Population-population generalization is a challenging problem in multi-agent reinforcement learning (MARL), particularly when agents encounter unseen co-players. However, existing self-play-based methods are constrained by the limitation of inside-space generalization. In this study, we propose Bidirectional Distillation (BiDist), a novel mixed-play framework, to overcome this limitation in MARL. BiDist leverages knowledge distillation in two alternating directions: forward distillation, which emulates the historical policies' space and creates an implicit self-play, and reverse distillation, which systematically drives agents towards novel distributions outside the known policy space in a non-self-play manner. In addition, BiDist operates as a concise and efficient solution without the need for the complex and costly storage of past policies. We provide both theoretical analysis and empirical evidence to support BiDist's effectiveness. Our results highlight its remarkable generalization ability across a variety of cooperative, competitive, and social dilemma tasks, and reveal that BiDist significantly diversifies the policy distribution space. We also present comprehensive ablation studies to reinforce BiDist's effectiveness and key success factors. Source codes are available in the supplementary material.

One of the primary challenges in urban autonomous vehicle decision-making and planning lies in effectively managing intricate interactions with diverse traffic participants characterized by unpredictable movement patterns. Additionally, interpreting and adhering to traffic regulations within rapidly evolving traffic scenarios pose significant hurdles. This paper proposed a rule-based autonomous vehicle decision-making and planning framework which extracts right-of-way from traffic rules to generate behavioural parameters, integrating them to effectively adhere to and navigate through traffic regulations. The framework considers the strong interaction between traffic participants mathematically by formulating the decision-making and planning problem into a differential game. By finding the Nash equilibrium of the problem, the autonomous vehicle is able to find optimal decisions. The proposed framework was tested under simulation as well as full-size vehicle platform, the results show that the ego vehicle is able to safely interact with surrounding traffic participants while adhering to traffic rules.

This report explores the speculative question: what if current or future AI systems have qualia, such as pain or pleasure? It does so by assuming that AI systems might someday possess qualia -- and that the quality of these subjective experiences should be considered alongside performance metrics. Concrete mathematical problem settings, inspired by reinforcement learning formulations and theories from philosophy of mind, are then proposed and initial approaches and properties are presented. These properties enable refinement of the problem setting, culminating with the proposal of methods that promote reinforcement.

We introduce NeuralSurv, the first deep survival model to incorporate Bayesian uncertainty quantification. Our non-parametric, architecture-agnostic framework flexibly captures time-varying covariate-risk relationships in continuous time via a novel two-stage data-augmentation scheme, for which we establish theoretical guarantees. For efficient posterior inference, we introduce a mean-field variational algorithm with coordinate-ascent updates that scale linearly in model size. By locally linearizing the Bayesian neural network, we obtain full conjugacy and derive all coordinate updates in closed form. In experiments, NeuralSurv delivers superior calibration compared to state-of-the-art deep survival models, while matching or exceeding their discriminative performance across both synthetic benchmarks and real-world datasets. Our results demonstrate the value of Bayesian principles in data-scarce regimes by enhancing model calibration and providing robust, well-calibrated uncertainty estimates for the survival function.

Sparse linear regression is a fundamental tool in data analysis. However, traditional approaches often fall short when covariates exhibit structure or arise from heterogeneous sources. In biomedical applications, covariates may stem from distinct modalities or be structured according to an underlying graph. We introduce Neural Adaptive Shrinkage (Nash), a unified framework that integrates covariate-specific side information into sparse regression via neural networks. Nash adaptively modulates penalties on a per-covariate basis, learning to tailor regularization without cross-validation. We develop a variational inference algorithm for efficient training and establish connections to empirical Bayes regression. Experiments on real data demonstrate that Nash can improve accuracy and adaptability over existing methods.

In this paper, we consider a score-based Integer Programming (IP) approach for solving the Bayesian Network Structure Learning (BNSL) problem. State-of-the-art BNSL IP formulations suffer from the exponentially large number of variables and constraints. A standard approach in IP to address such challenges is to employ row and column generation techniques, which dynamically generate rows and columns, while the complex pricing problem remains a computational bottleneck for BNSL. For the general class of $\ell_0$-penalized likelihood scores, we show how the pricing problem can be reformulated as a difference of submodular optimization problem, and how the Difference of Convex Algorithm (DCA) can be applied as an inexact method to efficiently solve the pricing problems. Empirically, we show that, for continuous Gaussian data, our row and column generation approach yields solutions with higher quality than state-of-the-art score-based approaches, especially when the graph density increases, and achieves comparable performance against benchmark constraint-based and hybrid approaches, even when the graph size increases.

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is large or when the underlying function contains multi-scale features that are difficult to represent by a stationary kernel. To address the former, training of GPs with large-scale data is often performed through inducing point approximations (also known as sparse GP regression (GPR)), where the size of the covariance matrices in GPR is reduced considerably through a greedy search on the data set. To aid the latter, deep GPs have gained traction as hierarchical models that resolve multi-scale features by combining multiple GPs. Posterior inference in deep GPs requires a sampling or, more usual, a variational approximation. Variational approximations lead to large-scale stochastic, non-convex optimisation problems and the resulting approximation tends to represent uncertainty incorrectly. In this work, we combine variational learning with MCMC to develop a particle-based expectation-maximisation method to simultaneously find inducing points within the large-scale data (variationally) and accurately train the GPs (sampling-based). The result is a highly efficient and accurate methodology for deep GP training on large-scale data. We test our method on standard benchmark problems.

SG-MCMC schemes are uncertainty quantification (UQ) methods that scale to large datasets and high-dimensional models, enabling trustworthy neural network predictions via Bayesian deep learning. JaxSGMC implements several state-of-the-art SG-MCMC samplers to promote UQ in deep learning by reducing the barriers of entry for switching from stochastic optimization to SG-MCMC sampling. Additionally, JaxSGMC allows users to build custom samplers from standard SG-MCMC building blocks. Due to this modular structure, we anticipate that JaxSGMC will accelerate research into novel SG-MCMC schemes and facilitate their application across a broad range of domains.

Sampling from flat modes in discrete spaces is a crucial yet underexplored problem. Flat modes represent robust solutions and have broad applications in combinatorial optimization and discrete generative modeling. However, existing sampling algorithms often overlook the mode volume and struggle to capture flat modes effectively. To address this limitation, we propose \emph{Entropic Discrete Langevin Proposal} (EDLP), which incorporates local entropy into the sampling process through a continuous auxiliary variable under a joint distribution. The local entropy term guides the discrete sampler toward flat modes with a small overhead. We provide non-asymptotic convergence guarantees for EDLP in locally log-concave discrete distributions. Empirically, our method consistently outperforms traditional approaches across tasks that require sampling from flat basins, including Bernoulli distribution, restricted Boltzmann machines, combinatorial optimization, and binary neural networks.

Kernel-based conditional independence (KCI) testing is a powerful nonparametric method commonly employed in causal discovery tasks. Despite its flexibility and statistical reliability, cubic computational complexity limits its application to large datasets. To address this computational bottleneck, we propose \textit{FastKCI}, a scalable and parallelizable kernel-based conditional independence test that utilizes a mixture-of-experts approach inspired by embarrassingly parallel inference techniques for Gaussian processes. By partitioning the dataset based on a Gaussian mixture model over the conditioning variables, FastKCI conducts local KCI tests in parallel, aggregating the results using an importance-weighted sampling scheme. Experiments on synthetic datasets and benchmarks on real-world production data validate that FastKCI maintains the statistical power of the original KCI test while achieving substantial computational speedups. FastKCI thus represents a practical and efficient solution for conditional independence testing in causal inference on large-scale data.