Recent advancements in semi-supervised learning have focused on a more realistic yet challenging task: addressing imbalances in labeled data while the class distribution of unlabeled data remains both unknown and potentially mismatched. Current approaches in this sphere often presuppose rigid assumptions regarding the class distribution of unlabeled data, thereby limiting the adaptability of models to only certain distribution ranges. In this study, we propose a novel approach, introducing a highly adaptable framework, designated as SimPro, which does not rely on any predefined assumptions about the distribution of unlabeled data. Our framework, grounded in a probabilistic model, innovatively refines the expectation-maximization (EM) algorithm by explicitly decoupling the modeling of conditional and marginal class distributions. This separation facilitates a closed-form solution for class distribution estimation during the maximization phase, leading to the formulation of a Bayes classifier. The Bayes classifier, in turn, enhances the quality of pseudo-labels in the expectation phase. Remarkably, the SimPro framework not only comes with theoretical guarantees but also is straightforward to implement. Moreover, we introduce two novel class distributions broadening the scope of the evaluation. Our method showcases consistent state-of-the-art performance across diverse benchmarks and data distribution scenarios. Our code is available at https://github.com/LeapLabTHU/SimPro.

Hierarchical model-based reinforcement learning (HMBRL) aims to combine the benefits of better sample efficiency of model based reinforcement learning (MBRL) with the abstraction capability of hierarchical reinforcement learning (HRL) to solve complex tasks efficiently. While HMBRL has great potential, it still lacks wide adoption. In this work we describe a novel HMBRL framework and evaluate it thoroughly. To complement the multi-layered decision making idiom characteristic for HRL, we construct hierarchical world models that simulate environment dynamics at various levels of temporal abstraction. These models are used to train a stack of agents that communicate in a top-down manner by proposing goals to their subordinate agents. A significant focus of this study is the exploration of a static and environment agnostic temporal abstraction, which allows concurrent training of models and agents throughout the hierarchy. Unlike most goal-conditioned H(MB)RL approaches, it also leads to comparatively low dimensional abstract actions. Although our HMBRL approach did not outperform traditional methods in terms of final episode returns, it successfully facilitated decision making across two levels of abstraction using compact, low dimensional abstract actions. A central challenge in enhancing our method's performance, as uncovered through comprehensive experimentation, is model exploitation on the abstract level of our world model stack. We provide an in depth examination of this issue, discussing its implications for the field and suggesting directions for future research to overcome this challenge. By sharing these findings, we aim to contribute to the broader discourse on refining HMBRL methodologies and to assist in the development of more effective autonomous learning systems for complex decision-making environments.

A core ambition of reinforcement learning (RL) is the creation of agents capable of rapid learning in novel tasks. Meta-RL aims to achieve this by directly learning such agents. Black box methods do so by training off-the-shelf sequence models end-to-end. By contrast, task inference methods explicitly infer a posterior distribution over the unknown task, typically using distinct objectives and sequence models designed to enable task inference. Recent work has shown that task inference methods are not necessary for strong performance. However, it remains unclear whether task inference sequence models are beneficial even when task inference objectives are not. In this paper, we present evidence that task inference sequence models are indeed still beneficial. In particular, we investigate sequence models with permutation invariant aggregation, which exploit the fact that, due to the Markov property, the task posterior does not depend on the order of data. We empirically confirm the advantage of permutation invariant sequence models without the use of task inference objectives. However, we also find, surprisingly, that there are multiple conditions under which permutation variance remains useful. Therefore, we propose SplAgger, which uses both permutation variant and invariant components to achieve the best of both worlds, outperforming all baselines evaluated on continuous control and memory environments. Code is provided at https://github.com/jacooba/hyper.

The Metropolis algorithm is one of the Markov chain Monte Carlo (MCMC) methods that realize sampling from the target probability distribution. In this paper, we are concerned with the sampling from the distribution in non-identifiable cases that involve models with Fisher information matrices that may fail to be invertible. The theoretical adjustment of the step size, which is the variance of the candidate distribution, is difficult for non-identifiable cases. In this study, to establish such a principle, the average acceptance rate, which is used as a guideline to optimize the step size in the MCMC method, was analytically derived in non-identifiable cases. The optimization principle for the step size was developed from the viewpoint of the average acceptance rate. In addition, we performed numerical experiments on some specific target distributions to verify the effectiveness of our theoretical results.

Learning concepts from natural high-dimensional data (e.g., images) holds potential in building human-aligned and interpretable machine learning models. Despite its encouraging prospect, formalization and theoretical insights into this crucial task are still lacking. In this work, we formalize concepts as discrete latent causal variables that are related via a hierarchical causal model that encodes different abstraction levels of concepts embedded in high-dimensional data (e.g., a dog breed and its eye shapes in natural images). We formulate conditions to facilitate the identification of the proposed causal model, which reveals when learning such concepts from unsupervised data is possible. Our conditions permit complex causal hierarchical structures beyond latent trees and multi-level directed acyclic graphs in prior work and can handle high-dimensional, continuous observed variables, which is well-suited for unstructured data modalities such as images. We substantiate our theoretical claims with synthetic data experiments. Further, we discuss our theory's implications for understanding the underlying mechanisms of latent diffusion models and provide corresponding empirical evidence for our theoretical insights.

