To balance quality and cost, various domain areas of science and engineering run simulations at multiple levels of sophistication. Multi-fidelity active learning aims to learn a direct mapping from input parameters to simulation outputs at the highest fidelity by actively acquiring data from multiple fidelity levels. However, existing approaches based on Gaussian processes are hardly scalable to high-dimensional data. Deep learning-based methods often impose a hierarchical structure in hidden representations, which only supports passing information from low-fidelity to high-fidelity. These approaches can lead to the undesirable propagation of errors from low-fidelity representations to high-fidelity ones. We propose a novel framework called Disentangled Multi-fidelity Deep Bayesian Active Learning (D-MFDAL), which learns the surrogate models conditioned on the distribution of functions at multiple fidelities. On benchmark tasks of learning deep surrogates of partial differential equations including heat equation, Poisson's equation and fluid simulations, our approach significantly outperforms state-of-the-art in prediction accuracy and sample efficiency.

Kernelized Stein discrepancy (KSD) is a score-based discrepancy widely used in goodness-of-fit tests. It can be applied even when the target distribution has an unknown normalising factor, such as in Bayesian analysis. We show theoretically and empirically that the KSD test can suffer from low power when the target and the alternative distributions have the same well-separated modes but differ in mixing proportions. We propose to perturb the observed sample via Markov transition kernels, with respect to which the target distribution is invariant. This allows us to then employ the KSD test on the perturbed sample. We provide numerical evidence that with suitably chosen transition kernels the proposed approach can lead to substantially higher power than the KSD test.

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty in the parameter values, functional forms with diverse parameterizations, level of complexity needed, and thus in the state fields. We develop a Bayesian model learning methodology that allows interpolation in the space of candidate models and discovery of new models from noisy, sparse, and indirect observations, all while estimating state fields and parameter values, as well as the joint PDFs of all learned quantities. We address the challenges of high-dimensional and multidisciplinary dynamics governed by PDEs by using state augmentation and the computationally efficient GMM-DO filter. Our innovations include stochastic formulation and complexity parameters to unify candidate models into a single general model as well as stochastic expansion parameters within piecewise function approximations to generate dense candidate model spaces. These innovations allow handling many compatible and embedded candidate models, possibly none of which are accurate, and learning elusive unknown functional forms. Our new methodology is generalizable, interpretable, and extrapolates out of the space of models to discover new ones. We perform a series of twin experiments based on flows past a ridge coupled with three-to-five component ecosystem models, including flows with chaotic advection. The probabilities of known, uncertain, and unknown model formulations, and of state fields and parameters, are updated jointly using Bayes' law. Non-Gaussian statistics, ambiguity, and biases are captured. The parameter values and model formulations that best explain the data are identified. When observations are sufficiently informative, model complexity and functions are discovered.

Selecting suitable architecture parameters and training hyperparameters is essential for enhancing machine learning (ML) model performance. Several recent empirical studies conduct large-scale correlational analysis on neural networks (NNs) to search for effective \emph{generalization metrics} that can guide this type of model selection. Effective metrics are typically expected to correlate strongly with test performance. In this paper, we expand on prior analyses by examining generalization-metric-based model selection with the following objectives: (i) focusing on natural language processing (NLP) tasks, as prior work primarily concentrates on computer vision (CV) tasks; (ii) considering metrics that directly predict \emph{test error} instead of the \emph{generalization gap}; (iii) exploring metrics that do not need access to data to compute. From these objectives, we are able to provide the first model selection results on large pretrained Transformers from Huggingface using generalization metrics. Our analyses consider (I) hundreds of Transformers trained in different settings, in which we systematically vary the amount of data, the model size and the optimization hyperparameters, (II) a total of 51 pretrained Transformers from eight families of Huggingface NLP models, including GPT2, BERT, etc., and (III) a total of 28 existing and novel generalization metrics. Despite their niche status, we find that metrics derived from the heavy-tail (HT) perspective are particularly useful in NLP tasks, exhibiting stronger correlations than other, more popular metrics. To further examine these metrics, we extend prior formulations relying on power law (PL) spectral distributions to exponential (EXP) and exponentially-truncated power law (E-TPL) families.

