos Filos, Sebastian Farquhar, Aidan Gomez, Tim G. J. Rudner, Zac Kenton, Lewis Smith, Milad Alizadeh, Yarin Gal

Code for "An Ensemble of Bayesian Neural Networks for Exoplanetary Atmospheric Retrieval"

Recent work demonstrated the potential of using machine learning algorithms for atmospheric retrieval by implementing a random forest to perform retrievals in seconds that are consistent with the traditional, computationally-expensive nested-sampling retrieval method. We expand upon their approach by presenting a new machine learning model, exttt{plan-net}, based on an ensemble of Bayesian neural networks that yields more accurate inferences than the random forest for the same data set of synthetic transmission spectra.

Code, Publication
Adam D. Cobb, Michael D. Himes, Frank Soboczenski, Simone Zorzan, Molly D. O'Beirne, Atılım Güneş Baydin, Yarin Gal, Shawn D. Domagal-Goldman, Giada N. Arney, Daniel Angerhausen

FDL2017: Lunar Water and Volatiles

This repository represents the work of the Frontier Development Labs 2017: Lunar Water and Volatiles team.

NASA’s LCROSS mission indicated that water is present in the permanently shadowed regions of the Lunar poles. Water is a key resource for human spaceflight, not least for astronaut life-support but also as an ingredient for rocket fuels.

It is important that the presence of Lunar water is further quantified through rover missions such as NASA’s Resource Prospector (RP). RP will be required to traverse the lunar polar regions and evaluate water distribution by periodically drilling to suitable depths to retrieve samples for analysis.

In order to maximise the value of RP and of future missions, it is important for robust and effective plans to be constructed. This year’s LWAV team began by replicating traverse planning algorithms currently in use by NASA JPL. However, when beginning an automated search for maximally lengthed traverses an opportunity became apparent.

Current maps of the Lunar surface are in large composed from optical images captured by the Lunar Reconnaissance Orbiter (LRO) mission. For our study we were largely interested in optical images from the LRO Narrow Angled Camera (NAC), and elevation measures from the Lunar Orbiter Laser Altimeter Digital Elevation Model (LOLA DEM)….

Dietmar Backes, Timothy Seabrook, Eleni Bohacek, Anthony Dobrovolskis, Casey Handmer, Yarin Gal

Blog Posts

13 OATML Conference papers at NeurIPS 2021

OATML group members and collaborators are proud to present 13 papers at NeurIPS 2021 main conference. …

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Jannik Kossen, Neil Band, Aidan Gomez, Clare Lyle, Tim G. J. Rudner, Yarin Gal, Binxin (Robin) Ru, Clare Lyle, Lisa Schut, Atılım Güneş Baydin, Tim G. J. Rudner, Andrew Jesson, Panagiotis Tigas, Joost van Amersfoort, Andreas Kirsch, Pascal Notin, Angelos Filos, 11 Oct 2021

Introducing the Shifts Challenge

We have released the Shifts benchmark for robustness and uncertainty quantification, along with our accompanying NeurIPS 2021 Challenge! We believe that Shifts, which includes the largest vehicle motion prediction dataset to date, will become the standard large-scale evaluation suite for uncertainty and robustness in machine learning. …

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Neil Band, Andrey Malinin, Panagiotis Tigas, Yarin Gal, 06 Aug 2021

21 OATML Conference and Workshop papers at ICML 2021

OATML group members and collaborators are proud to present 21 papers at ICML 2021, including 7 papers at the main conference and 14 papers at various workshops. Group members will also be giving invited talks and participate in panel discussions at the workshops. …

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Angelos Filos, Clare Lyle, Jannik Kossen, Sebastian Farquhar, Tom Rainforth, Andrew Jesson, Sören Mindermann, Tim G. J. Rudner, Oscar Key, Binxin (Robin) Ru, Pascal Notin, Panagiotis Tigas, Andreas Kirsch, Jishnu Mukhoti, Joost van Amersfoort, Lisa Schut, Muhammed Razzak, Aidan Gomez, Jan Brauner, Yarin Gal, 17 Jul 2021

