Learning Graphical Models
Parameter Expanded Stochastic Gradient Markov Chain Monte Carlo
Kim, Hyunsu, Nam, Giung, Yun, Chulhee, Yang, Hongseok, Lee, Juho
Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov Chain Monte Carlo (SGMCMC) is one of the most powerful methods for scalable posterior sampling in BNNs, achieving efficiency by combining stochastic gradient descent with second-order Langevin dynamics. However, SGMCMC often suffers from limited sample diversity in practice, which affects uncertainty estimation and model performance. We propose a simple yet effective approach to enhance sample diversity in SGMCMC without the need for tempering or running multiple chains. Our approach reparameterizes the neural network by decomposing each of its weight matrices into a product of matrices, resulting in a sampling trajectory that better explores the target parameter space. This approach produces a more diverse set of samples, allowing faster mixing within the same computational budget. Notably, our sampler achieves these improvements without increasing the inference cost compared to the standard SGMCMC. Extensive experiments on image classification tasks, including OOD robustness, diversity, loss surface analyses, and a comparative study with Hamiltonian Monte Carlo, demonstrate the superiority of the proposed approach.
The Uncertainty of Machine Learning Predictions in Asset Pricing
Liao, Yuan, Ma, Xinjie, Neuhierl, Andreas, Schilling, Linda
Recently, machine learning (ML) models have gained prominence in predicting asset returns, selecting portfolios, and estimating stochastic discount factors, with significant success in these areas. ML techniques, by capturing complex and nonlinear relationships in financial data, are particularly well-suited for enhancing portfolio management decisions. For example, within the mean-variance portfolio framework, ML methods are increasingly used to estimate expected returns and (co)variances, often leading to more effective portfolio allocations. The literature consistently demonstrates the effectiveness of machine learning in these and other applications (e.g., Gu, Kelly, and Xiu (2020); Bianchi, B uchner, and Tamoni (2021); Cong, Tang, Wang, and Zhang (2021); Kelly, Malamud, and Zhou (2021); Patton and Weller (2022); Didisheim, Ke, Kelly, and Malamud (2023); Filipovic and Schneider (2024)). Despite the success of machine learning in asset pricing, existing literature typically treats ML predictions as point estimates and conducts asset pricing analyses as if they were true values, overlooking the associated uncertainty. This is surprising, given that uncertainty about input parameters is widely acknowledged as critical in portfolio selection (e.g., DeMiguel, Garlappi, and Uppal (2009)), and Garlappi, Uppal, and Wang (2007) show that incorporating forecast uncertainty in mean-variance portfolio allocation leads to distinct economic insights. However, quantifying prediction uncertainty in ML forecasts, particularly with neural networks, remains a complex challenge, limiting their broader application in asset pricing.
Trajectory Inference with Smooth Schr\"odinger Bridges
Hong, Wanli, Shi, Yuliang, Niles-Weed, Jonathan
Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth Gaussian process, leading to more regular and interpretable trajectories in applications. Though na\"ively smoothing the reference process leads to a computationally intractable problem, we identify a class of processes (including the Mat\'ern processes) for which the resulting Smooth Schr\"odinger Bridge problem can be lifted to a simpler problem on phase space, which can be solved in polynomial time. We develop a practical approximation of this algorithm that outperforms existing methods on numerous simulated and real single-cell RNAseq datasets. The code can be found at https://github.com/WanliHongC/Smooth_SB
Evidence of Replica Symmetry Breaking under the Nishimori conditions in epidemic inference on graphs
Braunstein, Alfredo, Budzynski, Louise, Mariani, Matteo, Ricci-Tersenghi, Federico
In Bayesian inference, computing the posterior distribution from the data is typically a non-trivial problem, which usually requires approximations such as mean-field approaches or numerical methods, like the Monte Carlo Markov Chain. Being a high-dimensional distribution over a set of correlated variables, the posterior distribution can undergo the notorious replica symmetry breaking transition. When it happens, several mean-field methods and virtually every Monte Carlo scheme can not provide a reasonable approximation to the posterior and its marginals. Replica symmetry is believed to be guaranteed whenever the data is generated with known prior and likelihood distributions, namely under the so-called Nishimori conditions. In this paper, we break this belief, by providing a counter-example showing that, under the Nishimori conditions, replica symmetry breaking arises. Introducing a simple, geometrical model that can be thought of as a patient zero retrieval problem in a highly infectious regime of the epidemic Susceptible-Infectious model, we show that under the Nishimori conditions, there is evidence of replica symmetry breaking. We achieve this result by computing the instability of the replica symmetric cavity method toward the one step replica symmetry broken phase. The origin of this phenomenon -- replica symmetry breaking under the Nishimori conditions -- is likely due to the correlated disorder appearing in the epidemic models.