A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision processes (MDPs) can present exceptionally difficult prediction problems. To mitigate this issue, we propose predictable MDP abstraction (PMA): instead of training a predictive model on the original MDP, we train a model on a transformed MDP with a learned action space that only permits predictable, easy-to-model actions, while covering the original state-action space as much as possible. As a result, model learning becomes easier and more accurate, which allows robust, stable model-based planning or model-based RL. This transformation is learned in an unsupervised manner, before any task is specified by the user. Downstream tasks can then be solved with model-based control in a zero-shot fashion, without additional environment interactions. We theoretically analyze PMA and empirically demonstrate that PMA leads to significant improvements over prior unsupervised model-based RL approaches in a range of benchmark environments. Our code and videos are available at https://seohong.me/projects/pma/

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable the seamless fusion of different experimental modalities. When the dynamics are discrete and stochastic, one may employ powerful techniques such as Kalman, particle, or variational filters. Practitioners commonly apply these methods to continuous-time, deterministic dynamical systems after discretizing the dynamics and introducing fictitious transition probabilities. However, approaches based on time-discretization suffer from the curse of dimensionality since the number of random variables grows linearly with the number of time-steps. Furthermore, the introduction of fictitious transition probabilities is an unsatisfactory solution because it increases the number of model parameters and may lead to inference bias. To address these drawbacks, the objective of this paper is to develop a scalable Bayesian approach to state and parameter estimation suitable for continuous-time, deterministic dynamical systems. Our methodology builds upon information field theory. Specifically, we construct a physics-informed prior probability measure on the function space of system responses so that functions that satisfy the physics are more likely. This prior allows us to quantify model form errors. We connect the system's response to observations through a probabilistic model of the measurement process. The joint posterior over the system responses and all parameters is given by Bayes' rule. To approximate the intractable posterior, we develop a stochastic variational inference algorithm. In summary, the developed methodology offers a powerful framework for Bayesian estimation in dynamical systems.

This paper presents ATEM, a novel framework for studying topic evolution in scientific archives. ATEM is based on dynamic topic modeling and dynamic graph embedding techniques that explore the dynamics of content and citations of documents within a scientific corpus. ATEM explores a new notion of contextual emergence for the discovery of emerging interdisciplinary research topics based on the dynamics of citation links in topic clusters. Our experiments show that ATEM can efficiently detect emerging cross-disciplinary topics within the DBLP archive of over five million computer science articles.

Many machine learning problems require performing dataset valuation, i.e. to quantify the incremental gain, to some relevant pre-defined utility, of aggregating an individual dataset to others. As seminal examples, dataset valuation has been leveraged in collaborative and federated learning to create incentives for data sharing across several data owners. The Shapley value has recently been proposed as a principled tool to achieve this goal due to formal axiomatic justification. Since its computation often requires exponential time, standard approximation strategies based on Monte Carlo integration have been considered. Such generic approximation methods, however, remain expensive in some cases. In this paper, we exploit the knowledge about the structure of the dataset valuation problem to devise more efficient Shapley value estimators. We propose a novel approximation of the Shapley value, referred to as discrete uniform Shapley (DU-Shapley) which is expressed as an expectation under a discrete uniform distribution with support of reasonable size. We justify the relevancy of the proposed framework via asymptotic and non-asymptotic theoretical guarantees and show that DU-Shapley tends towards the Shapley value when the number of data owners is large. The benefits of the proposed framework are finally illustrated on several dataset valuation benchmarks. DU-Shapley outperforms other Shapley value approximations, even when the number of data owners is small.

Latent variable models (LVMs) with discrete compositional latents are an important but challenging setting due to a combinatorially large number of possible configurations of the latents. A key tradeoff in modeling the posteriors over latents is between expressivity and tractable optimization. For algorithms based on expectation-maximization (EM), the E-step is often intractable without restrictive approximations to the posterior. We propose the use of GFlowNets, algorithms for sampling from an unnormalized density by learning a stochastic policy for sequential construction of samples, for this intractable E-step. By training GFlowNets to sample from the posterior over latents, we take advantage of their strengths as amortized variational inference algorithms for complex distributions over discrete structures. Our approach, GFlowNet-EM, enables the training of expressive LVMs with discrete compositional latents, as shown by experiments on non-context-free grammar induction and on images using discrete variational autoencoders (VAEs) without conditional independence enforced in the encoder.

Hit rate is a key performance metric in predicting process product quality in integrated industrial processes. It represents the percentage of products accepted by downstream processes within a controlled range of quality. However, optimizing hit rate is a non-convex and challenging problem. To address this issue, we propose a data-driven quasi-convex approach that combines factorial hidden Markov models, multitask elastic net, and quasi-convex optimization. Our approach converts the original non-convex problem into a set of convex feasible problems, achieving an optimal hit rate. We verify the convex optimization property and quasi-convex frontier through Monte Carlo simulations and real-world experiments in steel production. Results demonstrate that our approach outperforms classical models, improving hit rates by at least 41.11% and 31.01% on two real datasets. Furthermore, the quasi-convex frontier provides a reference explanation and visualization for the deterioration of solutions obtained by conventional models.