Hyperparameter optimization (HPO) is increasingly used to automatically tune the predictive performance (e.g., accuracy) of machine learning models. However, in a plethora of real-world applications, accuracy is only one of the multiple -- often conflicting -- performance criteria, necessitating the adoption of a multi-objective (MO) perspective. While the literature on MO optimization is rich, few prior studies have focused on HPO. In this paper, we propose algorithms that extend asynchronous successive halving (ASHA) to the MO setting. Considering multiple evaluation metrics, we assess the performance of these methods on three real world tasks: (i) Neural architecture search, (ii) algorithmic fairness and (iii) language model optimization. Our empirical analysis shows that MO ASHA enables to perform MO HPO at scale. Further, we observe that that taking the entire Pareto front into account for candidate selection consistently outperforms multi-fidelity HPO based on MO scalarization in terms of wall-clock time. Our algorithms (to be open-sourced) establish new baselines for future research in the area.

Simulation models of scientific interest often lack a tractable likelihood function, precluding standard likelihood-based statistical inference. A popular likelihood-free method for inferring simulator parameters is approximate Bayesian computation, where an approximate posterior is sampled by comparing simulator output and observed data. However, effective measures of closeness between simulated and observed data are generally difficult to construct, particularly for time series data which are often high-dimensional and structurally complex. Existing approaches typically involve manually constructing summary statistics, requiring substantial domain expertise and experimentation, or rely on unrealistic assumptions such as iid data. Others are inappropriate in more complex settings like multivariate or irregularly sampled time series data. In this paper, we introduce the use of path signatures as a natural candidate feature set for constructing distances between time series data for use in approximate Bayesian computation algorithms. Our experiments show that such an approach can generate more accurate approximate Bayesian posteriors than existing techniques for time series models.

The diagnosis of blood-based diseases often involves identifying and characterizing patient blood samples. Automated methods to detect and classify blood cell subtypes have important medical applications. Automated medical image processing and analysis offers a powerful tool for medical diagnosis. In this work we tackle the problem of white blood cell classification based on the morphological characteristics of their outer contour, color. The work we would explore a set of preprocessing and segmentation (Color-based segmentation, Morphological processing, contouring) algorithms along with a set of features extraction methods (Corner detection algorithms and Histogram of Gradients (HOG)), dimentionality reduction algorithms (Principal Component Analysis (PCA)) that are able to recognize and classify through various Unsupervised (k-nearest neighbors) and Supervised (Support Vector Machine, Decision Trees, Linear Discriminant Analysis, Quadratic Discriminant Analysis, Naïve Bayes) algorithms different categories of white blood cells to Eosinophil, Lymphocyte, Monocyte, and Neutrophil. We even take a step forwards to explore various Deep Convolutional Neural network architecture (Sqeezent, MobilenetV1, MobilenetV2, InceptionNet etc.) without preprocessing/segmentation and with preprocessing. We would like to explore many algorithms to identify the robust algorithm with least time complexity and low resource requirement. The outcome of this work can be a cue to selection of algorithms as per requirement for automated blood cell classification.

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions: this allows for a closed-form and differentiable expression for the expected risk, which then turns the generalization bound into a tractable training objective. The resulting stochastic majority vote learning algorithm achieves state-of-the-art accuracy and benefits from (non-vacuous) tight generalization bounds, in a series of numerical experiments when compared to competing algorithms which also minimize PAC-Bayes objectives -- both with uninformed (data-independent) and informed (data-dependent) priors.

Frequently, population studies feature pyramidally-organized data represented using Hierarchical Bayesian Models (HBM) enriched with plates. These models can become prohibitively large in settings such as neuroimaging, where a sample is composed of a functional MRI signal measured on 64 thousand brain locations, across 4 measurement sessions, and at least tens of subjects. Even a reduced example on a specific cortical region of 300 brain locations features around 1 million parameters, hampering the usage of modern density estimation techniques such as Simulation-Based Inference (SBI). To infer parameter posterior distributions in this challenging class of problems, we designed a novel methodology that automatically produces a variational family dual to a target HBM. This variatonal family, represented as a neural network, consists in the combination of an attention-based hierarchical encoder feeding summary statistics to a set of normalizing flows. Our automatically-derived neural network exploits exchangeability in the plate-enriched HBM and factorizes its parameter space. The resulting architecture reduces by orders of magnitude its parameterization with respect to that of a typical SBI representation, while maintaining expressivity. Our method performs inference on the specified HBM in an amortized setup: once trained, it can readily be applied to a new data sample to compute the parameters' full posterior. We demonstrate the capability of our method on simulated data, as well as a challenging high-dimensional brain parcellation experiment. We also open up several questions that lie at the intersection between SBI techniques and structured Variational Inference.

