Activity detection is an important task in the next generation grant-free multiple access. While there are a number of existing algorithms designed for this purpose, they mostly require precise information about the network, such as large-scale fading coefficients, small-scale fading channel statistics, noise variance at the access points, and user activity probability. Acquiring these information would take a significant overhead and their estimated values might not be accurate. This problem is even more severe in cell-free networks as there are many of these parameters to be acquired. Therefore, this paper sets out to investigate the activity detection problem without the above-mentioned information. In order to handle so many unknown parameters, this paper employs the Bayesian approach, where the unknown variables are endowed with prior distributions which effectively act as regularizations. Together with the likelihood function, a maximum a posteriori (MAP) estimator and a variational inference algorithm are derived. Extensive simulations demonstrate that the proposed methods, even without the knowledge of these system parameters, perform better than existing state-of-the-art methods, such as covariance-based and approximate message passing methods.

Uncertainty estimation is increasingly attractive for improving the reliability of neural networks. In this work, we present novel credal-set interval neural networks (CreINNs) designed for classification tasks. CreINNs preserve the traditional interval neural network structure, capturing weight uncertainty through deterministic intervals, while forecasting credal sets using the mathematical framework of probability intervals. Experimental validations on an out-of-distribution detection benchmark (CIFAR10 vs SVHN) showcase that CreINNs outperform epistemic uncertainty estimation when compared to variational Bayesian neural networks (BNNs) and deep ensembles (DEs). Furthermore, CreINNs exhibit a notable reduction in computational complexity compared to variational BNNs and demonstrate smaller model sizes than DEs.

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having erroneous or missing edges, as well as edge weights that provide little informative value. To address these challenges and capture additional information previously absent in the observed graph, we introduce latent variables to parameterize and generate multiple graphs. We obtain the maximum likelihood estimate of the network parameters in an Expectation-Maximization (EM) framework based on the multiple graphs. Specifically, we iteratively determine the distribution of the graphs using a Markov Chain Monte Carlo (MCMC) method, incorporating the principles of PAC-Bayesian theory. Numerical experiments demonstrate improvements in performance against baseline models on node classification for heterogeneous graphs and graph regression on chemistry datasets.

Self-training has gained attraction because of its simplicity and versatility, yet it is vulnerable to noisy pseudo-labels caused by erroneous confidence. Several solutions have been proposed to handle the problem, but they require significant modifications in self-training algorithms or model architecture, and most have limited applicability in tabular domains. To address this issue, we explore a novel direction of reliable confidence in self-training contexts and conclude that the confidence, which represents the value of the pseudo-label, should be aware of the cluster assumption. In this regard, we propose Cluster-Aware Self-Training (CAST) for tabular data, which enhances existing self-training algorithms at a negligible cost without significant modifications. Concretely, CAST regularizes the confidence of the classifier by leveraging local density for each class in the labeled training data, forcing the pseudo-labels in low-density regions to have lower confidence. Extensive empirical evaluations on up to 21 real-world datasets confirm not only the superior performance of CAST but also its robustness in various setups in self-training contexts. Self-training is an iterative algorithm that trains a classifier using a pseudo-labeling procedure, which assigns pseudo-labels to unlabeled data to use as labeled data in each iteration. It is a simple and versatile semi-supervised learning method as it employs the identical training procedure used in supervised learning except for integrating pseudo-labels into the training data. Therefore, it is particularly useful for practitioners in tabular domains, where the dominant architectures are gradient boosting decision trees (GBDTs) which are provided as complete frameworks that do not allow any changes in the training procedure [28; 8; 50]. Contemporary self-training methods consider the confidence, often referred to as prediction probabilities of the classifier, as the score and generate a pseudo-label if the confidence score is higher than or equal to a certain threshold [63; 45]. However, it may not consistently serve as a reliable metric in real-world scenarios for various reasons such as biased classifiers or overconfidence in neural networks [22]. These erroneous confidence scores can lead to the generation of noisy pseudo-labels during the self-training iterations, which may introduce confirmation bias that undermines the final self-training performance [3]. Given these potential pitfalls, relying solely on the confidence may be a precarious choice [72; 47; 64]. Several studies have been conducted to improve erroneous confidence by calibrating the confidence to reflect its ground truth correctness likelihood [22].