SafeAuto: Knowledge-Enhanced Safe Autonomous Driving with Multimodal Foundation Models
Zhang, Jiawei, Yang, Xuan, Wang, Taiqi, Yao, Yu, Petiushko, Aleksandr, Li, Bo
Traditional autonomous driving systems often struggle to integrate high-level reasoning with low-level control, resulting in suboptimal and sometimes unsafe driving behaviors. The emergence of Multimodal Large Language Models (MLLMs), which can process both visual and textual data, presents an opportunity to unify perception and reasoning tasks within a single framework. However, effectively embedding precise safety knowledge into MLLMs for autonomous driving remains a significant challenge. To address this, we propose SafeAuto, a novel framework that enhances MLLM-based autonomous driving systems by incorporating both unstructured and structured knowledge. Specifically, we first introduce the Position-Dependent Cross-Entropy (PDCE) loss function, designed to improve the accuracy of low-level control signal predictions when numerical values are represented as text. Second, to ensure safe autonomous driving by explicitly integrating precise safety knowledge into the MLLM, we develop a reasoning component for SafeAuto. This component translates driving safety regulations into first-order logic rules (e.g., "red light => stop") and incorporates these rules into a probabilistic graphical model, such as a Markov Logic Network (MLN). The MLN is trained to verify the predicted next actions using environmental attributes identified by attribute recognition models (e.g., detecting a red light) to form the predicates. Additionally, we construct a Multimodal RAG model that leverages video data, control signals, and environmental attributes to learn more effectively from past similar driving experiences. By integrating PDCE, MLN, and Multimodal RAG, SafeAuto significantly outperforms existing baselines across multiple datasets. This advancement enables more accurate, reliable, and safer autonomous driving systems that learn from experience, obey traffic laws, and perform precise control actions.
A Survey of Link Prediction in Temporal Networks
Xiong, Jiafeng, Zareie, Ahmad, Sakellariou, Rizos
Temporal networks have gained significant prominence in the past decade for modelling dynamic interactions within complex systems. A key challenge in this domain is Temporal Link Prediction (TLP), which aims to forecast future connections by analysing historical network structures across various applications including social network analysis. While existing surveys have addressed specific aspects of TLP, they typically lack a comprehensive framework that distinguishes between representation and inference methods. This survey bridges this gap by introducing a novel taxonomy that explicitly examines representation and inference from existing methods, providing a novel classification of approaches for TLP. We analyse how different representation techniques capture temporal and structural dynamics, examining their compatibility with various inference methods for both transductive and inductive prediction tasks. Our taxonomy not only clarifies the methodological landscape but also reveals promising unexplored combinations of existing techniques. This taxonomy provides a systematic foundation for emerging challenges in TLP, including model explainability and scalable architectures for complex temporal networks.
