Multivariate time series data suffer from the problem of missing values, which hinders the application of many analytical methods. To achieve the accurate imputation of these missing values, exploiting inter-correlation by employing the relationships between sequences (i.e., a network) is as important as the use of temporal dependency, since a sequence normally correlates with other sequences. Moreover, exploiting an adequate network depending on time is also necessary since the network varies over time. However, in real-world scenarios, we normally know neither the network structure nor when the network changes beforehand. Here, we propose a missing value imputation method for multivariate time series, namely MissNet, that is designed to exploit temporal dependency with a state-space model and inter-correlation by switching sparse networks. The network encodes conditional independence between features, which helps us understand the important relationships for imputation visually. Our algorithm, which scales linearly with reference to the length of the data, alternatively infers networks and fills in missing values using the networks while discovering the switching of the networks. Extensive experiments demonstrate that MissNet outperforms the state-of-the-art algorithms for multivariate time series imputation and provides interpretable results.

Despite the recent advance in self-supervised representations, unsupervised phonetic segmentation remains challenging. Most approaches focus on improving phonetic representations with self-supervised learning, with the hope that the improvement can transfer to phonetic segmentation. In this paper, contrary to recent approaches, we show that peak detection on Mel spectrograms is a strong baseline, better than many self-supervised approaches. Based on this finding, we propose a simple hidden Markov model that uses self-supervised representations and features at the boundaries for phone segmentation. Our results demonstrate consistent improvements over previous approaches, with a generalized formulation allowing versatile design adaptations.

Causal inference has been a pivotal challenge across diverse domains such as medicine and economics, demanding a complicated integration of human knowledge, mathematical reasoning, and data mining capabilities. Recent advancements in natural language processing (NLP), particularly with the advent of large language models (LLMs), have introduced promising opportunities for traditional causal inference tasks. This paper reviews recent progress in applying LLMs to causal inference, encompassing various tasks spanning different levels of causation. We summarize the main causal problems and approaches, and present a comparison of their evaluation results in different causal scenarios. Furthermore, we discuss key findings and outline directions for future research, underscoring the potential implications of integrating LLMs in advancing causal inference methodologies.

As an example, when the density function of π( | y) is available (up to a constant), Markov chain Monte Carlo (MCMC, Meyn and Tweedie, 2009) methods are popular and generic algorithms widely used. The MCMC algorithms simulate a Markov chain that leaves the target distribution invariant. The drawback is that this often makes the algorithms computationally and statistically inefficient for high-dimensional problems. In this article, we discuss an emerging class of samplers that leverage generative diffusions (see, e.g., Benton et al., 2024; Song et al., 2021), which have empirically worked well for many Bayesian inverse problems. At the heart, the generative diffusions aim to find a continuos-time Markov process (e.g., stochastic differential equation) that bridges the target distribution and a reference measure, so that sampling the target simplifies to sample the reference and the Markov process. In contrast to traditional samplers such as MCMC which use the target's density function to build statistically exact samplers, the generative diffusions use the data to approximate a sampler akin to normalising flow (Chen et al., 2018; Papamakarios et al., 2021) and flow matching (Lipman et al., 2023). This comes with at least three benefits compared to MCMC: 1) scalability of the problem dimension (after the training time), 2) no need to explicitly know the target density function, 3) and the resulting samplers are embarrassingly differentiable (see a use case in Watson et al., 2022). However, the generative diffusion framework (for unconditional sampling) is not immediately applicable to conditional sampling, since we do not have the conditional data samples from π( | y) required to train the generative samplers.

Generative Flow Networks (GFlowNets), a class of generative models have recently emerged as a suitable framework for generating diverse and high-quality molecular structures by learning from unnormalized reward distributions. Previous works in this direction often restrict exploration by using predefined molecular fragments as building blocks, limiting the chemical space that can be accessed. In this work, we introduce Atomic GFlowNets (A-GFNs), a foundational generative model leveraging individual atoms as building blocks to explore drug-like chemical space more comprehensively. We propose an unsupervised pre-training approach using offline drug-like molecule datasets, which conditions A-GFNs on inexpensive yet informative molecular descriptors such as drug-likeliness, topological polar surface area, and synthetic accessibility scores. These properties serve as proxy rewards, guiding A-GFNs towards regions of chemical space that exhibit desirable pharmacological properties. We further our method by implementing a goal-conditioned fine-tuning process, which adapts A-GFNs to optimize for specific target properties. In this work, we pretrain A-GFN on the ZINC15 offline dataset and employ robust evaluation metrics to show the effectiveness of our approach when compared to other relevant baseline methods in drug design.

