Research on causal effects often relies on synthetic data due to the scarcity of real-world datasets with ground-truth effects. Since current data-generating tools do not always meet all requirements for state-of-the-art research, ad-hoc methods are often employed. This leads to heterogeneity among datasets and delays research progress. We address the shortcomings of current data-generating libraries by introducing CausalPlayground, a Python library that provides a standardized platform for generating, sampling, and sharing structural causal models (SCMs). CausalPlayground offers fine-grained control over SCMs, interventions, and the generation of datasets of SCMs for learning and quantitative research. Furthermore, by integrating with Gymnasium, the standard framework for reinforcement learning (RL) environments, we enable online interaction with the SCMs. Overall, by introducing CausalPlayground we aim to foster more efficient and comparable research in the field. All code and API documentation is available at https://github.com/sa-and/CausalPlayground.

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we combine (i) emulation, where a machine learning model is trained to mimic cosmological observables, e.g. CosmoPower-JAX; (ii) differentiable and probabilistic programming, e.g. JAX and NumPyro, respectively; (iii) scalable Markov chain Monte Carlo (MCMC) sampling techniques that exploit gradients, e.g. Hamiltonian Monte Carlo; and (iv) decoupled and scalable Bayesian model selection techniques that compute the Bayesian evidence purely from posterior samples, e.g. the learned harmonic mean implemented in harmonic. This paradigm allows us to carry out a complete Bayesian analysis, including both parameter estimation and model selection, in a fraction of the time of traditional approaches. First, we demonstrate the application of this paradigm on a simulated cosmic shear analysis for a Stage IV survey in 37- and 39-dimensional parameter spaces, comparing $\Lambda$CDM and a dynamical dark energy model ($w_0w_a$CDM). We recover posterior contours and evidence estimates that are in excellent agreement with those computed by the traditional nested sampling approach while reducing the computational cost from 8 months on 48 CPU cores to 2 days on 12 GPUs. Second, we consider a joint analysis between three simulated next-generation surveys, each performing a 3x2pt analysis, resulting in 157- and 159-dimensional parameter spaces. Standard nested sampling techniques are simply not feasible in this high-dimensional setting, requiring a projected 12 years of compute time on 48 CPU cores; on the other hand, the proposed approach only requires 8 days of compute time on 24 GPUs. All packages used in our analyses are publicly available.

This paper presents a novel optimization framework to address key challenges presented by modern machine learning applications: High dimensionality, distributional uncertainty, and data heterogeneity. Our approach unifies regularized estimation, distributionally robust optimization (DRO), and hierarchical Bayesian modeling in a single data-driven criterion. By employing a hierarchical Dirichlet process (HDP) prior, the method effectively handles multi-source data, achieving regularization, distributional robustness, and borrowing strength across diverse yet related data-generating processes. We demonstrate the method's advantages by establishing theoretical performance guarantees and tractable Monte Carlo approximations based on Dirichlet process (DP) theory. Numerical experiments validate the framework's efficacy in improving and stabilizing both prediction and parameter estimation accuracy, showcasing its potential for application in complex data environments.

The article presents a systematic study of the problem of conditioning a Gaussian random variable $\xi$ on nonlinear observations of the form $F \circ \phi(\xi)$ where $\phi: \mathcal{X} \to \mathbb{R}^N$ is a bounded linear operator and $F$ is nonlinear. Such problems arise in the context of Bayesian inference and recent machine learning-inspired PDE solvers. We give a representer theorem for the conditioned random variable $\xi \mid F\circ \phi(\xi)$, stating that it decomposes as the sum of an infinite-dimensional Gaussian (which is identified analytically) as well as a finite-dimensional non-Gaussian measure. We also introduce a novel notion of the mode of a conditional measure by taking the limit of the natural relaxation of the problem, to which we can apply the existing notion of maximum a posteriori estimators of posterior measures. Finally, we introduce a variant of the Laplace approximation for the efficient simulation of the aforementioned conditioned Gaussian random variables towards uncertainty quantification.

Multi-agent reinforcement learning (MARL) algorithms have accomplished remarkable breakthroughs in solving large-scale decision-making tasks. Nonetheless, most existing MARL algorithms are model-free, limiting sample efficiency and hindering their applicability in more challenging scenarios. In contrast, model-based reinforcement learning (MBRL), particularly algorithms integrating planning, such as MuZero, has demonstrated superhuman performance with limited data in many tasks. Hence, we aim to boost the sample efficiency of MARL by adopting model-based approaches. However, incorporating planning and search methods into multi-agent systems poses significant challenges. The expansive action space of multi-agent systems often necessitates leveraging the nearly-independent property of agents to accelerate learning. To tackle this issue, we propose the MAZero algorithm, which combines a centralized model with Monte Carlo Tree Search (MCTS) for policy search. We design a novel network structure to facilitate distributed execution and parameter sharing. To enhance search efficiency in deterministic environments with sizable action spaces, we introduce two novel techniques: Optimistic Search Lambda (OS($\lambda$)) and Advantage-Weighted Policy Optimization (AWPO). Extensive experiments on the SMAC benchmark demonstrate that MAZero outperforms model-free approaches in terms of sample efficiency and provides comparable or better performance than existing model-based methods in terms of both sample and computational efficiency. Our code is available at https://github.com/liuqh16/MAZero.

