UAI 2023 Papers

Conference on Uncertainty in Artificial Intelligence

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243papers

Counted from the official paper list; may differ slightly from the number the conference announced.

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A Data-Driven State Aggregation Approach for Dynamic Discrete Choice Models

Sinong Geng, houssam nassif, Carlos A. Manzanares

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In dynamic discrete choice models, a commonly studied problem is estimating parameters of agent reward functions (also known as ’structural’ parameters) using agent behavioral data. This task is also known as inverse reinforcement learning. Maximum likelihood estimation for such models requires dynamic programming, which is limited by the curse of dimensionality [Bellman, 1957]. In this work, we present a novel algorithm that provides a data-driven method for selecting and aggregating states, which lowers the computational and sample complexity of estimation. Our method works in two stages. First, we estimate agent Qfunctions, and leverage them alongside a clustering algorithm to select a subset of states that are most pivotal for driving changes in Q-functions. Second, with these selected "aggregated" states, we conduct maximum likelihood estimation using a popular nested fixed-point algorithm [Rust, 1987]. The proposed two-stage approach mitigates the curse of dimensionality by reducing the problem dimension. Theoretically, we derive finite-sample bounds on the associated estimation error, which also characterize the trade-off of computational complexity, estimation error, and sample complexity. We demonstrate the empirical performance of the algorithm in two classic dynamic discrete choice estimation applications.

Poster
A Bayesian approach for bandit online optimization with switching cost

Zai Shi, Jian Tan, Feifei Li

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As a classical problem, online optimization with switching cost has been studied for a long time due to its wide applications in various areas. However, few works have investigated the bandit setting where both the forms of the main cost function $f(x)$ evaluated at state $x$ and the switching cost function $c(x, y)$ of transitioning from state $x$ to $y$ are unknown. In this paper, we consider the situation when $\left(f(x_t)+\varepsilon_t,\,{c}(x_t, x_{t-1})\right)$ can be observed with noise $\varepsilon_t$ after making a decision $x_t$ at time $t$, aiming to minimize the expected total cost within a time horizon. To solve this problem, we propose two algorithms from a Bayesian approach, named Greedy Search and Alternating Search, respectively. They have different theoretical guarantees of competitive ratios under mild regularity conditions, and the latter algorithm achieves a faster running speed. Using simulations of two classical black-box optimization problems, we demonstrate the superior performance of our algorithms compared with the classical method.

Poster
$E(2)$-Equivariant Vision Transformer

Renjun Xu, Kaifan Yang, Ke Liu, Fengxiang He

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Vision Transformer (ViT) has achieved remarkable performance in computer vision. However, positional encoding in ViT makes it substantially difficult to learn the intrinsic equivariance in data. Ini- tial attempts have been made on designing equiv- ariant ViT but are proved defective in some cases in this paper. To address this issue, we design a Group Equivariant Vision Transformer (GE-ViT) via a novel, effective positional encoding opera- tor. We prove that GE-ViT meets all the theoreti- cal requirements of an equivariant neural network. Comprehensive experiments are conducted on standard benchmark datasets, demonstrating that GE-ViT significantly outperforms non-equivariant self-attention networks. The code is available at https://github.com/ZJUCDSYangKaifan/GEVit.

Poster