Bayesian Learning
The Complexity of Bayesian Network Learning: Revisiting the Superstructure
We investigate the parameterized complexity of Bayesian Network Structure Learning (BNSL), a classical problem that has received significant attention in empirical but also purely theoretical studies. We follow up on previous works that have analyzed the complexity of BNSL w.r.t. the so-called superstructure of the input. While known results imply that BNSL is unlikely to be fixed-parameter tractable even when parameterized by the size of a vertex cover in the superstructure, here we show that a different kind of parameterization - notably by the size of a feedback edge set - yields fixed-parameter tractability. We proceed by showing that this result can be strengthened to a localized version of the feedback edge set, and provide corresponding lower bounds that complement previous results to provide a complexity classification of BNSL w.r.t.
CHIMLE: Conditional Hierarchical IMLE for Multimodal Conditional Image Synthesis
A persistent challenge in conditional image synthesis has been to generate diverse output images from the same input image despite only one output image being observed per input image. GAN-based methods are prone to mode collapse, which leads to low diversity. To get around this, we leverage Implicit Maximum Likelihood Estimation (IMLE) which can overcome mode collapse fundamentally. IMLE uses the same generator as GANs but trains it with a different, non-adversarial objective which ensures each observed image has a generated sample nearby. Unfortunately, to generate high-fidelity images, prior IMLE-based methods require a large number of samples, which is expensive. In this paper, we propose a new method to get around this limitation, which we dub Conditional Hierarchical IMLE (CHIMLE), which can generate high-fidelity images without requiring many samples. We show CHIMLE significantly outperforms the prior best IMLE, GAN and diffusion-based methods in terms of image fidelity and mode coverage across four tasks, namely night-to-day, 16x single image super-resolution, image colourization and image decompression. Quantitatively, our method improves Fréchet Inception Distance (FID) by 36.9% on average compared to the prior best IMLE-based method, and by 27.5% on average compared to the best non-IMLE-based general-purpose methods. More results and code are available on the project website at https://niopeng.github.io/CHIMLE/.
Label Correction of Crowdsourced Noisy Annotations with an Instance-Dependent Noise Transition Model
The predictive ability of supervised learning algorithms hinges on the quality of annotated examples, whose labels often come from multiple crowdsourced annotators with diverse expertise. To aggregate noisy crowdsourced annotations, many existing methods employ an annotator-specific instance-independent noise transition matrix to characterize the labeling skills of each annotator. Learning an instance-dependent noise transition model, however, is challenging and remains relatively less explored. To address this problem, in this paper, we formulate the noise transition model in a Bayesian framework and subsequently design a new label correction algorithm.
Causal Inference as Distribution Adaptation: Optimizing ATE Risk under Propensity Uncertainty
Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work, we unify these methods from a Machine Learning perspective, reframing ATE estimation as a \textit{domain adaptation problem under distribution shift}. We demonstrate that the canonical Hajek estimator is a special case of IPWRA restricted to a constant hypothesis class, and that IPWRA itself is fundamentally Importance-Weighted Empirical Risk Minimization designed to correct for the covariate shift between the treated sub-population and the target population. Leveraging this unified framework, we critically examine the optimization objectives of Doubly Robust estimators. We argue that standard methods enforce \textit{sufficient but not necessary} conditions for consistency by requiring outcome models to be individually unbiased. We define the true "ATE Risk Function" and show that minimizing it requires only that the biases of the treated and control models structurally cancel out. Exploiting this insight, we propose the \textbf{Joint Robust Estimator (JRE)}. Instead of treating propensity estimation and outcome modeling as independent stages, JRE utilizes bootstrap-based uncertainty quantification of the propensity score to train outcome models jointly. By optimizing for the expected ATE risk over the distribution of propensity scores, JRE leverages model degrees of freedom to achieve robustness against propensity misspecification. Simulation studies demonstrate that JRE achieves up to a 15\% reduction in MSE compared to standard IPWRA in finite-sample regimes with misspecified outcome models.
DAG Learning from Zero-Inflated Count Data Using Continuous Optimization
Sato, Noriaki, Scutari, Marco, Kawano, Shuichi, Yamaguchi, Rui, Imoto, Seiya
We address network structure learning from zero-inflated count data by casting each node as a zero-inflated generalized linear model and optimizing a smooth, score-based objective under a directed acyclic graph constraint. Our Zero-Inflated Continuous Optimization (ZICO) approach uses node-wise likelihoods with canonical links and enforces acyclicity through a differentiable surrogate constraint combined with sparsity regularization. ZICO achieves superior performance with faster runtimes on simulated data. It also performs comparably to or better than common algorithms for reverse engineering gene regulatory networks. ZICO is fully vectorized and mini-batched, enabling learning on larger variable sets with practical runtimes in a wide range of domains.