This paper describes a family of seasonal and non-seasonal time series models that can be viewed as generalisations of additive and multiplicative exponential smoothing models, to model series that grow faster than linear but slower than exponential. Their development is motivated by fast-growing, volatile time series. In particular, our models have a global trend that can smoothly change from additive to multiplicative, and is combined with a linear local trend. Seasonality when used is multiplicative in our models, and the error is always additive but is heteroscedastic and can grow through a parameter sigma. We leverage state-of-the-art Bayesian fitting techniques to accurately fit these models that are more complex and flexible than standard exponential smoothing models. When applied to the M3 competition data set, our models outperform the best algorithms in the competition as well as other benchmarks, thus achieving to the best of our knowledge the best results of per-series univariate methods on this dataset in the literature. An open-source software package of our method is available.

Estimating the parameters of a probabilistic directed graphical model from incomplete data remains a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are intractable without further assumptions about structural dependencies or model classes. While existing learning methods are fundamentally based on likelihood maximization, here we offer a new view of the parameter learning problem through the lens of optimal transport. This perspective licenses a general framework that operates on any directed graphs without making unrealistic assumptions on the posterior over the latent variables or resorting to black-box variational approximations. We develop a theoretical framework and support it with extensive empirical evidence demonstrating the flexibility and versatility of our approach. Across experiments, we show that not only can our method recover the ground-truth parameters but it also performs comparably or better on downstream applications, notably the non-trivial task of discrete representation learning.

However, they still struggle to capture dependencies as data complexity and dimensionality increase. We present a comprehensive survey of the advancements In contrast, advancements in deep learning have given rise and techniques in the field of tractable probabilistic to expressive Deep Generative Models (DGMs) that exploit generative modeling, primarily focusing on the power of neural networks to learn flexible representations Probabilistic Circuits (PCs). We provide a unified of complex data distributions. Notable examples include perspective on the inherent trade-offs between expressivity Generative Adversarial Networks, Variational Autoencoders, and the tractability, highlighting the design and Normalizing Flows. These models prioritize expressiveness principles and algorithmic extensions that have and have demonstrated impressive proficiency in enabled building expressive and efficient PCs, and capturing dependencies and generating high fidelity samples.

Large monolithic generative models trained on massive amounts of data have become an increasingly dominant approach in AI research. In this paper, we argue that we should instead construct large generative systems by composing smaller generative models together. We show how such a compositional generative approach enables us to learn distributions in a more data-efficient manner, enabling generalization to parts of the data distribution unseen at training time. We further show how this enables us to program and construct new generative models for tasks completely unseen at training. Finally, we show that in many cases, we can discover separate compositional components from data.

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive performance. However, in order to optimally plan maintenance operations, it is also important to quantify the uncertainty inherent to the predictions. This issue can be addressed by turning standard frequentist neural networks into Bayesian neural networks, which are naturally capable of providing confidence intervals around the estimates. Several methods exist for training those models. Researchers have focused mostly on parametric variational inference and sampling-based techniques, which notoriously suffer from limited approximation power and large computational burden, respectively. In this work, we use Stein variational gradient descent, a recently proposed algorithm for approximating intractable distributions that overcomes the drawbacks of the aforementioned techniques. In particular, we show through experimental studies on simulated run-to-failure turbofan engine degradation data that Bayesian deep learning models trained via Stein variational gradient descent consistently outperform with respect to convergence speed and predictive performance both the same models trained via parametric variational inference and their frequentist counterparts trained via backpropagation. Furthermore, we propose a method to enhance performance based on the uncertainty information provided by the Bayesian models. We release the source code at https://github.com/lucadellalib/bdl-rul-svgd.

This study explores the usefulness of machine learning classifiers for modeling freight mode choice. We investigate eight commonly used machine learning classifiers, namely Naive Bayes, Support Vector Machine, Artificial Neural Network, K-Nearest Neighbors, Classification and Regression Tree, Random Forest, Boosting and Bagging, along with the classical Multinomial Logit model. US 2012 Commodity Flow Survey data are used as the primary data source; we augment it with spatial attributes from secondary data sources. The performance of the classifiers is compared based on prediction accuracy results. The current research also examines the role of sample size and training-testing data split ratios on the predictive ability of the various approaches. In addition, the importance of variables is estimated to determine how the variables influence freight mode choice. The results show that the tree-based ensemble classifiers perform the best. Specifically, Random Forest produces the most accurate predictions, closely followed by Boosting and Bagging. With regard to variable importance, shipment characteristics, such as shipment distance, industry classification of the shipper and shipment size, are the most significant factors for freight mode choice decisions.