Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this structure to develop a computationally efficient approach to state estimation and learning in graph-structured state-space models with (partially) unknown dynamics and limited historical data. Building on recent methods that combine ideas from deep learning with principled inference in Gaussian Markov random fields (GMRF), we reformulate graph-structured state-space models as Deep GMRFs defined by simple spatial and temporal graph layers. This results in a flexible spatiotemporal prior that can be learned efficiently from a single time sequence via variational inference.

In many scientific applications, we observe a system in different conditions in which its components may change, rather than in isolation. In our work, we are interested in explaining the generating process of such a multi-context system using a finite mixture of causal mechanisms. Recent work shows that this causal model is identifiable from data, but is limited to settings where the sparse mechanism shift hypothesis holds and only a subset of the causal conditionals change. As this assumption is not easily verifiable in practice, we study the more general principle that mechanism shifts are independent, which we formalize using the algorithmic notion of independence. We introduce an approach for causal discovery beyond partially directed graphs using Gaussian Process models, and give conditions under which we provably identify the correct causal model.

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is unclear whether PPO or its optimistic variants can effectively solve linear Markov decision processes (MDPs), which are arguably the simplest models in RL with function approximation. To bridge this gap, we propose an optimistic variant of PPO for episodic adversarial linear MDPs with full-information feedback, and establish a \tilde{\mathcal{O}}(d {3/4}H 2K {3/4}) regret for it. Here d is the ambient dimension of linear MDPs, H is the length of each episode, and K is the number of episodes. Compared with existing policy-based algorithms, we achieve the state-of-the-art regret bound in both stochastic linear MDPs and adversarial linear MDPs with full information.

Regularization is one of the most fundamental topics in optimization, statistics and machine learning. To get sparsity in estimating a parameter u\in\mathbb{R} d, an \ell_q penalty term, \Vert u\Vert_q, is usually added to the objective function. What is the probabilistic distribution corresponding to such \ell_q penalty? What is the \emph{correct} stochastic process corresponding to \Vert u\Vert_q when we model functions u\in L q? This is important for statistically modeling high-dimensional objects such as images, with penalty to preserve certainty properties, e.g.

Given a policy of a Markov Decision Process, we define a SafeZone as a subset of states, such that most of the policy's trajectories are confined to this subset. The quality of a SafeZone is parameterized by the number of states and the escape probability, i.e., the probability that a random trajectory will leave the subset. SafeZones are especially interesting when they have a small number of states and low escape probability. We study the complexity of finding optimal SafeZones, and show that in general, the problem is computationally hard. For this reason, we concentrate on finding approximate SafeZones.

Large Language Models (LLMs) agents are increasingly pivotal for addressing complex tasks in interactive environments. Existing work mainly focuses on enhancing performance through behavior cloning from stronger experts, yet such approaches often falter in real-world applications, mainly due to the inability to recover from errors. However, step-level critique data is difficult and expensive to collect. Automating and dynamically constructing self-critique datasets is thus crucial to empowering models with intelligent agent capabilities. In this work, we propose an iterative self-training framework, Agent-R, that enables language Agent to Reflect on the fly. Unlike traditional methods that reward or penalize actions based on correctness, Agent-R leverages MCTS to construct training data that recover correct trajectories from erroneous ones. A key challenge of agent reflection lies in the necessity for timely revision rather than waiting until the end of a rollout. To address this, we introduce a model-guided critique construction mechanism: the actor model identifies the first error step (within its current capability) in a failed trajectory. Starting from it, we splice it with the adjacent correct path, which shares the same parent node in the tree. This strategy enables the model to learn reflection based on its current policy, therefore yielding better learning efficiency. To further explore the scalability of this self-improvement paradigm, we investigate iterative refinement of both error correction capabilities and dataset construction. Our findings demonstrate that Agent-R continuously improves the model's ability to recover from errors and enables timely error correction. Experiments on three interactive environments show that Agent-R effectively equips agents to correct erroneous actions while avoiding loops, achieving superior performance compared to baseline methods (+5.59%).