Why I Wouldn't Trust OpenAI's CLIP to Drive My Car

Massive models pre-trained on web-scraped data might be harmful to your downstream application, since their robustness is tightly tied to the way their data was curated. …

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Yarin Gal, 27 Jun 2021

When causal inference fails - detecting violated assumptions with uncertainty-aware models

NeurIPS 2020. Tl;dr: Uncertainty-aware deep models can identify when some causal-effect inference assumptions are violated.

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Andrew Jesson, Sören Mindermann, Uri Shalit, Yarin Gal, 08 Dec 2020

22 OATML Conference and Workshop papers at NeurIPS 2020

OATML group members and collaborators are proud to be presenting 22 papers at NeurIPS 2020. Group members are also co-organising various events around NeurIPS, including workshops, the NeurIPS Meet-Up on Bayesian Deep Learning and socials. …

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Muhammed Razzak, Panagiotis Tigas, Angelos Filos, Atılım Güneş Baydin, Andrew Jesson, Andreas Kirsch, Clare Lyle, Freddie Kalaitzis, Jan Brauner, Jishnu Mukhoti, Lewis Smith, Lisa Schut, Mizu Nishikawa-Toomey, Oscar Key, Binxin (Robin) Ru, Sebastian Farquhar, Sören Mindermann, Tim G. J. Rudner, Yarin Gal, 04 Dec 2020

Is Mean-field Good Enough for Variational Inference in Bayesian Neural Networks?

NeurIPS 2020. Tl,dr; the bigger your model, the easier it is to be approximately Bayesian. When doing Variational Inference with large Bayesian Neural Networks, we feel practically forced to use the mean-field approximation. But ‘common knowledge’ tells us this is a bad approximation, leading to many expensive structured covariance methods. This work challenges ‘common knowledge’ regarding large neural networks, where the complexity of the network structure allows simple variational approximations to be effective. …

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Sebastian Farquhar, Lewis Smith, Yarin Gal, 29 Nov 2020

13 OATML Conference and Workshop papers at ICML 2020

We are glad to share the following 13 papers by OATML authors and collaborators to be presented at this ICML conference and workshops …

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Angelos Filos, Sebastian Farquhar, Tim G. J. Rudner, Lewis Smith, Lisa Schut, Tom Rainforth, Panagiotis Tigas, Pascal Notin, Andreas Kirsch, Clare Lyle, Joost van Amersfoort, Jishnu Mukhoti, Yarin Gal, 10 Jul 2020

Can Autonomous Vehicles Identify, Recover From, and Adapt to Distribution Shifts?

In autonomous driving, we generally train models on diverse data to maximize the coverage of possible situations the vehicle may encounter at deployment. Global data coverage would be ideal, but impossible to collect, necessitating methods that can generalize safely to new scenarios. As human drivers, we do not need to re-learn how to drive in every city, even though every city is unique. Hence, we’d like a system trained in Pittsburgh and Los Angeles to also be safe when deployed in New York, where the landscape and behaviours of the drivers is different. …

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Angelos Filos, Panagiotis Tigas, Rowan McAllister, Nicholas Rhinehart, Sergey Levine, Yarin Gal, 09 Jul 2020

A Guide to Writing the NeurIPS Impact Statement

From improved disease screening to authoritarian surveillance, ML advances will have positive and negative social impacts. Policymakers are struggling to understand these advances, to build policies that amplify the benefits and mitigate the risks. ML researchers need to be part of this conversation: to help anticipate novel ML applications, assess the social implications, and promote initiatives to steer research and society in beneficial directions.