Human-AI Collaboration: Trade-offs Between Performance and Preferences
Mayer, Lukas William, Karny, Sheer, Ayoub, Jackie, Song, Miao, Tian, Danyang, Moradi-Pari, Ehsan, Steyvers, Mark
Despite the growing interest in collaborative AI, designing systems that seamlessly integrate human input remains a major challenge. In this study, we developed a task to systematically examine human preferences for collaborative agents. We created and evaluated five collaborative AI agents with strategies that differ in the manner and degree they adapt to human actions. Participants interacted with a subset of these agents, evaluated their perceived traits, and selected their preferred agent. We used a Bayesian model to understand how agents' strategies influence the Human-AI team performance, AI's perceived traits, and the factors shaping human-preferences in pairwise agent comparisons. Our results show that agents who are more considerate of human actions are preferred over purely performance-maximizing agents. Moreover, we show that such human-centric design can improve the likability of AI collaborators without reducing performance. We find evidence for inequality-aversion effects being a driver of human choices, suggesting that people prefer collaborative agents which allow them to meaningfully contribute to the team. Taken together, these findings demonstrate how collaboration with AI can benefit from development efforts which include both subjective and objective metrics.
EXACT-CT: EXplainable Analysis for Crohn's and Tuberculosis using CT
Gupta, Shashwat, Gupta, Sarthak, Agrawal, Akshan, Naaz, Mahim, Yadav, Rajanikanth, Bagade, Priyanka
Crohn's disease and intestinal tuberculosis share many overlapping features such as clinical, radiological, endoscopic, and histological features - particularly granulomas, making it challenging to clinically differentiate them. Our research leverages 3D CTE scans, computer vision, and machine learning to improve this differentiation to avoid harmful treatment mismanagement such as unnecessary anti-tuberculosis therapy for Crohn's disease or exacerbation of tuberculosis with immunosuppressants. Our study proposes a novel method to identify radiologist - identified biomarkers such as VF to SF ratio, necrosis, calcifications, comb sign and pulmonary TB to enhance accuracy. We demonstrate the effectiveness by using different ML techniques on the features extracted from these biomarkers, computing SHAP on XGBoost for understanding feature importance towards predictions, and comparing against SOTA methods such as pretrained ResNet and CTFoundation.
Dynamically Local-Enhancement Planner for Large-Scale Autonomous Driving
Deng, Nanshan, Zhou, Weitao, Zhang, Bo, Wen, Junze, Jiang, Kun, Cao, Zhong, Yang, Diange
IEEE ROBOTICS AND AUTOMA TION LETTERS 1 Dynamically Local-Enhancement Planner for Large-Scale Autonomous Driving Nanshan Deng, Weitao Zhou, Bo Zhang, Junze Wen, Kun Jiang, Zhong Cao, Diange Y ang Abstract --Current autonomous vehicles operate primarily within limited regions, but there is increasing demand for broader applications. However, as models scale, their limited capacity becomes a significant challenge for adapting to novel scenarios. It is increasingly difficult to improve models for new situations using a single monolithic model. T o address this issue, we introduce the concept of dynamically enhancing a basic driving planner with local driving data, without permanently modifying the planner itself. This approach, termed the Dynamically Local-Enhancement (DLE) Planner, aims to improve the scalability of autonomous driving systems without significantly expanding the planner's size. Our approach introduces a position-varying Markov Decision Process formulation coupled with a graph neural network that extracts region-specific driving features from local observation data. The learned features describe the local behavior of the surrounding objects, which is then leveraged to enhance a basic reinforcement learning-based policy. We evaluated our approach in multiple scenarios and compared it with a one-for-all driving model. The results show that our method outperforms the baseline policy in both safety (collision rate) and average reward, while maintaining a lighter scale.
The two filter formula reconsidered: Smoothing in partially observed Gauss--Markov models without information parametrization
In this article, the two filter formula is re-examined in the setting of partially observed Gauss--Markov models. It is traditionally formulated as a filter running backward in time, where the Gaussian density is parametrized in ``information form''. However, the quantity in the backward recursion is strictly speaking not a distribution, but a likelihood. Taking this observation seriously, a recursion over log-quadratic likelihoods is formulated instead, which obviates the need for ``information'' parametrization. In particular, it greatly simplifies the square-root formulation of the algorithm. Furthermore, formulae are given for producing the forward Markov representation of the a posteriori distribution over paths from the proposed likelihood representation.