Fully Bayesian Spectral Clustering and Benchmarking with Uncertainty Quantification for Small Area Estimation
In this work, inspired by machine learning techniques, we propose a new Bayesian model for Small Area Estimation (SAE), the Fay-Herriot model with Spectral Clustering (FH-SC). Unlike traditional approaches, clustering in FH-SC is based on spectral clustering algorithms that utilize external covariates, rather than geographical or administrative criteria. A major advantage of the FH-SC model is its flexibility in integrating existing SAE approaches, with or without clustering random effects. To enable benchmarking, we leverage the theoretical framework of posterior projections for constrained Bayesian inference and derive closed form expressions for the new Rao-Blackwell (RB) estimators of the posterior mean under the FH-SC model. Additionally, we introduce a novel measure of uncertainty for the benchmarked estimator, the Conditional Posterior Mean Square Error (CPMSE), which is generalizable to other Bayesian SAE estimators. We conduct model-based and data-based simulation studies to evaluate the frequentist properties of the CPMSE. The proposed methodology is motivated by a real case study involving the estimation of the proportion of households with internet access in the municipalities of Colombia. Finally, we also illustrate the advantages of FH-SC over existing Bayesian and frequentist approaches through our case study.
Model inference for ranking from pairwise comparisons
Catalina, Daniel Sánchez, Cantwell, George T.
We consider the problem of ranking objects from noisy pairwise comparisons, for example, ranking tennis players from the outcomes of matches. We follow a standard approach to this problem and assume that each object has an unobserved strength and that the outcome of each comparison depends probabilistically on the strengths of the comparands. However, we do not assume to know a priori how skills affect outcomes. Instead, we present an efficient algorithm for simultaneously inferring both the unobserved strengths and the function that maps strengths to probabilities. Despite this problem being under-constrained, we present experimental evidence that the conclusions of our Bayesian approach are robust to different model specifications. We include several case studies to exemplify the method on real-world data sets.
A Bayesian latent class reinforcement learning framework to capture adaptive, feedback-driven travel behaviour
Sfeir, Georges, Hess, Stephane, Hancock, Thomas O., Rodrigues, Filipe, Rad, Jamal Amani, Bliemer, Michiel, Beck, Matthew, Khan, Fayyaz
Many travel decisions involve a degree of experience formation, where individuals learn their preferences over time. At the same time, there is extensive scope for heterogeneity across individual travellers, both in their underlying preferences and in how these evolve. The present paper puts forward a Latent Class Reinforcement Learning (LCRL) model that allows analysts to capture both of these phenomena. We apply the model to a driving simulator dataset and estimate the parameters through Variational Bayes. We identify three distinct classes of individuals that differ markedly in how they adapt their preferences: the first displays context-dependent preferences with context-specific exploitative tendencies; the second follows a persistent exploitative strategy regardless of context; and the third engages in an exploratory strategy combined with context-specific preferences.
Trunc-Opt vine building algorithms
Pfeifer, Dániel, Kovács, Edith Alice
Vine copula models have become highly popular and practical tools for modelling multivariate probability distributions due to their flexibility in modelling different kinds of dependences between the random variables involved. However, their flexibility comes with the drawback of a high-dimensional parameter space. To tackle this problem, truncated vine copulas were introduced by Kurowicka (2010) (Gaussian case) and Brechmann and Czado (2013) (general case). Truncated vine copulas contain conditionally independent pair copulas after the truncation level. So far, in the general case, truncated vine constructing algorithms started from the lowest tree in order to encode the largest dependences in the lower trees. The novelty of this paper starts from the observation that a truncated vine is determined by the first tree after the truncation level (see Kovács and Szántai (2017)). This paper introduces a new score for fitting truncated vines to given data, called the Weight of the truncated vine. Then we propose a completely new methodology for constructing truncated vines. We prove theorems which motivate this new approach. While earlier algorithms did not use conditional independences, we give algorithms for constructing and encoding truncated vines which do exploit them. Finally, we illustrate the algorithms on real datasets and compare the results with well-known methods included in R packages. Our method generally compare favorably to previously known methods.