To take the esports scene to the next level, we introduce PandaSkill, a framework for assessing player performance and skill rating. Traditional rating systems like Elo and TrueSkill often overlook individual contributions and face challenges in professional esports due to limited game data and fragmented competitive scenes. PandaSkill leverages machine learning to estimate in-game player performance from individual player statistics. Each in-game role is modeled independently, ensuring a fair comparison between them. Then, using these performance scores, PandaSkill updates the player skill ratings using the Bayesian framework OpenSkill in a free-for-all setting. In this setting, skill ratings are updated solely based on performance scores rather than game outcomes, hightlighting individual contributions. To address the challenge of isolated rating pools that hinder cross-regional comparisons, PandaSkill introduces a dual-rating system that combines players' regional ratings with a meta-rating representing each region's overall skill level. Applying PandaSkill to five years of professional League of Legends matches worldwide, we show that our method produces skill ratings that better predict game outcomes and align more closely with expert opinions compared to existing methods.

While internet-scale data often comes in pairs (e.g., audio/image, image/text), we often want to perform inferences over modalities unseen together in the training data (e.g., audio/text). Empirically, this can often be addressed by learning multiple contrastive embedding spaces between existing modality pairs, implicitly hoping that unseen modality pairs will end up being aligned. This theoretical paper proves that this hope is well founded, under certain assumptions. Starting with the proper Bayesian approach of integrating out intermediate modalities, we show that directly comparing the representations of data from unpaired modalities can recover the same likelihood ratio. Our analysis builds on prior work on the geometry and probabilistic interpretation of contrastive representations, showing how these representations can answer many of the same inferences as probabilistic graphical models. Our analysis suggests two new ways of using contrastive representations: in settings with pre-trained contrastive models, and for handling language ambiguity in reinforcement learning. Our numerical experiments study the importance of our assumptions and demonstrate these new applications. Much of the appeal of contrastive learning is that it gives a "plug-n-play" approach for swapping one modality for another. Because representations from different modalities are trained to be aligned when representing the same object, the hope is that (say) a language representation and image representation of the same scene can be used as substitutes. This property is practically appealing for at least two reasons. First, it allows us to make use of pre-trained models. If you have a model that wants to make use of (say) language input and you have access to a pre-trained image-language contrastive model, you might simply train your model on the pre-trained image representations and hope that it will continue to work when you swap in the language representations.

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the interpretability of posterior predictive distributions. We demonstrate that under a discretized prior for the inner layer weights, we can exactly characterize the posterior predictive distribution as a Gaussian mixture. This setting allows us to define equivalence classes of network parameter values which produce the same likelihood (training error) and to relate the elements of these classes to the network's scaling regime -- defined via ratios of the training sample size, the size of each layer, and the number of final layer parameters. Of particular interest are distinct parameter realizations that map to low training error and yet correspond to distinct modes in the posterior predictive distribution. We identify settings that exhibit such predictive multimodality, and thus provide insight into the accuracy of unimodal posterior approximations. We also characterize the capacity of a model to "learn from data" by evaluating contraction of the posterior predictive in different scaling regimes.

Neural ordinary differential equations (ODEs) are widely recognized as the standard for modeling physical mechanisms, which help to perform approximate inference in unknown physical or biological environments. In partially observable (PO) environments, how to infer unseen information from raw observations puzzled the agents. By using a recurrent policy with a compact context, context-based reinforcement learning provides a flexible way to extract unobservable information from historical transitions. To help the agent extract more dynamics-related information, we present a novel ODE-based recurrent model combines with model-free reinforcement learning (RL) framework to solve partially observable Markov decision processes (POMDPs). We experimentally demonstrate the efficacy of our methods across various PO continuous control and meta-RL tasks.