Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required for accurate integration. In this paper, we introduce an inference process that maps complex systems into a simplified representational space and models large jumps in time. To achieve this, we propose Time-lagged Information Bottleneck (T-IB), a principled objective rooted in information theory, which aims to capture relevant temporal features while discarding high-frequency information to simplify the simulation task and minimize the inference error. Our experiments demonstrate that T-IB learns information-optimal representations for accurately modeling the statistical properties and dynamics of the original process at a selected time lag, outperforming existing time-lagged dimensionality reduction methods.

Unstructured neural network pruning algorithms have achieved impressive compression ratios. However, the resulting-typically irregular-sparse matrices hamper efficient hardware implementations, leading to additional memory usage and complex control logic that diminishes the benefits of unstructured pruning. This has spurred structured coarse-grained pruning solutions that prune entire feature maps or even layers, enabling efficient implementation at the expense of reduced flexibility. Here, we propose a flexible new pruning mechanism that facilitates pruning at different granularities (weights, kernels, and feature maps) while retaining efficient memory organization (e.g., pruning exactly k -out-of- n weights for every output neuron or pruning exactly k -out-of- n kernels for every feature map). We refer to this algorithm as dynamic probabilistic pruning (DPP). DPP leverages the Gumbel-softmax relaxation for differentiable k -out-of- n sampling, facilitating end-to-end optimization. We show that DPP achieves competitive compression ratios and classification accuracy when pruning common deep learning models trained on different benchmark datasets for image classification. Relevantly, the dynamic masking of DPP facilitates for joint optimization of pruning and weight quantization in order to even further compress the network, which we show as well. Finally, we propose novel information-theoretic metrics that show the confidence and pruning diversity of pruning masks within a layer.

Time-dependent partial differential equations (PDEs) are ubiquitous in science and engineering. Recently, mostly due to the high computational cost of traditional solution techniques, deep neural network based surrogates have gained increased interest. The practical utility of such neural PDE solvers relies on their ability to provide accurate, stable predictions over long time horizons, which is a notoriously hard problem. In this work, we present a large-scale analysis of common temporal rollout strategies, identifying the neglect of non-dominant spatial frequency information, often associated with high frequencies in PDE solutions, as the primary pitfall limiting stable, accurate rollout performance. Based on these insights, we draw inspiration from recent advances in diffusion models to introduce PDE-Refiner; a novel model class that enables more accurate modeling of all frequency components via a multistep refinement process. We validate PDE-Refiner on challenging benchmarks of complex fluid dynamics, demonstrating stable and accurate rollouts that consistently outperform state-of-the-art models, including neural, numerical, and hybrid neural-numerical architectures. We further demonstrate that PDE-Refiner greatly enhances data efficiency, since the denoising objective implicitly induces a novel form of spectral data augmentation. Finally, PDE-Refiner's connection to diffusion models enables an accurate and efficient assessment of the model's predictive uncertainty, allowing us to estimate when the surrogate becomes inaccurate.

Subsampling a signal of interest can reduce costly data transfer, battery drain, radiation exposure and acquisition time in a wide range of problems. The recently proposed Deep Probabilistic Subsampling (DPS) method effectively integrates subsampling in an end-to-end deep learning model, but learns a static pattern for all datapoints. We generalize DPS to a sequential method that actively picks the next sample based on the information acquired so far; dubbed Active-DPS (A-DPS). We validate that A-DPS improves over DPS for MNIST classification at high subsampling rates. Moreover, we demonstrate strong performance in active acquisition Magnetic Resonance Image (MRI) reconstruction, outperforming DPS and other deep learning methods.

Compressed sensing (CS) MRI relies on adequate under-sampling of the k-space to accelerate the acquisition without compromising image quality. Consequently, the design of optimal sampling patterns for these k-space coefficients has received significant attention, with many CS MRI methods exploiting variable-density probability distributions. Realizing that an optimal sampling pattern may depend on the downstream task (e.g. image reconstruction, segmentation, or classification), we here propose joint learning of both task-adaptive k-space sampling and a subsequent model-based proximal-gradient recovery network. The former is enabled through a probabilistic generative model that leverages the Gumbel-softmax relaxation to sample across trainable beliefs while maintaining differentiability. The proposed combination of a highly flexible sampling model and a model-based (sampling-adaptive) image reconstruction network facilitates exploration and efficient training, yielding improved MR image quality compared to other sampling baselines.