Bayesian neural networks utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their deterministic counter parts, Bayesian neural networks provide a direct and natural way to extend conventional deep neural networks to support probabilistic deep learning. However, it is nontrivial to understand, design and train Bayesian neural networks due to their complexities. We discuss the essentials of Bayesian neural networks including duality (deep neural networks, probabilistic models), approximate Bayesian inference, Bayesian priors, Bayesian posteriors, and deep variational learning. We use TensorFlow Probability APIs and code examples for illustration. The main problem with Bayesian neural networks is that the architecture of deep neural networks makes it quite redundant, and costly, to account for uncertainty for a large number of successive layers. Hybrid Bayesian neural networks, which use few probabilistic layers judicially positioned in the networks, provide a practical solution.

In active learning, new labels are commonly acquired in batches. However, common acquisition functions are only meant for one-sample acquisition rounds at a time, and when their scores are used naively for batch acquisition, they result in batches lacking diversity, which deteriorates performance. On the other hand, state-of-the-art batch acquisition functions are costly to compute. In this paper, we present a novel class of stochastic acquisition functions that extend one-sample acquisition functions to the batch setting by observing how one-sample acquisition scores change as additional samples are acquired and modelling this difference for additional batch samples. We simply acquire new samples by sampling from the pool set using a Gibbs distribution based on the acquisition scores. Our acquisition functions are both vastly cheaper to compute and out-perform other batch acquisition functions.

The success of deep reinforcement learning (DRL) is due to the power of learning a representation that is suitable for the underlying exploration and exploitation task. However, existing provable reinforcement learning algorithms with linear function approximation often assume the feature representation is known and fixed. In order to understand how representation learning can improve the efficiency of RL, we study representation learning for a class of low-rank Markov Decision Processes (MDPs) where the transition kernel can be represented in a bilinear form. We propose a provably efficient algorithm called ReLEX that can simultaneously learn the representation and perform exploration. We show that ReLEX always performs no worse than a state-of-the-art algorithm without representation learning, and will be strictly better in terms of sample efficiency if the function class of representations enjoys a certain mild "coverage'' property over the whole state-action space.

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity approximate inference via full-batch Hamiltonian Monte Carlo achieve poor generalization under covariate shift, even underperforming classical estimation. We explain this surprising result, showing how a Bayesian model average can in fact be problematic under covariate shift, particularly in cases where linear dependencies in the input features cause a lack of posterior contraction. We additionally show why the same issue does not affect many approximate inference procedures, or classical maximum a-posteriori (MAP) training. Finally, we propose novel priors that improve the robustness of BNNs to many sources of covariate shift.

Active Learning is essential for more label-efficient deep learning. Bayesian Active Learning has focused on BALD, which reduces model parameter uncertainty. However, we show that BALD gets stuck on out-of-distribution or junk data that is not relevant for the task. We examine a novel *Expected Predictive Information Gain (EPIG)* to deal with distribution shifts of the pool set. EPIG reduces the uncertainty of *predictions* on an unlabelled *evaluation set* sampled from the test data distribution whose distribution might be different to the pool set distribution. Based on this, our new EPIG-BALD acquisition function for Bayesian Neural Networks selects samples to improve the performance on the test data distribution instead of selecting samples that reduce model uncertainty everywhere, including for out-of-distribution regions with low density in the test data distribution. Our method outperforms state-of-the-art Bayesian active learning methods on high-dimensional datasets and avoids out-of-distribution junk data in cases where current state-of-the-art methods fail.