Innovating in this respect, NeurIPS has introduced a requirement that all paper submissions include a statement of the “potential broader impact of their work, including its ethical aspects and future societal consequences.” This is an exciting innovation in scientifically informed governance of technology (Hecht et al 2018 & Hecht 2020). It is also an opportunity for authors to think about and better explain the motivation and context for their research to other scientists.

Over time, the exercise of assessing impact could enhance the ML community’s expertise in technology governance, and otherwise help build bridges to other researchers and policymakers. Doing this well, however, will be a challenge. To help maximize the chances of success, we — a team of AI governance, AI ethics, and machine learning (ML) researchers — have compiled some suggestions and an (unofficial) guide for how to do this. …

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Carolyn Ashurst, Markus Anderljung, Carina Prunkl, Jan Leike, Yarin Gal, Toby Shevlane, Allan Dafoe, 13 May 2020

Beyond Discrete Support in Large-scale Bayesian Deep Learning

Most of the scalable methods for Bayesian deep learning give approximate posteriors with ‘discrete support’, which is unsuitable for Bayesian updating. Mean-field variational inference could work, but we show that it fails in high dimensions because of the ‘soap-bubble’ pathology of multivariate Gaussians. We introduce a novel approximating posterior, Radial BNNs, that give you the distribution you intuitively imagine when you think about multi-variate Gaussians in high dimensions. Repo at …

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Sebastian Farquhar, Michael Osborne, Yarin Gal, 22 Apr 2020

25 OATML Conference and Workshop papers at NeurIPS 2019

We are glad to share the following 25 papers by OATML authors and collaborators to be presented at this NeurIPS conference and workshops. …

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Angelos Filos, Sebastian Farquhar, Aidan Gomez, Tim G. J. Rudner, Zac Kenton, Lewis Smith, Milad Alizadeh, Tom Rainforth, Panagiotis Tigas, Andreas Kirsch, Clare Lyle, Joost van Amersfoort, Yarin Gal, 08 Dec 2019

Poor generalization can be dangerous in RL!

We want to develop reinforcement learning (RL) agents that can be trusted to act in high-stakes situations in the real world. That means we need to generalize about common dangers that we might have experienced before, but in an unseen setting. For example, we know it is dangerous to touch a hot oven, even if it’s in a room we haven’t been in before. …

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Zac Kenton, Angelos Filos, Yarin Gal, 02 Jul 2019

Human in the Loop: Deep Learning without Wasteful Labelling

In Active Learning we use a “human in the loop” approach to data labelling, reducing the amount of data that needs to be labelled drastically, and making machine learning applicable when labelling costs would be too high otherwise. In our paper [1] we present BatchBALD: a new practical method for choosing batches of informative points in Deep Active Learning which avoids labelling redundancies that plague existing methods. Our approach is based on information theory and expands on useful intuitions. We have also made our implementation available on GitHub at …

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Andreas Kirsch, Joost van Amersfoort, Yarin Gal, 24 Jun 2019

Bayesian Deep Learning Benchmarks

In order to make real-world difference with Bayesian Deep Learning (BDL) tools, the tools must scale to real-world settings. And for that we, the research community, must be able to evaluate our inference tools (and iterate quickly) with real-world benchmark tasks. We should be able to do this without necessarily worrying about application-specific domain knowledge, like the expertise often required in medical applications for example. We require benchmarks to test for inference robustness, performance, and accuracy, in addition to cost and effort of development. These benchmarks should be at a variety of scales, ranging from toy MNIST-scale benchmarks for fast development cycles, to large data benchmarks which are truthful to real-world applications, capturing their constraints. …

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Angelos Filos, Sebastian Farquhar, Aidan Gomez, Tim G. J. Rudner, Zac Kenton, Lewis Smith, Milad Alizadeh, Yarin Gal, 14 Jun 2019

Are you looking to do a PhD in machine learning? Did you do a PhD in another field and want to do a postdoc in machine learning? Would you like to visit the group?

How to apply


We are located at
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