Two paradigms have been widely studied to deal with such uncertainty.

Neural Information Processing Systems http://nips.cc/

Many learning tasks can find their counterpart problems in control fields.

Counterfactual reasoning typically involves considering alternatives to actual events. While often applied to understand past events, a distinct form-forward counterfactual reasoning-focuses on anticipating plausible future developments. This type of reasoning is invaluable in dynamic financial markets, where anticipating market developments can powerfully unveil potential risks and opportunities for stakeholders, guiding their decision-making. However, performing this at scale is challenging due to the cognitive demands involved, underscoring the need for automated solutions. LLMs offer promise, but remain unexplored for this application. To address this gap, we introduce a novel benchmark, FIN-FORCE-FINancial FORward Counterfactual Evaluation. By curating financial news headlines and providing structured evaluation, FIN-FORCE supports LLM based forward counterfactual generation. This paves the way for scalable and automated solutions for exploring and anticipating future market developments, thereby providing structured insights for decision-making. Through experiments on FIN-FORCE, we evaluate state-of-the-art LLMs and counterfactual generation methods, analyzing their limitations and proposing insights for future research. We release the benchmark, supplementary data and all experimental codes at the following link: https://github.com/keanepotato/fin_force

Graph Neural Networks (GNNs) are the dominant architecture for molecular machine learning, particularly for molecular property prediction and machine learning interatomic potentials (MLIPs). GNNs perform message passing on predefined graphs often induced by a fixed radius cutoff or k-nearest neighbor scheme. While this design aligns with the locality present in many molecular tasks, a hard-coded graph can limit expressivity due to the fixed receptive field and slows down inference with sparse graph operations. In this work, we investigate whether pure, unmodified Transformers trained directly on Cartesian coordinates$\unicode{x2013}$without predefined graphs or physical priors$\unicode{x2013}$can approximate molecular energies and forces. As a starting point for our analysis, we demonstrate how to train a Transformer to competitive energy and force mean absolute errors under a matched training compute budget, relative to a state-of-the-art equivariant GNN on the OMol25 dataset. We discover that the Transformer learns physically consistent patterns$\unicode{x2013}$such as attention weights that decay inversely with interatomic distance$\unicode{x2013}$and flexibly adapts them across different molecular environments due to the absence of hard-coded biases. The use of a standard Transformer also unlocks predictable improvements with respect to scaling training resources, consistent with empirical scaling laws observed in other domains. Our results demonstrate that many favorable properties of GNNs can emerge adaptively in Transformers, challenging the necessity of hard-coded graph inductive biases and pointing toward standardized, scalable architectures for molecular modeling.

This paper introduces an Artificial Intelligence (AI) foundation model for time series in engineering applications, where causal operations are required for real-time monitoring and control. Since engineering time series are governed by physical, rather than linguistic, laws, large-language-model-based AI foundation models may be ineffective or inefficient. Building on the classical innovations representation theory of Wiener, Kallianpur, and Rosenblatt, we propose Time Series GPT (TS-GPT) -- an innovations-representation-based Generative Pre-trained Transformer for engineering monitoring and control. As an example of foundation model adaptation, we consider Probabilistic Generative Forecasting, which produces future time series samples from conditional probability distributions given past realizations. We demonstrate the effectiveness of TS-GPT in forecasting real-time locational marginal prices using historical data from U.S. independent system operators.

Symmetry-aware methods for machine learning, such as data augmentation and equivariant architectures, encourage correct model behavior on all transformations (e.g. rotations or permutations) of the original dataset. These methods can improve generalization and sample efficiency, under the assumption that the transformed datapoints are highly probable, or "important", under the test distribution. In this work, we develop a method for critically evaluating this assumption. In particular, we propose a metric to quantify the amount of anisotropy, or symmetry-breaking, in a dataset, via a two-sample neural classifier test that distinguishes between the original dataset and its randomly augmented equivalent. We validate our metric on synthetic datasets, and then use it to uncover surprisingly high degrees of alignment in several benchmark point cloud datasets. We show theoretically that distributional symmetry-breaking can actually prevent invariant methods from performing optimally even when the underlying labels are truly invariant, as we show for invariant ridge regression in the infinite feature limit. Empirically, we find that the implication for symmetry-aware methods is dataset-dependent: equivariant methods still impart benefits on some anisotropic datasets, but not others. Overall, these findings suggest that understanding equivariance -- both when it works, and why -- may require rethinking symmetry biases in the data.

Linking textual values in tabular data to their corresponding entities in a Knowledge Base is a core task across a variety of data integration and enrichment applications. Although Large Language Models (LLMs) have shown State-of-The-Art performance in Entity Linking (EL) tasks, their deployment in real-world scenarios requires not only accurate predictions but also reliable uncertainty estimates, which require resource-demanding multi-shot inference, posing serious limits to their actual applicability. As a more efficient alternative, we investigate a self-supervised approach for estimating uncertainty from single-shot LLM outputs using token-level features, reducing the need for multiple generations. Evaluation is performed on an EL task on tabular data across multiple LLMs, showing that the resulting uncertainty estimates are highly effective in detecting low-accuracy outputs. This is achieved at a fraction of the computational cost, ultimately supporting a cost-effective integration of uncertainty measures into LLM-based EL workflows. The method offers a practical way to incorporate uncertainty estimation into EL workflows with limited computational overhead.

This work focuses on visualizing uncertainty of local divergence of two-dimensional vector fields. Divergence is one of the fundamental attributes of fluid flows, as it can help domain scientists analyze potential positions of sources (positive divergence) and sinks (negative divergence) in the flow. However, uncertainty inherent in vector field data can lead to erroneous divergence computations, adversely impacting downstream analysis. While Monte Carlo (MC) sampling is a classical approach for estimating divergence uncertainty, it suffers from slow convergence and poor scalability with increasing data size and sample counts. Thus, we present a two-fold contribution that tackles the challenges of slow convergence and limited scalability of the MC approach. (1) We derive a closed-form approach for highly efficient and accurate uncertainty visualization of local divergence, assuming independently Gaussian-distributed vector uncertainties. (2) We further integrate our approach into Viskores, a platform-portable parallel library, to accelerate uncertainty visualization. In our results, we demonstrate significantly enhanced efficiency and accuracy of our serial analytical (speed-up up to 1946X) and parallel Viskores (speed-up up to 19698X) algorithms over the classical serial MC approach. We also demonstrate qualitative improvements of our probabilistic divergence visualizations over traditional mean-field visualization, which disregards uncertainty. We validate the accuracy and efficiency of our methods on wind forecast and ocean simulation datasets.