In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. For example, the designer may need to tune the hyperparameters of neural network models for different learning tasks over time. Rather than evaluating the objective function for each candidate solution, the designer may have access to approximations of the objective functions, for which higher-fidelity evaluations entail a larger cost. Existing multi-fidelity black-box optimization strategies select candidate solutions and fidelity levels with the goal of maximizing the information accrued about the optimal value or solution for the current task. Assuming that successive optimization tasks are related, this paper introduces a novel information-theoretic acquisition function that balances the need to acquire information about the current task with the goal of collecting information transferable to future tasks. The proposed method includes shared inter-task latent variables, which are transferred across tasks by implementing particle-based variational Bayesian updates. Experimental results across synthetic and real-world examples reveal that the proposed provident acquisition strategy that caters to future tasks can significantly improve the optimization efficiency as soon as a sufficient number of tasks is processed.

We propose a neural operator framework, termed mixture density nonlinear manifold decoder (MD-NOMAD), for stochastic simulators. Our approach leverages an amalgamation of the pointwise operator learning neural architecture nonlinear manifold decoder (NOMAD) with mixture density-based methods to estimate conditional probability distributions for stochastic output functions. MD-NOMAD harnesses the ability of probabilistic mixture models to estimate complex probability and the high-dimensional scalability of pointwise neural operator NOMAD. We conduct empirical assessments on a wide array of stochastic ordinary and partial differential equations and present the corresponding results, which highlight the performance of the proposed framework.

In the dynamic hospital setting, decision support can be a valuable tool for improving patient outcomes. Data-driven inference of future outcomes is challenging in this dynamic setting, where long sequences such as laboratory tests and medications are updated frequently. This is due in part to heterogeneity of data types and mixed-sequence types contained in variable length sequences. In this work we design a probabilistic unsupervised model for multiple arbitrary-length sequences contained in hospitalization Electronic Health Record (EHR) data. The model uses a latent variable structure and captures complex relationships between medications, diagnoses, laboratory tests, neurological assessments, and medications. It can be trained on original data, without requiring any lossy transformations or time binning. Inference algorithms are derived that use partial data to infer properties of the complete sequences, including their length and presence of specific values. We train this model on data from subjects receiving medical care in the Kaiser Permanente Northern California integrated healthcare delivery system. The results are evaluated against held-out data for predicting the length of sequences and presence of Intensive Care Unit (ICU) in hospitalization bed sequences. Our method outperforms a baseline approach, showing that in these experiments the trained model captures information in the sequences that is informative of their future values.

Effective code optimization in compilers plays a central role in computer and software engineering. While compilers can be made to automatically search the optimization space without the need for user interventions, this is not a standard practice since the search is slow and cumbersome. Here we present CodeZero, an artificial intelligence agent trained extensively on large data to produce effective optimization strategies instantly for each program in a single trial of the agent. To overcome the huge range of possible test programs, we prepare a large dataset of training programs that emphasize quality, naturalness, and diversity. To tackle the vast space of possible optimizations, we adapt deep reinforcement learning to train the agent in a sample-efficient manner through interacting with a world model of the compiler environment. Evaluation on both benchmark suites and production-level code optimization problems demonstrates our agent's supercompiler performances and zero-shot generalization abilities, outperforming built-in optimization options designed by compiler experts. Our methodology kindles the great potential of artificial intelligence for engineering and paves the way for scaling machine learning techniques in the realm of code optimization.

Deep learning (DL) has recently emerged as a pivotal technology for enhancing magnetic resonance imaging (MRI), a critical tool in diagnostic radiology. This review paper provides a comprehensive overview of recent advances in DL for MRI reconstruction. It focuses on DL approaches and architectures designed to improve image quality, accelerate scans, and address data-related challenges. These include end-to-end neural networks, pre-trained networks, generative models, and self-supervised methods. The paper also discusses the role of DL in optimizing acquisition protocols, enhancing robustness against distribution shifts, and tackling subtle bias. Drawing on the extensive literature and practical insights, it outlines current successes, limitations, and future directions for leveraging DL in MRI reconstruction, while emphasizing the potential of DL to significantly impact clinical imaging practices.

