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Decision Making under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets

arXiv.org Machine Learning

Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical distribution or a model. To further guard against finite, noisy data, model-based approaches admit Bayesian formulations that propagate uncertainty from the posterior to the decision-making problem. However, when the model is misspecified, the decision maker must stretch the ambiguity set to contain the data-generating process (DGP), leading to overly conservative decisions. We address this challenge by introducing DRO with Robust, to model misspecification, Bayesian Ambiguity Sets (DRO-RoBAS). These are Maximum Mean Discrepancy ambiguity sets centred at a robust posterior predictive distribution that incorporates beliefs about the DGP. We show that the resulting optimisation problem obtains a dual formulation in the Reproducing Kernel Hilbert Space and we give probabilistic guarantees on the tolerance level of the ambiguity set. Our method outperforms other Bayesian and empirical DRO approaches in out-of-sample performance on the Newsvendor and Portfolio problems with various cases of model misspecification.


Actor-Critics Can Achieve Optimal Sample Efficiency

arXiv.org Machine Learning

Actor-critic algorithms have become a cornerstone in reinforcement learning (RL), leveraging the strengths of both policy-based and value-based methods. Despite recent progress in understanding their statistical efficiency, no existing work has successfully learned an $ε$-optimal policy with a sample complexity of $O(1/ε^2)$ trajectories with general function approximation when strategic exploration is necessary. We address this open problem by introducing a novel actor-critic algorithm that attains a sample-complexity of $O(dH^5 \log|\mathcal{A}|/ε^2 + d H^4 \log|\mathcal{F}|/ ε^2)$ trajectories, and accompanying $\sqrt{T}$ regret when the Bellman eluder dimension $d$ does not increase with $T$ at more than a $\log T$ rate. Here, $\mathcal{F}$ is the critic function class, $\mathcal{A}$ is the action space, and $H$ is the horizon in the finite horizon MDP setting. Our algorithm integrates optimism, off-policy critic estimation targeting the optimal Q-function, and rare-switching policy resets. We extend this to the setting of Hybrid RL, showing that initializing the critic with offline data yields sample efficiency gains compared to purely offline or online RL. Further, utilizing access to offline data, we provide a \textit{non-optimistic} provably efficient actor-critic algorithm that only additionally requires $N_{\text{off}} \geq c_{\text{off}}^*dH^4/ε^2$ in exchange for omitting optimism, where $c_{\text{off}}^*$ is the single-policy concentrability coefficient and $N_{\text{off}}$ is the number of offline samples. This addresses another open problem in the literature. We further provide numerical experiments to support our theoretical findings.


A Symbolic and Statistical Learning Framework to Discover Bioprocessing Regulatory Mechanism: Cell Culture Example

arXiv.org Machine Learning

Bioprocess mechanistic modeling is essential for advancing intelligent digital twin representation of biomanufacturing, yet challenges persist due to complex intracellular regulation, stochastic system behavior, and limited experimental data. This paper introduces a symbolic and statistical learning framework to identify key regulatory mechanisms and quantify model uncertainty. Bioprocess dynamics is formulated with stochastic differential equations characterizing intrinsic process variability, with a predefined set of candidate regulatory mechanisms constructed from biological knowledge. A Bayesian learning approach is developed, which is based on a joint learning of kinetic parameters and regulatory structure through a formulation of the mixture model. To enhance computational efficiency, a Metropolis-adjusted Langevin algorithm with adjoint sensitivity analysis is developed for posterior exploration. Compared to state-of-the-art Bayesian inference approaches, the proposed framework achieves improved sample efficiency and robust model selection. An empirical study demonstrates its ability to recover missing regulatory mechanisms and improve model fidelity under data-limited conditions.