Agents significantly enhance the capabilities of standalone Large Language Models (LLMs) by perceiving environments, making decisions, and executing actions. However, LLM agents still face challenges in tasks that require multiple decision-making steps. Estimating the value of actions in specific tasks is difficult when intermediate actions are neither appropriately rewarded nor penalized. In this paper, we propose leveraging a task-relevant Q-value model to guide action selection. Specifically, we first collect decision-making trajectories annotated with step-level Q values via Monte Carlo Tree Search (MCTS) and construct preference data. We then use another LLM to fit these preferences through step-level Direct Policy Optimization (DPO), which serves as the Q-value model. During inference, at each decision-making step, LLM agents select the action with the highest Q value before interacting with the environment. We apply our method to various open-source and API-based LLM agents, demonstrating that Q-value models significantly improve their performance. Notably, the performance of the agent built with Phi-3-mini-4k-instruct improved by 103% on WebShop and 75% on HotPotQA when enhanced with Q-value models, even surpassing GPT-4o-mini. Additionally, Q-value models offer several advantages, such as generalization to different LLM agents and seamless integration with existing prompting strategies.

Reinforcement Learning has revolutionized decision-making processes in dynamic environments, yet it often struggles with autonomously detecting and achieving goals without clear feedback signals. For example, in a Source Term Estimation problem, the lack of precise environmental information makes it challenging to provide clear feedback signals and to define and evaluate how the source's location is determined. To address this challenge, the Autonomous Goal Detection and Cessation (AGDC) module was developed, enhancing various RL algorithms by incorporating a self-feedback mechanism for autonomous goal detection and cessation upon task completion. Our method effectively identifies and ceases undefined goals by approximating the agent's belief, significantly enhancing the capabilities of RL algorithms in environments with limited feedback. To validate effectiveness of our approach, we integrated AGDC with deep Q-Network, proximal policy optimization, and deep deterministic policy gradient algorithms, and evaluated its performance on the Source Term Estimation problem. The experimental results showed that AGDC-enhanced RL algorithms significantly outperformed traditional statistical methods such as infotaxis, entrotaxis, and dual control for exploitation and exploration, as well as a non-statistical random action selection method. These improvements were evident in terms of success rate, mean traveled distance, and search time, highlighting AGDC's effectiveness and efficiency in complex, real-world scenarios.

The Schrödinger bridge problem seeks a process, the Schrödinger bridge, with prescribed initial and terminal distributions, such that the distribution of the Schrödinger bridge minimizes the Kullback-Leibler (KL) divergence to the distribution of a reference process. Schrödinger bridges play a central role in measure transport theory (Marzouk et al., 2016). Notably, it is known that the initial-terminal distribution of a Schrödinger bridge provides a solution to a corresponding entropic optimal transport problem (Peyré & Cuturi, 2020). Schrödinger bridges thus provide an effective framework for finding an alignment between samples from two target distributions. Furthermore, diffusion-based generative models (Ho et al., 2020; Song et al., 2021) can be interpreted as solving trivial instances of the Schrödinger bridge problem (Peluchetti, 2023). Consequently, Schrödinger bridges offer a more general approach to contemporary generative applications. We consider the setting where samples are readily available from both target distributions, and where the reference process is a diffusion process solution to a stochastic differential equation (SDE).

However, on an important set of problems where there is a large time delay between when the agent can gather information and when it needs to use that information, these solutions fail to adequately consider the value of information. As a result, information gathering actions, even when they are critical in the optimal policy, will be ignored by existing solutions, leading to sub-optimal decisions by the agent. In this research, we develop a novel solution that rectifies this problem by introducing a new algorithm that improves upon state-of-the-art online planning by better reflecting on the value of actions that gather information. We do this by adding Entropy to the UCB1 heuristic in the POMCP algorithm. We test this solution on the hallway problem. Results indicate that our new algorithm performs significantly better than POMCP. We as humans instinctively gather information or ask clarifying questions when faced with task completion in uncertain situations. We know to do this because, even though we are delaying the task at hand, it is ultimately in our favour to work with complete information. Ideally, online planning algorithms like POMCP [10], whose sole job is to make plans for agents acting in uncertain situations, know to do the same. They would be able to strategically pick actions that will provide the information to best guide the agent's decision making. However, unlike humans, who can easily correlate information gain with the ease of task accomplishment, these algorithms cannot.

Continuous-time series is essential for different modern application areas, e.g. healthcare, automobile, energy, finance, Internet of things (IoT) and other related areas. Different application needs to process as well as analyse a massive amount of data in time series structure in order to determine the data-driven result, for example, financial trend prediction, potential probability of the occurrence of a particular event occurrence identification, patient health record processing and so many more. However, modeling real-time data using a continuous-time series is challenging since the dynamical systems behind the data could be a differential equation. Several research works have tried to solve the challenges of modelling the continuous-time series using different neural network models and approaches for data processing and learning. The existing deep learning models are not free from challenges and limitations due to diversity among different attributes, behaviour, duration of steps, energy, and data sampling rate. This paper has described the general problem domain of time series and reviewed the challenges of modelling the continuous time series. We have presented a comparative analysis of recent developments in deep learning models and their contribution to solving different difficulties of modelling the continuous time series. We have also identified the limitations of the existing neural network model and open issues. The main goal of this review is to understand the recent trend of neural network models used in a different real-world application with continuous-time data.