Today mobile users learn and share their traffic observations via crowdsourcing platforms (e.g., Waze). Yet such platforms simply cater to selfish users' myopic interests to recommend the shortest path, and do not encourage enough users to travel and learn other paths for future others. Prior studies focus on one-shot congestion games without considering users' information learning, while our work studies how users learn and alter traffic conditions on stochastic paths in a human-in-the-loop manner. Our analysis shows that the myopic routing policy leads to severe under-exploration of stochastic paths. This results in a price of anarchy (PoA) greater than $2$, as compared to the socially optimal policy in minimizing the long-term social cost. Besides, the myopic policy fails to ensure the correct learning convergence about users' traffic hazard beliefs. To address this, we focus on informational (non-monetary) mechanisms as they are easier to implement than pricing. We first show that existing information-hiding mechanisms and deterministic path-recommendation mechanisms in Bayesian persuasion literature do not work with even (\text{PoA}=\infty). Accordingly, we propose a new combined hiding and probabilistic recommendation (CHAR) mechanism to hide all information from a selected user group and provide state-dependent probabilistic recommendations to the other user group. Our CHAR successfully ensures PoA less than (\frac{5}{4}), which cannot be further reduced by any other informational (non-monetary) mechanism. Besides the parallel network, we further extend our analysis and CHAR to more general linear path graphs with multiple intermediate nodes, and we prove that the PoA results remain unchanged. Additionally, we carry out experiments with real-world datasets to further extend our routing graphs and verify the close-to-optimal performance of our CHAR.

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on Euclidean spaces, when considering diffusion processes on Riemannian manifolds the geometry brings in further complications. In even higher generality, advancing from Riemannian to sub-Riemannian geometries introduces hypoellipticity, and the possibility of finding appropriate explicit approximations for the score of the diffusion process is removed. We handle these challenges and construct a method for bridge simulation on sub-Riemannian manifolds by demonstrating how recent progress in machine learning can be modified to allow for training of score approximators on sub-Riemannian manifolds. Since gradients dependent on the horizontal distribution, we generalise the usual notion of denoising loss to work with non-holonomic frames using a stochastic Taylor expansion, and we demonstrate the resulting scheme both explicitly on the Heisenberg group and more generally using adapted coordinates. We perform numerical experiments exemplifying samples from the bridge process on the Heisenberg group and the concentration of this process for small time.

Mycotoxins are a group of naturally occurring, toxic chemical compounds produced by certain species of moulds (fungi), during growth on various crops and foodstuffs, including cereals, nuts, spices and dairy products (The World Health Organization (WHO), 2023). The ingestion of certain mycotoxins has been linked to a range of harmful health impacts on both humans and animals, from short-term poisoning to long-term consequences such as liver cancer, and in some cases, death (Mavrommatis et al., 2021; Marroquín-Cardona et al., 2014; Liu and Wu, 2010). Mycotoxins are secondary metabolites (that is, compounds produced by an organism that are not essential for its primary life processes) and are often produced during the pre-harvest, harvest, and storage phases under favourable conditions of humidity and temperature (Marroquín-Cardona et al., 2014; Van der Fels-Klerx et al., 2022). The most prevalent mycotoxins include aflatoxins, tricothecenes, fumonisins, zearalenones, ochratoxins and patulin, and are produced by certain plant-pathogenic species of Aspergillus, Fusarium, and Penicillium (Tola and Kebede, 2016). Mycotoxin contamination in crop products has been found to vary significantly across different geographical locations and is influenced by annual weather conditions (Logrieco et al., 2021; Leggieri et al., 2020).

We consider the Ornstein-Uhlenbeck (OU) process, a stochastic process widely used in finance, physics, and biology. Parameter estimation of the OU process is a challenging problem. Thus, we review traditional tracking methods and compare them with novel applications of deep learning to estimate the parameters of the OU process. We use a multi-layer perceptron to estimate the parameters of the OU process and compare its performance with traditional parameter estimation methods, such as the Kalman filter and maximum likelihood estimation. We find that the multi-layer perceptron can accurately estimate the parameters of the OU process given a large dataset of observed trajectories and, on average, outperforms traditional parameter estimation methods.

The idea of the inheritance of biological processes, such as the developmental process or the life cycle of an organism, has been discussed in the biology literature, but formal mathematical descriptions and plausible data analysis frameworks are lacking. We introduce an extension of the nested Dirichlet Process (nDP) to a multiscale model to aid in understanding the mechanisms by which biological processes are inherited, remain stable, and are modified across generations. To address these issues, we introduce Nested Inheritance Dynamics Algorithm (NIDA). At its primary level, NIDA encompasses all processes unfolding within an individual organism's lifespan. The secondary level delineates the dynamics through which these processes evolve or remain stable over time. This framework allows for the specification of a physical system model at either scale, thus promoting seamless integration with established models of development and heredity.