Small-Scale-Fading-Aware Resource Allocation in Wireless Federated Learning

arXiv.org Artificial Intelligence

Judicious resource allocation can effectively enhance federated learning (FL) training performance in wireless networks by addressing both system and statistical heterogeneity. However, existing strategies typically rely on block fading assumptions, which overlooks rapid channel fluctuations within each round of FL gradient uploading, leading to a degradation in FL training performance. Therefore, this paper proposes a small-scale-fading-aware resource allocation strategy using a multi-agent reinforcement learning (MARL) framework. Specifically, we establish a one-step convergence bound of the FL algorithm and formulate the resource allocation problem as a decentralized partially observable Markov decision process (Dec-POMDP), which is subsequently solved using the QMIX algorithm. In our framework, each client serves as an agent that dynamically determines spectrum and power allocations within each coherence time slot, based on local observations and a reward derived from the convergence analysis. The MARL setting reduces the dimensionality of the action space and facilitates decentralized decision-making, enhancing the scalability and practicality of the solution. Experimental results demonstrate that our QMIX-based resource allocation strategy significantly outperforms baseline methods across various degrees of statistical heterogeneity. Additionally, ablation studies validate the critical importance of incorporating small-scale fading dynamics, highlighting its role in optimizing FL performance.


Automatic Calibration for Membership Inference Attack on Large Language Models

arXiv.org Artificial Intelligence

Membership Inference Attacks (MIAs) have recently been employed to determine whether a specific text was part of the pre-training data of Large Language Models (LLMs). However, existing methods often misinfer non-members as members, leading to a high false positive rate, or depend on additional reference models for probability calibration, which limits their practicality. To overcome these challenges, we introduce a novel framework called Automatic Calibration Membership Inference Attack (ACMIA), which utilizes a tunable temperature to calibrate output probabilities effectively. This approach is inspired by our theoretical insights into maximum likelihood estimation during the pre-training of LLMs. We introduce ACMIA in three configurations designed to accommodate different levels of model access and increase the probability gap between members and non-members, improving the reliability and robustness of membership inference. Extensive experiments on various open-source LLMs demonstrate that our proposed attack is highly effective, robust, and generalizable, surpassing state-of-the-art baselines across three widely used benchmarks. Our code is available at: Github. 1 Introduction Large Language Models (LLMs), pre-trained on massive text corpora, have shown impressive human-level language understanding, reasoning, and decision-making capabilities [4, 28, 1, 23]. However, their tendency to memorize training data also introduces significant ethical and security concerns [14, 31, 2, 21, 22].


Uncertainty Quantification for Machine Learning in Healthcare: A Survey

arXiv.org Artificial Intelligence

Uncertainty Quantification (UQ) is pivotal in enhancing the robustness, reliability, and interpretability of Machine Learning (ML) systems for healthcare, optimizing resources and improving patient care. Despite the emergence of ML-based clinical decision support tools, the lack of principled quantification of uncertainty in ML models remains a major challenge. Current reviews have a narrow focus on analyzing the state-of-the-art UQ in specific healthcare domains without systematically evaluating method efficacy across different stages of model development, and despite a growing body of research, its implementation in healthcare applications remains limited. Therefore, in this survey, we provide a comprehensive analysis of current UQ in healthcare, offering an informed framework that highlights how different methods can be integrated into each stage of the ML pipeline including data processing, training and evaluation. We also highlight the most popular methods used in healthcare and novel approaches from other domains that hold potential for future adoption in the medical context. We expect this study will provide a clear overview of the challenges and opportunities of implementing UQ in the ML pipeline for healthcare, guiding researchers and practitioners in selecting suitable techniques to enhance the reliability, safety and trust from patients and clinicians on ML-driven healthcare solutions.


