Large Language Models (LLMs) often suffer from overconfidence during inference, particularly when adapted to downstream domain-specific tasks with limited data. Previous work addresses this issue by employing approximate Bayesian estimation after the LLMs are trained, enabling them to quantify uncertainty. However, such post-training approaches' performance is severely limited by the parameters learned during training. In this paper, we go beyond post-training Bayesianization and propose Bayesian Low-Rank Adaptation by Backpropagation (BLoB), an algorithm that continuously and jointly adjusts both the mean and covariance of LLM parameters throughout the whole fine-tuning process. Our empirical results verify the effectiveness of BLoB in terms of generalization and uncertainty estimation, when evaluated on both in-distribution and out-of-distribution data.

A.1 Update Equation Details The update equations of VaiPhy follow the standard mean-field VI updates. Furthermore, i is the set of nodes except node i, and C is a constant. Hence, during the training of VaiPhy, we used a maximum likelihood heuristic to update the branch lengths given a tree topology. After the training, we used the tree topologies sampled from SLANTIS and corresponding branch lengths sampled from the JC sampler to compute IWELBO. A.2 Neighbor-Joining Initialization We utilize the NJ algorithm to initialize VaiPhy with a reasonable state. The sequence data is fed into BIONJ, an NJ algorithm, to create an initial reference phylogenetic tree using the PhyML software, version 3.3.20200621

Phylogenetics is a classical methodology in computational biology that today has become highly relevant for medical investigation of single-cell data, e.g., in the context of cancer development. The exponential size of the tree space is, unfortunately, a substantial obstacle for Bayesian phylogenetic inference using Markov chain Monte Carlo based methods since these rely on local operations. And although more recent variational inference (VI) based methods offer speed improvements, they rely on expensive auto-differentiation operations for learning the variational parameters. We propose VaiPhy, a remarkably fast VI based algorithm for approximate posterior inference in an augmented tree space. VaiPhy produces marginal log-likelihood estimates on par with the state-of-the-art methods on real data and is considerably faster since it does not require auto-differentiation. Instead, VaiPhy combines coordinate ascent update equations with two novel sampling schemes: (i) SLANTIS, a proposal distribution for tree topologies in the augmented tree space, and (ii) the JC sampler, to the best of our knowledge, the first-ever scheme for sampling branch lengths directly from the popular Jukes-Cantor model. We compare VaiPhy in terms of density estimation and runtime. Additionally, we evaluate the reproducibility of the baselines.

We present a new method for linear and nonlinear, lagged and contemporaneous constraint-based causal discovery from observational time series in the presence of latent confounders. We show that existing causal discovery methods such as FCI and variants suffer from low recall in the autocorrelated time series case and identify low effect size of conditional independence tests as the main reason. Information-theoretical arguments show that effect size can often be increased if causal parents are included in the conditioning sets. To identify parents early on, we suggest an iterative procedure that utilizes novel orientation rules to determine ancestral relationships already during the edge removal phase. We prove that the method is order-independent, and sound and complete in the oracle case. Extensive simulation studies for different numbers of variables, time lags, sample sizes, and further cases demonstrate that our method indeed achieves much higher recall than existing methods for the case of autocorrelated continuous variables while keeping false positives at the desired level. This performance gain grows with stronger autocorrelation.

We study the problem of online sequential decision-making given auxiliary demonstrations from experts who made their decisions based on unobserved contextual information. These demonstrations can be viewed as solving related but slightly different problems than what the learner faces. This setting arises in many application domains, such as self-driving cars, healthcare, and finance, where expert demonstrations are made using contextual information, which is not recorded in the data available to the learning agent. We model the problem as zero-shot meta-reinforcement learning with an unknown distribution over the unobserved contextual variables and a Bayesian regret minimization objective, where the unobserved variables are encoded as parameters with an unknown prior. We propose the Experts-as-Priors algorithm (ExPerior), an empirical Bayes approach that utilizes expert data to establish an informative prior distribution over the learner's decision-making problem. This prior distribution enables the application of any Bayesian approach for online decision-making, such as posterior sampling. We demonstrate that our strategy surpasses existing behaviour cloning, online, and online-offline baselines for multi-armed bandits, Markov decision processes (MDPs), and partially observable MDPs, showcasing the broad reach and utility of ExPerior in using expert demonstrations across different decision-making setups.

Modern neural networks are often massively overparameterized leading to high compute costs during training and at inference. One effective method to improve both the compute and energy efficiency of neural networks while maintaining good performance is structured pruning, where full network structures (e.g.

Transduction is a powerful paradigm that leverages the structure of unlabeled data to boost predictive accuracy. We present TransCLIP, a novel and computationally efficient transductive approach designed for Vision-Language Models (VLMs). TransCLIP is applicable as a plug-and-play module on top of popular inductive zero-and few-shot models, consistently improving their performances. Our new objective function can be viewed as a regularized maximum-likelihood estimation, constrained by a KL divergence penalty that integrates the text-encoder knowledge and guides the transductive learning process. We further derive an iterative Block Majorize-Minimize (BMM) procedure for optimizing our objective, with guaranteed convergence and decoupled sample-assignment updates, yielding computationally efficient transduction for large-scale datasets. We report comprehensive evaluations, comparisons, and ablation studies that demonstrate: (i) Transduction can greatly enhance the generalization capabilities of inductive pretrained zero-and few-shot VLMs; (ii) TransCLIP substantially outperforms standard transductive few-shot learning methods relying solely on vision features, notably due to the KL-based language constraint.

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian noise, while many real-world applications are subject to non-Gaussian corruptions. Variants of GPs that are more robust to alternative noise models have been proposed, and entail significant trade-offs between accuracy and robustness, and between computational requirements and theoretical guarantees. In this work, we propose and study a GP model that achieves robustness against sparse outliers by inferring data-point-specific noise levels with a sequential selection procedure maximizing the log marginal likelihood that we refer to as relevance pursuit. We show, surprisingly, that the model can be parameterized such that the associated log marginal likelihood is strongly concave in the data-point-specific noise variances, a property rarely found in either robust regression objectives or GP marginal likelihoods. This in turn implies the weak submodularity of the corresponding subset selection problem, and thereby proves approximation guarantees for the proposed algorithm. We compare the model's performance relative to other approaches on diverse regression and Bayesian optimization tasks, including the challenging but common setting of sparse corruptions of the labels within or close to the function range.

Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both unrealistic and empirically untestable. Additionally, existing methods make strong parametric assumptions about the underlying causal generative process to guarantee the identifiability of confounding variables.

Opponent modeling is a longstanding research topic aimed at enhancing decisionmaking by modeling information about opponents in multi-agent environments. However, existing approaches often face challenges such as having difficulty generalizing to unknown opponent policies and conducting unstable performance. To tackle these challenges, we propose a novel approach based on in-context learning and decision-time search named Opponent Modeling with In-context Search (OMIS). OMIS leverages in-context learning-based pretraining to train a Transformer model for decision-making. It consists of three in-context components: an actor learning best responses to opponent policies, an opponent imitator mimicking opponent actions, and a critic estimating state values. When testing in an environment that features unknown non-stationary opponent agents, OMIS uses pretrained in-context components for decision-time search to refine the actor's policy. Theoretically, we prove that under reasonable assumptions, OMIS without search converges in opponent policy recognition and has good generalization properties; with search, OMIS provides improvement guarantees, exhibiting performance stability. Empirically, in competitive, cooperative, and mixed environments, OMIS demonstrates more effective and stable adaptation to opponents than other approaches. See our project website at https://sites.google.com/view/nips2024-omis.