Probabilistic machine learning

Ensembles of machine learning models yield improved system performance as well as robust and interpretable uncertainty estimates; however, their inference costs can be prohibitively high. Ensemble Distribution Distillation (EnD^2) is an approach that allows a single model to efficiently capture both the predictive performance and uncertainty estimates of an ensemble. For classification, this is achieved by training a Dirichlet distribution over the ensemble members' output distributions via the maximum likelihood criterion. Although theoretically principled, this work shows that the criterion exhibits poor convergence when applied to large-scale tasks where the number of classes is very high. Specifically, we show that for the Dirichlet log-likelihood criterion classes with low probability induce larger gradients than high-probability classes. Hence during training the model focuses on the distribution of the ensemble tail-class probabilities rather than the probability of the correct and closely related classes. We propose a new training objective which minimizes the reverse KL-divergence to a Proxy-Dirichlet target derived from the ensemble. This loss resolves the gradient issues of EnD^2, as we demonstrate both theoretically and empirically on the ImageNet, LibriSpeech, and WMT17 En-De datasets containing 1000, 5000, and 40,000 classes, respectively.

Neural Machine Translation (NMT) is known to suffer from a beam-search problem: after a certain point, increasing beam size causes an overall drop in translation quality. This effect is especially pronounced for long sentences. While much work was done analyzing this phenomenon, primarily for autoregressive NMT models, there is still no consensus on its underlying cause. In this work, we analyze errors that cause major quality degradation with large beams in NMT and Automatic Speech Recognition (ASR). We show that a factor that strongly contributes to the quality degradation with large beams is dataset length-bias - NMT datasets are strongly biased towards short sentences. To mitigate this issue, we propose a new data augmentation technique – Multi-Sentence Resampling (MSR). This technique extends the training examples by concatenating several sentences from the original dataset to make a long training example. We demonstrate that MSR significantly reduces degradation with growing beam size and improves final translation quality on the IWSTL15 En-Vi, IWSTL17 En-Fr, and WMT14 En-De datasets.

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored for models based on gradient boosting. However, gradient boosting often achieves state-of-the-art results on tabular data. This work examines a probabilistic ensemble-based framework for deriving uncertainty estimates in the predictions of gradient boosting classification and regression models. We conducted experiments on a range of synthetic and real datasets and investigated the applicability of ensemble approaches to gradient boosting models that are themselves ensembles of decision trees. Our analysis shows that ensembles of gradient boosting models successfully detect anomalous inputs while having limited ability to improve the predicted total uncertainty. Importantly, we also propose a concept of a virtual ensemble to get the benefits of an ensemble via only one gradient boosting model, which significantly reduces complexity.