In the context of online education, designing an automatic solver for geometric problems has been considered a crucial step towards general math Artificial Intelligence (AI), empowered by natural language understanding and traditional logical inference. In most instances, problems are addressed by adding auxiliary components such as lines or points. However, adding auxiliary components automatically is challenging due to the complexity in selecting suitable auxiliary components especially when pivotal decisions have to be made. The state-of-the-art performance has been achieved by exhausting all possible strategies from the category library to identify the one with the maximum likelihood. However, an extensive strategy search have to be applied to trade accuracy for ef-ficiency. To add auxiliary components automatically and efficiently, we present deep reinforcement learning framework based on the language model, such as BERT. We firstly apply the graph attention mechanism to reduce the strategy searching space, called AttnStrategy, which only focus on the conclusion-related components. Meanwhile, a novel algorithm, named Automatically Adding Auxiliary Components using Reinforcement Learning framework (A3C-RL), is proposed by forcing an agent to select top strategies, which incorporates the AttnStrategy and BERT as the memory components. Results from extensive experiments show that the proposed A3C-RL algorithm can substantially enhance the average precision by 32.7% compared to the traditional MCTS. In addition, the A3C-RL algorithm outperforms humans on the geometric questions from the annual University Entrance Mathematical Examination of China.

Machine learning models often perform poorly under subpopulation shifts in the data distribution. Developing methods that allow machine learning models to better generalize to such shifts is crucial for safe deployment in real-world settings. In this paper, we develop a family of group-aware prior (GAP) distributions over neural network parameters that explicitly favor models that generalize well under subpopulation shifts. We design a simple group-aware prior that only requires access to a small set of data with group information and demonstrate that training with this prior yields state-of-the-art performance -- even when only retraining the final layer of a previously trained non-robust model. Group aware-priors are conceptually simple, complementary to existing approaches, such as attribute pseudo labeling and data reweighting, and open up promising new avenues for harnessing Bayesian inference to enable robustness to subpopulation shifts.

We study general coordinate-wise MCMC schemes (such as Metropolis-within-Gibbs samplers), which are commonly used to fit Bayesian non-conjugate hierarchical models. We relate their convergence properties to the ones of the corresponding (potentially not implementable) Gibbs sampler through the notion of conditional conductance. This allows us to study the performances of popular Metropolis-within-Gibbs schemes for non-conjugate hierarchical models, in high-dimensional regimes where both number of datapoints and parameters increase. Given random data-generating assumptions, we establish dimension-free convergence results, which are in close accordance with numerical evidences. Applications to Bayesian models for binary regression with unknown hyperparameters and discretely observed diffusions are also discussed. Motivated by such statistical applications, auxiliary results of independent interest on approximate conductances and perturbation of Markov operators are provided.

Causal discovery, i.e., learning the causal graph from data, is often the first step toward the identification and estimation of causal effects, a key requirement in numerous scientific domains. Causal discovery is hampered by two main challenges: limited data results in errors in statistical testing and the computational complexity of the learning task is daunting. This paper builds upon and extends four of our prior publications (Mokhtarian et al., 2021; Akbari et al., 2021; Mokhtarian et al., 2022, 2023a). These works introduced the concept of removable variables, which are the only variables that can be removed recursively for the purpose of causal discovery. Presence and identification of removable variables allow recursive approaches for causal discovery, a promising solution that helps to address the aforementioned challenges by reducing the problem size successively. This reduction not only minimizes conditioning sets in each conditional independence (CI) test, leading to fewer errors but also significantly decreases the number of required CI tests. The worst-case performances of these methods nearly match the lower bound. In this paper, we present a unified framework for the proposed algorithms, refined with additional details and enhancements for a coherent presentation. A comprehensive literature review is also included, comparing the computational complexity of our methods with existing approaches, showcasing their state-of-the-art efficiency. Another contribution of this paper is the release of RCD, a Python package that efficiently implements these algorithms. This package is designed for practitioners and researchers interested in applying these methods in practical scenarios. The package is available at github.com/ban-epfl/rcd, with comprehensive documentation provided at rcdpackage.com.

Model selection aims to find the best model in terms of accuracy, interpretability or simplicity, preferably all at once. In this work, we focus on evaluating model performance of Gaussian process models, i.e. finding a metric that provides the best trade-off between all those criteria. While previous work considers metrics like the likelihood, AIC or dynamic nested sampling, they either lack performance or have significant runtime issues, which severely limits applicability. We address these challenges by introducing multiple metrics based on the Laplace approximation, where we overcome a severe inconsistency occuring during naive application of the Laplace approximation. Experiments show that our metrics are comparable in quality to the gold standard dynamic nested sampling without compromising for computational speed. Our model selection criteria allow significantly faster and high quality model selection of Gaussian process models.

Concept Bottleneck Model (CBM) is a methods for explaining neural networks. In CBM, concepts which correspond to reasons of outputs are inserted in the last intermediate layer as observed values. It is expected that we can interpret the relationship between the output and concept similar to linear regression. However, this interpretation requires observing all concepts and decreases the generalization performance of neural networks. Partial CBM (PCBM), which uses partially observed concepts, has been devised to resolve these difficulties. Although some numerical experiments suggest that the generalization performance of PCBMs is almost as high as that of the original neural networks, the theoretical behavior of its generalization error has not been yet clarified since PCBM is singular statistical model. In this paper, we reveal the Bayesian generalization error in PCBM with a three-layered and linear architecture. The result indcates that the structure of partially observed concepts decreases the Bayesian generalization error compared with that of CBM (full-observed concepts).

Reviewer's response to the rebuttal "line 308: [10, 400] range for alpha We chose 400 because higher values of alpha caused computational difficulties in the Gibbs sampling. This upper bound is a bit arbitrary; however, we found the exact upper limit above about 100 had little effect on the estimates of transition probabilities. Similarly, adjusting the lower bound below 60 or so had little effect. While we do hope for a more well justified hyperprior for alpha in future work, we believe our choice did not overly influence the results." Please add this information to the paper.

For spiking neurons, the entropy rate places an upper bound on the rate at which the spike train can convey stimulus information, and a large literature has focused on the problem of estimating entropy rate from spike train data.

The paper introduces probabilistic principal component analysis on Riemannian manifolds, extending earlier non-probabilistic versions to a probabilistic latent variable model, and derives maximum likelihood estimation procedures for a broad class of manifolds. The methods are demonstrated on toy data (maniold is a sphere) and shape analysis on images. This is a very interesting advancement, and the paper is well written, making it reasonably accessible in spite of the difficult topic. I have a set of interrelated questions; explicating and clarifying them would clarify the potential impact of the paper to the reader: - Is essential generality lost by assuming an Euclidean latent space? Locally on a tangent space it makes sense, and may be practically necessary, of course.

Principal geodesic analysis (PGA) is a generalization of principal component analysis (PCA) for dimensionality reduction of data on a Riemannian manifold. Currently PGA is defined as a geometric fit to the data, rather than as a probabilistic model. Inspired by probabilistic PCA, we present a latent variable model for PGA that provides a probabilistic framework for factor analysis on manifolds. To compute maximum likelihood estimates of the parameters in our model, we develop a Monte Carlo Expectation Maximization algorithm, where the expectation is approximated by Hamiltonian Monte Carlo sampling of the latent variables. We demonstrate the ability of our method to recover the ground truth parameters in simulated sphere data, as well as its effectiveness in analyzing shape variability of a corpus callosum data set from human brain images.