De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to non-ideal situations such as observation noise or missing observations. Besides, de-interleaving methods utilize a search-based strategy, which is time-consuming. To address these issues, this paper proposes a novel representation model and corresponding de-interleaving methods for the mixtures of HMPs. At first, a generative model for representing the mixtures of HMPs is designed. Subsequently, the de-interleaving process is formulated as a posterior inference for the generative model. Secondly, an exact inference method is developed to maximize the likelihood of the complete data, and two approximate inference methods are developed to maximize the evidence lower bound by creating tractable structures. Then, a theoretical error probability lower bound is derived using the likelihood ratio test, and the algorithms are shown to get reasonably close to the bound. Finally, simulation results demonstrate that the proposed methods are highly effective and robust for non-ideal situations, outperforming baseline methods on simulated and real-life data.

Online prediction of time series under regime switching is a widely studied problem in the literature, with many celebrated approaches. Using the non-parametric flexibility of Gaussian processes, the recently proposed INTEL algorithm provides a product of experts approach to online prediction of time series under possible regime switching, including the special case of outliers. This is achieved by adaptively combining several candidate models, each reporting their predictive distribution at time $t$. However, the INTEL algorithm uses a finite context window approximation to the predictive distribution, the computation of which scales cubically with the maximum lag, or otherwise scales quartically with exact predictive distributions. We introduce LINTEL, which uses the exact filtering distribution at time $t$ with constant-time updates, making the time complexity of the streaming algorithm optimal. We additionally note that the weighting mechanism of INTEL is better suited to a mixture of experts approach, and propose a fusion policy based on arithmetic averaging for LINTEL. We show experimentally that our proposed approach is over five times faster than INTEL under reasonable settings with better quality predictions.

The adaptation and use of Machine Learning (ML) in our daily lives has led to concerns in lack of transparency, privacy, reliability, among others. As a result, we are seeing research in niche areas such as interpretability, causality, bias and fairness, and reliability. In this survey paper, we focus on a critical concern for adaptation of ML in risk-sensitive applications, namely understanding and quantifying uncertainty. Our paper approaches this topic in a structured way, providing a review of the literature in the various facets that uncertainty is enveloped in the ML process. We begin by defining uncertainty and its categories (e.g., aleatoric and epistemic), understanding sources of uncertainty (e.g., data and model), and how uncertainty can be assessed in terms of uncertainty quantification techniques (Ensembles, Bayesian Neural Networks, etc.). As part of our assessment and understanding of uncertainty in the ML realm, we cover metrics for uncertainty quantification for a single sample, dataset, and metrics for accuracy of the uncertainty estimation itself. This is followed by discussions on calibration (model and uncertainty), and decision making under uncertainty. Thus, we provide a more complete treatment of uncertainty: from the sources of uncertainty to the decision-making process. We have focused the review of uncertainty quantification methods on Deep Learning (DL), while providing the necessary background for uncertainty discussion within ML in general. Key contributions in this review are broadening the scope of uncertainty discussion, as well as an updated review of uncertainty quantification methods in DL.

Actor-critic method achieves state-of-the-art performance in many domains including robotics, game playing, and control systems (LeCun et al. (2015); Mnih et al. (2016); Silver et al. (2017)). Temporal Difference (TD) Learning may be thought of as a component of actor critic, and better bounds for TD Learning are usually ingredients of actor-critic analyses. We consider the problem of policy evaluation in reinforcement learning: given a Markov Decision Process (MDP) and a policy, we need to estimate the value of each state (expected discounted sum of all future rewards) under this policy. Policy evaluation is important because it is effectively a subroutine of many other algorithms such as policy iteration and actor-critic. The main challenges for policy evaluation are that we usually do not know the underlying MDP directly and can only interact with it, and that the number of states is typically too large forcing us to maintain a low-dimensional approximation of the true vector of state values.

In an era of rapidly advancing data-driven applications, there is a growing demand for data in both research and practice. Synthetic data have emerged as an alternative when no real data is available (e.g., due to privacy regulations). Synthesizing tabular data presents unique and complex challenges, especially handling (i) missing values, (ii) dataset imbalance, (iii) diverse column types, and (iv) complex data distributions, as well as preserving (i) column correlations, (ii) temporal dependencies, and (iii) integrity constraints (e.g., functional dependencies) present in the original dataset. While substantial progress has been made recently in the context of generational models, there is no one-size-fits-all solution for tabular data today, and choosing the right tool for a given task is therefore no trivial task. In this paper, we survey the state of the art in Tabular Data Synthesis (TDS), examine the needs of users by defining a set of functional and non-functional requirements, and compile the challenges associated with meeting those needs. In addition, we evaluate the reported performance of 36 popular research TDS tools about these requirements and develop a decision guide to help users find suitable TDS tools for their applications. The resulting decision guide also identifies significant research gaps.