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the approximate posterior in the hope of improving performance. In contrast, here we share a curious experimental finding that suggests instead restricting the variational distribution to a more compact parameterization. For a variety of deep Bayesian neural networks trained using Gaussian mean-field variational inference, we find that the posterior standard deviations consistently exhibit strong low-rank structure after convergence. This means that by decomposing these variational parameters into a low-rank factorization, we can make our variational approximation more compact without decreasing the models’ performance. Furthermore, we find that such factorized parameterizations improve the signal-to-noise ratio of stochastic gradient estimates of the variational lower bound, resulting in faster convergence.

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic progress and the promise of improved uncertainty quantification and sample efficiency there are—as of early 2020—no publicized deployments of Bayesian neural networks in industrial practice. In this work we cast doubt on the current understanding of Bayes posteriors in popular deep neural networks: we demonstrate through careful MCMC sampling that the posterior predictive induced by the Bayes posterior yields systematically worse predictions when compared to simpler methods including point estimates obtained from SGD. Furthermore, we demonstrate that predictive performance is improved significantly through the use of a “cold posterior” that overcounts evidence. Such cold posteriors sharply deviate from the Bayesian paradigm but are commonly used as heuristic in Bayesian deep learning papers. We put forward several hypotheses that could explain cold posteriors and evaluate the hypotheses through experiments. Our work questions the goal of accurate posterior approximations in Bayesian deep learning: If the true Bayes posterior is poor, what is the use of more accurate approximations? Instead, we argue that it is timely to focus on understanding the origin of cold posteriors.

Limitations on bandwidth and power consumption impose strict bounds on data rates of diagnostic imaging systems. Consequently, the design of suitable (i.e. task- and data-aware) compression and reconstruction techniques has attracted considerable attention in recent years. Compressed sensing emerged as a popular framework for sparse signal reconstruction from a small set of compressed measurements. However, typical compressed sensing designs measure a (non)linearly weighted combination of all input signal elements, which poses practical challenges. These designs are also not necessarily task-optimal. In addition, real-time recovery is hampered by the iterative and time-consuming nature of sparse recovery algorithms. Recently, deep learning methods have shown promise for fast recovery from compressed measurements, but the design of adequate and practical sensing strategies remains a challenge. Here, we propose a deep learning solution termed Deep Probabilistic Sub-sampling (DPS), that enables joint optimization of a task-adaptive sub-sampling pattern and a subsequent neural task model in an end-to-end fashion. Once learned, the task-based sub-sampling patterns are fixed and straightforwardly implementable, e.g. by non-uniform analog-to-digital conversion, sparse array design, or slow-time ultrasound pulsing schemes. The effectiveness of our framework is demonstrated in-silico for sparse signal recovery from partial Fourier measurements, and in-vivo for both anatomical image and tissue-motion (Doppler) reconstruction from sub-sampled medical ultrasound imaging data.

We propose a novel deep learning method for local self-supervised representation learning that does not require labels nor end-to-end backpropagation but exploits the natural order in data instead. Inspired by the observation that biological neural networks appear to learn without backpropagating a global error signal, we split a deep neural network into a stack of gradient-isolated modules. Each module is trained to maximally preserve the information of its inputs using the InfoNCE bound from Oord et al [2018]. Despite this greedy training, we demonstrate that each module improves upon the output of its predecessor, and that the representations created by the top module yield highly competitive results on downstream classification tasks in the audio and visual domain. The proposal enables optimizing modules asynchronously, allowing large-scale distributed training of very deep neural networks on unlabelled datasets.

Online evaluation methods for information retrieval use implicit signals such as clicks from users to infer preferences between rankers. A highly sensitive way of inferring these preferences is through interleaved comparisons. Recently, interleaved comparisons methods that allow for simultaneous evaluation of more than two rankers have been introduced. These so-called multileaving methods are even more sensitive than their interleaving counterparts. Probabilistic interleaving--whose main selling point is the potential for reuse of historical data--has no multileaving counterpart yet. We propose probabilistic multileave and empirically show that it is highly sensitive and unbiased. An important implication of this result is that historical interactions with multileaved comparisons can be reused, allowing for ranker comparisons that need much less user interaction data. Furthermore, we show that our method, as opposed to earlier sensitive multileaving methods, scales well when the number of rankers increases.