Automatic summarization is the process of reducing a text document in order to generate a summary that retains the most important points of the original document. In this work, we study two problems - i) summarizing a text document as set of keywords/caption, for image recommedation, ii) generating opinion summary which good mix of relevancy and sentiment with the text document. Intially, we present our work on an recommending images for enhancing a substantial amount of existing plain text news articles. We use probabilistic models and word similarity heuristics to generate captions and extract Key-phrases which are re-ranked using a rank aggregation framework with relevance feedback mechanism. We show that such rank aggregation and relevant feedback which are typically used in Tagging Documents, Text Information Retrieval also helps in improving image retrieval. These queries are fed to the Yahoo Search Engine to obtain relevant images 1. Our proposed method is observed to perform better than all existing baselines. Additonally, We propose a set of submodular functions for opinion summarization. Opinion summarization has built in it the tasks of summarization and sentiment detection. However, it is not easy to detect sentiment and simultaneously extract summary. The two tasks conflict in the sense that the demand of compression may drop sentiment bearing sentences, and the demand of sentiment detection may bring in redundant sentences. However, using submodularity we show how to strike a balance between the two requirements. Our functions generate summaries such that there is good correlation between document sentiment and summary sentiment along with good ROUGE score. We also compare the performances of the proposed submodular functions.

Structured prediction tasks, like machine translation, involve learning functions that map structured inputs to structured outputs. Recurrent Neural Networks (RNNs) have historically been a popular choice for such tasks, including in natural language processing (NLP) applications. However, training RNNs using Maximum Likelihood Estimation (MLE) has its limitations, including exposure bias and a mismatch between training and testing metrics. SEARNN, based on the learning to search (L2S) framework, has been proposed as an alternative to MLE for RNN training. This project explored the potential of SEARNN to improve machine translation for low-resourced African languages -- a challenging task characterized by limited training data availability and the morphological complexity of the languages. Through experiments conducted on translation for English to Igbo, French to \ewe, and French to \ghomala directions, this project evaluated the efficacy of SEARNN over MLE in addressing the unique challenges posed by these languages. With an average BLEU score improvement of $5.4$\% over the MLE objective, we proved that SEARNN is indeed a viable algorithm to effectively train RNNs on machine translation for low-resourced languages.

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in high-stakes scenarios. Predicting potential outcomes along with its uncertainty in a counterfactual world poses the foundamental challenge in causal inference. Existing methods that construct confidence intervals for counterfactuals either rely on the assumption of strong ignorability, or need access to un-identifiable lower and upper bounds that characterize the difference between observational and interventional distributions. To overcome these limitations, we first propose a novel approach wTCP-DR based on transductive weighted conformal prediction, which provides confidence intervals for counterfactual outcomes with marginal converage guarantees, even under hidden confounding. With less restrictive assumptions, our approach requires access to a fraction of interventional data (from randomized controlled trials) to account for the covariate shift from observational distributoin to interventional distribution. Theoretical results explicitly demonstrate the conditions under which our algorithm is strictly advantageous to the naive method that only uses interventional data. After ensuring valid intervals on counterfactuals, it is straightforward to construct intervals for individual treatment effects (ITEs). We demonstrate our method across synthetic and real-world data, including recommendation systems, to verify the superiority of our methods compared against state-of-the-art baselines in terms of both coverage and efficiency

World models constitute a promising approach for training reinforcement learning agents in a safe and sample-efficient manner. Recent world models predominantly operate on sequences of discrete latent variables to model environment dynamics. However, this compression into a compact discrete representation may ignore visual details that are important for reinforcement learning. Concurrently, diffusion models have become a dominant approach for image generation, challenging well-established methods modeling discrete latents. Motivated by this paradigm shift, we introduce DIAMOND (DIffusion As a Model Of eNvironment Dreams), a reinforcement learning agent trained in a diffusion world model. We analyze the key design choices that are required to make diffusion suitable for world modeling, and demonstrate how improved visual details can lead to improved agent performance. DIAMOND achieves a mean human normalized score of 1.46 on the competitive Atari 100k benchmark; a new best for agents trained entirely within a world model. To foster future research on diffusion for world modeling, we release our code, agents and playable world models at https://github.com/eloialonso/diamond.

These authors contribute to the paper equally. Abstract General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many of the current algorithms used in statistics. We find that PSO can not only reproduce the same results as the above routines, it can also produce results that are more optimal or when others cannot converge. In the latter case, it can also identify the source of the problem or problems. We highlight advantages of using PSO using four examples, where: (1) some parameters in a generalized distribution are unidentified using PSO when it is not apparent or computationally manifested using routines in R or SAS; (2) PSO can produce estimation results for the log-binomial regressions when current routines may not; (3) PSO provides flexibility in the link function for binomial regression with LASSO penalty, which is unsupported by standard packages like GLM and GENMOD in Stata and SAS, respectively, and (4) PSO provides superior MLE estimates for an EE-IW distribution compared with those from the traditional statistical methods that rely on moments. Metaheuristics, and in particular, nature-inspired metaheuristic algorithms, is increasingly used across disciplines to tackle challenging optimization problems [11]. They may be broadly categorized swarm based or evolutionary based algorithms. Some examples of the former are particle swarm optimization and competitive swarm optimizer (CSO) and examples of the latter are genetic algorithm (GA) and the differential evolution. The statistical community is probably most aware of GA and simulated annealing (SA) but they are many others that have recently proven more popular in engineering and computer science.