DYSTIL: Dynamic Strategy Induction with Large Language Models for Reinforcement Learning

arXiv.org Artificial Intelligence

Reinforcement learning from expert demonstrations has long remained a challenging research problem, and existing state-of-the-art methods using behavioral cloning plus further RL training often suffer from poor generalization, low sample efficiency, and poor model interpretability. Inspired by the strong reasoning abilities of large language models (LLMs), we propose a novel strategy-based reinforcement learning framework integrated with LLMs called DYnamic STrategy Induction with Llms for reinforcement learning (DYSTIL) to overcome these limitations. DYSTIL dynamically queries a strategy-generating LLM to induce textual strategies based on advantage estimations and expert demonstrations, and gradually internalizes induced strategies into the RL agent through policy optimization to improve its performance through boosting policy generalization and enhancing sample efficiency. It also provides a direct textual channel to observe and interpret the evolution of the policy's underlying strategies during training. We test DYSTIL over challenging RL environments from Minigrid and BabyAI, and empirically demonstrate that DYSTIL significantly outperforms state-of-the-art baseline methods by 17.75% in average success rate while also enjoying higher sample efficiency during the learning process.


Autonomous Cooperative Transportation System involving Multi-Aerial Robots with Variable Attachment Mechanism

arXiv.org Artificial Intelligence

Cooperative transportation by multi-aerial robots has the potential to support various payloads and improve failsafe against dropping. Furthermore, changing the attachment positions of robots according payload characteristics increases the stability of transportation. However, there are almost no transportation systems capable of scaling to the payload weight and size and changing the optimal attachment positions. To address this issue, we propose a cooperative transportation system comprising autonomously executable software and suitable hardware, covering the entire process, from pre-takeoff setting to controlled flight. The proposed system decides the formation of the attachment positions by prioritizing controllability based on the center of gravity obtained from Bayesian estimations with robot pairs. We investigated the cooperative transportation of an unknown payload larger than that of whole carrier robots through numerical simulations. Furthermore, we performed cooperative transportation of an unknown payload (with a weight of about 3.2 kg and maximum length of 1.76 m) using eight robots. The proposed system was found to be versatile with regard to handling unknown payloads with different shapes and center-of-gravity positions.


Bayesian learning of the optimal action-value function in a Markov decision process

arXiv.org Machine Learning

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian framework is used to maintain beliefs about the optimal decisions and the unknown ingredients of the model, which are also to be learned from the data, such as the rewards and state dynamics. However, many existing Bayesian approaches for learning the optimal decision-making strategy are based on unrealistic modelling assumptions and utilise approximate inference techniques. This raises doubts whether the benefits of Bayesian uncertainty quantification are fully realised or can be relied upon. We focus on infinite-horizon and undiscounted MDPs, with finite state and action spaces, and a terminal state. We provide a full Bayesian framework, from modelling to inference to decision-making. For modelling, we introduce a likelihood function with minimal assumptions for learning the optimal action-value function based on Bellman's optimality equations, analyse its properties, and clarify connections to existing works. For deterministic rewards, the likelihood is degenerate and we introduce artificial observation noise to relax it, in a controlled manner, to facilitate more efficient Monte Carlo-based inference. For inference, we propose an adaptive sequential Monte Carlo algorithm to both sample from and adjust the sequence of relaxed posterior distributions. For decision-making, we choose actions using samples from the posterior distribution over the optimal strategies. While commonly done, we provide new insight that clearly shows that it is a generalisation of Thompson sampling from multi-arm bandit problems. Finally, we evaluate our framework on the Deep Sea benchmark problem and demonstrate the exploration benefits of posterior sampling in MDPs.


Latent Variable Estimation in Bayesian Black-Litterman Models

arXiv.org Machine Learning

We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector $q$ and its uncertainty matrix $Ω$ that describe how much a chosen portfolio should outperform the market. Our key idea is to treat $(q,Ω)$ as latent variables and learn them from market data within a single Bayesian network. Consequently, the resulting posterior estimation admits closed-form expression, enabling fast inference and stable portfolio weights. Building on these, we propose two mechanisms to capture how features interact with returns: shared-latent parametrization and feature-influenced views; both recover classical BL and Markowitz portfolios as special cases. Empirically, on 30-year Dow-Jones and 20-year sector-ETF data, we improve Sharpe ratios by 50% and cut turnover by 55% relative to Markowitz and the index baselines. This work turns BL into a fully data-driven, view-free, and coherent Bayesian framework for portfolio optimization.