General state-space models (SSMs) are widely used in statistical machine learning and are among the most classical generative models for sequential time-series data. SSMs, comprising latent Markovian states, can be subjected to variational inference (VI), but standard VI methods like the importance-weighted autoencoder (IWAE) lack functionality for streaming data. To enable online VI in SSMs when the observations are received in real time, we propose maximising an IWAE-type variational lower bound on the asymptotic contrast function, rather than the standard IWAE ELBO, using stochastic approximation. Unlike the recursive maximum likelihood method, which directly maximises the asymptotic contrast, our approach, called online sequential IWAE (OSIWAE), allows for online learning of both model parameters and a Markovian recognition model for inferring latent states. By approximating filter state posteriors and their derivatives using sequential Monte Carlo (SMC) methods, we create a particle-based framework for online VI in SSMs. This approach is more theoretically well-founded than recently proposed online variational SMC methods. We provide rigorous theoretical results on the learning objective and a numerical study demonstrating the method's efficiency in learning model parameters and particle proposal kernels.

This paper develops theory and algorithms for interacting large language model agents (LLMAs) using methods from statistical signal processing and microeconomics. While both fields are mature, their application to decision-making by interacting LLMAs remains unexplored. Motivated by Bayesian sentiment analysis on online platforms, we construct interpretable models and stochastic control algorithms that enable LLMAs to interact and perform Bayesian inference. Because interacting LLMAs learn from prior decisions and external inputs, they exhibit bias and herding behavior. Thus, developing interpretable models and stochastic control algorithms is essential to understand and mitigate these behaviors. This paper has three main results. First, we show using Bayesian revealed preferences from microeconomics that an individual LLMA satisfies the sufficient conditions for rationally inattentive (bounded rationality) utility maximization and, given an observation, the LLMA chooses an action that maximizes a regularized utility. Second, we utilize Bayesian social learning to construct interpretable models for LLMAs that interact sequentially with each other and the environment while performing Bayesian inference. Our models capture the herding behavior exhibited by interacting LLMAs. Third, we propose a stochastic control framework to delay herding and improve state estimation accuracy under two settings: (a) centrally controlled LLMAs and (b) autonomous LLMAs with incentives. Throughout the paper, we demonstrate the efficacy of our methods on real datasets for hate speech classification and product quality assessment, using open-source models like Mistral and closed-source models like ChatGPT. The main takeaway of this paper, based on substantial empirical analysis and mathematical formalism, is that LLMAs act as rationally bounded Bayesian agents that exhibit social learning when interacting.

In today's data-intensive landscape, where high-dimensional datasets are increasingly common, reducing the number of input features is essential to prevent overfitting and improve model accuracy. Despite numerous efforts to tackle dimensionality reduction, most approaches apply a universal set of features across all classes, potentially missing the unique characteristics of individual classes. This paper presents the Explainable Class-Specific Naive Bayes (XNB) classifier, which introduces two critical innovations: 1) the use of Kernel Density Estimation to calculate posterior probabilities, allowing for a more accurate and flexible estimation process, and 2) the selection of class-specific feature subsets, ensuring that only the most relevant variables for each class are utilized. Extensive empirical analysis on high-dimensional genomic datasets shows that XNB matches the classification performance of traditional Naive Bayes while drastically improving model interpretability. By isolating the most relevant features for each class, XNB not only reduces the feature set to a minimal, distinct subset for each class but also provides deeper insights into how the model makes predictions. This approach offers significant advantages in fields where both precision and explainability are critical.

In-context learning (ICL) is a powerful technique for getting language models to perform complex tasks with no training updates. Prior work has established strong correlations between the number of in-context examples provided and the accuracy of the model's predictions. In this paper, we seek to explain this correlation by showing that ICL approximates a Bayesian learner. This perspective gives rise to a family of novel Bayesian scaling laws for ICL. In experiments with \mbox{GPT-2} models of different sizes, our scaling laws exceed or match existing scaling laws in accuracy while also offering interpretable terms for task priors, learning efficiency, and per-example probabilities. To illustrate the analytic power that such interpretable scaling laws provide, we report on controlled synthetic dataset experiments designed to inform real-world studies of safety alignment. In our experimental protocol, we use SFT to suppress an unwanted existing model capability and then use ICL to try to bring that capability back (many-shot jailbreaking). We then experiment on real-world instruction-tuned LLMs using capabilities benchmarks as well as a new many-shot jailbreaking dataset. In all cases, Bayesian scaling laws accurately predict the conditions under which ICL will cause the suppressed behavior to reemerge, which sheds light on the ineffectiveness of post-training at increasing LLM safety.

Hawkes processes are a class of past-dependent point processes, widely used in many applications such as seismology [Ogata, 1988], criminology [Olinde and Short, 2020] and neuroscience [Reynaud-Bouret et al., 2013] for their ability to capture complex dependence structures. In their multidimensional version [Ogata, 1988], Hawkes processes can model pairwise interactions between different types of events, allowing to recover a connectivity graph between different features. Originally developed by Hawkes [1971] in order to model self-exciting phenomena, where each event increases the probability of a new event occurring, many extensions have been proposed ever since. In particular, nonlinear Hawkes processes have been introduced notably to detect inhibiting interactions, when an event can decrease the probability of another one appearing. Hawkes processes with inhibition are notoriously more complicated to handle due to the loss of many properties of linear Hawkes processes such as the cluster representation and the branching structure of the process [Hawkes and Oakes, 1974]. Since the first article on nonlinear Hawkes processes [Brémaud and Massoulié, 1996] proving in particular their existence, many works have focused on inhibition in the past few years. Among them, limit theorems have been established in [Costa et al., 2020] while Duval et al. [2022] obtained mean-field results on the behaviour of two neuronal populations. Regarding statistical inference, in the frequentist setting we can mention the exact maximum likelihood procedure of Bonnet et al. [2023], the least-squares approach by Bacry et al. [2020] and the nonparametric approach based on Bernstein-type polynomials by Lemonnier and Vayatis [2014]. While the first one proposes an exact inference procedure, it is restricted to exponential kernels.

Lifelong reinforcement learning (RL) has been developed as a paradigm for extending single-task RL to more realistic, dynamic settings. In lifelong RL, the "life" of an RL agent is modeled as a stream of tasks drawn from a task distribution. We propose EPIC (\underline{E}mpirical \underline{P}AC-Bayes that \underline{I}mproves \underline{C}ontinuously), a novel algorithm designed for lifelong RL using PAC-Bayes theory. EPIC learns a shared policy distribution, referred to as the \textit{world policy}, which enables rapid adaptation to new tasks while retaining valuable knowledge from previous experiences. Our theoretical analysis establishes a relationship between the algorithm's generalization performance and the number of prior tasks preserved in memory. We also derive the sample complexity of EPIC in terms of RL regret. Extensive experiments on a variety of environments demonstrate that EPIC significantly outperforms existing methods in lifelong RL, offering both theoretical guarantees and practical efficacy through the use of the world policy.

In this work, we explore modeling change points in time-series data using neural stochastic differential equations (neural SDEs). We propose a novel model formulation and training procedure based on the variational autoencoder (VAE) framework for modeling time-series as a neural SDE. Unlike existing algorithms training neural SDEs as VAEs, our proposed algorithm only necessitates a Gaussian prior of the initial state of the latent stochastic process, rather than a Wiener process prior on the entire latent stochastic process. We develop two methodologies for modeling and estimating change points in time-series data with distribution shifts. Our iterative algorithm alternates between updating neural SDE parameters and updating the change points based on either a maximum likelihood-based approach or a change point detection algorithm using the sequential likelihood ratio test. We provide a theoretical analysis of this proposed change point detection scheme. Finally, we present an empirical evaluation that demonstrates the expressive power of our proposed model, showing that it can effectively model both classical parametric SDEs and some real datasets with distribution shifts.

Advancements in artificial intelligence (AI) have transformed many scientific fields, with microbiology and microbiome research now experiencing significant breakthroughs through machine learning and deep learning applications. This review provides a comprehensive overview of AI-driven approaches tailored for microbiology and microbiome studies, emphasizing both technical advancements and biological insights. We begin with an introduction to foundational AI techniques, including primary machine learning paradigms and various deep learning architectures, and offer guidance on choosing between machine learning and deep learning methods based on specific research goals. The primary section on application scenarios spans diverse research areas, from taxonomic profiling, functional annotation & prediction, microbe-X interactions, microbial ecology, metabolic modeling, precision nutrition, clinical microbiology, to prevention & therapeutics. Finally, we discuss challenges unique to this field, including the balance between interpretability and complexity, the "small n, large p" problem, and the critical need for standardized benchmarking datasets to validate and compare models. Together, this review underscores AI's transformative role in microbiology and microbiome research, paving the way for innovative methodologies and applications that enhance our understanding of microbial life and its impact on our planet and our health.

Real-world offline datasets are often subject to data corruptions (such as noise or adversarial attacks) due to sensor failures or malicious attacks. Despite advances in robust offline reinforcement learning (RL), existing methods struggle to learn robust agents under high uncertainty caused by the diverse corrupted data (i.e., corrupted states, actions, rewards, and dynamics), leading to performance degradation in clean environments. To tackle this problem, we propose a novel robust variational Bayesian inference for offline RL (TRACER). It introduces Bayesian inference for the first time to capture the uncertainty via offline data for robustness against all types of data corruptions. Specifically, TRACER first models all corruptions as the uncertainty in the action-value function. Then, to capture such uncertainty, it uses all offline data as the observations to approximate the posterior distribution of the action-value function under a Bayesian inference framework. An appealing feature of TRACER is that it can distinguish corrupted data from clean data using an entropy-based uncertainty measure, since corrupted data often induces higher uncertainty and entropy. Based on the aforementioned measure, TRACER can regulate the loss associated with corrupted data to reduce its influence, thereby enhancing robustness and performance in clean environments. Experiments demonstrate that TRACER significantly outperforms several state-of-the-art approaches across both individual and simultaneous data corruptions.

The applicability domain refers to the range of data for which the prediction of the predictive model is expected to be reliable and accurate and using a model outside its applicability domain can lead to incorrect results. The ability to define the regions in data space where a predictive model can be safely used is a necessary condition for having safer and more reliable predictions to assure the reliability of new predictions. However, defining the applicability domain of a model is a challenging problem, as there is no clear and universal definition or metric for it. This work aims to make the applicability domain more quantifiable and pragmatic. Eight applicability domain detection techniques were applied to seven regression models, trained on five different datasets, and their performance was benchmarked using a validation framework. We also propose a novel approach based on non-deterministic Bayesian neural networks to define the applicability domain of the model. Our method exhibited superior accuracy in defining the Applicability Domain compared to previous methods, highlighting its potential in this regard.