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 Bayesian Inference


MULTI-LF: A Continuous Learning Framework for Real-Time Malicious Traffic Detection in Multi-Environment Networks

arXiv.org Artificial Intelligence

Multi-environment (M-En) networks integrate diverse traffic sources, including Internet of Things (IoT) and traditional computing systems, creating complex and evolving conditions for malicious traffic detection. Existing machine learning (ML)-based approaches, typically trained on static single-domain datasets, often fail to generalize across heterogeneous network environments. To address this gap, we develop a realistic Docker-NS3-based testbed that emulates both IoT and traditional traffic conditions, enabling the generation and capture of live, labeled network flows. The resulting M-En Dataset combines this traffic with curated public PCAP traces to provide comprehensive coverage of benign and malicious behaviors. Building on this foundation, we propose Multi-LF, a real-time continuous learning framework that combines a lightweight model (M1) for rapid detection with a deeper model (M2) for high-confidence refinement and adaptation. A confidence-based coordination mechanism enhances efficiency without compromising accuracy, while weight interpolation mitigates catastrophic forgetting during continuous updates. Features extracted at 1-second intervals capture fine-grained temporal patterns, enabling early recognition of evolving attack behaviors. Implemented and evaluated within the Docker-NS3 testbed on live traffic, Multi-LF achieves an accuracy of 0.999 while requiring human intervention for only 0.0026 percent of packets, demonstrating its effectiveness and practicality for real-time malicious traffic detection in heterogeneous network environments.


Emergence of Goal-Directed Behaviors via Active Inference with Self-Prior

arXiv.org Artificial Intelligence

Infants often exhibit goal-directed behaviors, such as reaching for a sensory stimulus, even when no external reward criterion is provided. These intrinsically motivated behaviors facilitate spontaneous exploration and learning of the body and environment during early developmental stages. Although computational modeling can offer insight into the mechanisms underlying such behaviors, many existing studies on intrinsic motivation focus primarily on how exploration contributes to acquiring external rewards. In this paper, we propose a novel density model for an agent's own multimodal sensory experiences, called the "self-prior," and investigate whether it can autonomously induce goal-directed behavior. Integrated within an active inference framework based on the free energy principle, the self-prior generates behavioral references purely from an intrinsic process that minimizes mismatches between average past sensory experiences and current observations. This mechanism is also analogous to the acquisition and utilization of a body schema through continuous interaction with the environment. We examine this approach in a simulated environment and confirm that the agent spontaneously reaches toward a tactile stimulus. Our study implements intrinsically motivated behavior shaped by the agent's own sensory experiences, demonstrating the spontaneous emergence of intentional behavior during early development.


How Artificial Intelligence Leads to Knowledge Why: An Inquiry Inspired by Aristotle's Posterior Analytics

arXiv.org Artificial Intelligence

Bayesian networks and causal models provide frameworks for handling queries about external interventions and counterfactuals, enabling tasks that go beyond what probability distributions alone can address. While these formalisms are often informally described as capturing causal knowledge, there is a lack of a formal theory characterizing the type of knowledge required to predict the effects of external interventions. This work introduces the theoretical framework of causal systems to clarify Aristotle's distinction between knowledge that and knowledge why within artificial intelligence. By interpreting existing artificial intelligence technologies as causal systems, it investigates the corresponding types of knowledge. Furthermore, it argues that predicting the effects of external interventions is feasible only with knowledge why, providing a more precise understanding of the knowledge necessary for such tasks.


Robust Experimental Design via Generalised Bayesian Inference

arXiv.org Machine Learning

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian inference relies on the assumption that one's statistical model of the data-generating process is correctly specified. If this assumption is violated, Bayesian methods can lead to poor inference and estimates of information gain. Generalised Bayesian (or Gibbs) inference is a more robust probabilistic inference framework that replaces the likelihood in the Bayesian update by a suitable loss function. In this work, we present Generalised Bayesian Optimal Experimental Design (GBOED), an extension of Gibbs inference to the experimental design setting which achieves robustness in both design and inference. Using an extended information-theoretic framework, we derive a new acquisition function, the Gibbs expected information gain (Gibbs EIG). Our empirical results demonstrate that GBOED enhances robustness to outliers and incorrect assumptions about the outcome noise distribution.


Fast Riemannian-manifold Hamiltonian Monte Carlo for hierarchical Gaussian-process models

arXiv.org Machine Learning

Hierarchical Bayesian models based on Gaussian processes a re considered useful for describing complex nonlinear statistical dependen cies among variables in real-world data. However, effective Monte Carlo algorithm s for inference with these models have not yet been established, except for sever al simple cases. In this study, we show that, compared with the slow inference ac hieved with existing program libraries, the performance of Riemannian-m anifold Hamiltonian Monte Carlo (RMHMC) can be drastically improved by optimisi ng the computation order according to the model structure and dynamical ly programming the eigendecomposition. This improvement cannot be achieved w hen using an existing library based on a naive automatic differentiator. W e nu merically demonstrate that RMHMC effectively samples from the posterior, allowin g the calculation of model evidence, in a Bayesian logistic regression on simula ted data and in the estimation of propensity functions for the American nation al medical expenditure data using several Bayesian multiple-kernel models. These results lay a foundation for implementing effective Monte Carlo algorithms for analysing real-world data with Gaussian processes, and highlight the need to deve lop a customisable library set that allows users to incorporate dynamically pr ogrammed objects and finely optimises the mode of automatic differentiation depe nding on the model structure.


Bernstein-von Mises for Adaptively Collected Data

arXiv.org Machine Learning

Uncertainty quantification (UQ) for adaptively collected data, such as that coming from adaptive experiments, bandits, or reinforcement learning, is necessary for critical elements of data collection such as ensuring safety and conducting after-study inference. The data's adaptivity creates significant challenges for frequentist UQ, yet Bayesian UQ remains the same as if the data were independent and identically distributed (i.i.d.), making it an appealing and commonly used approach. Bayesian UQ requires the (correct) specification of a prior distribution while frequentist UQ does not, but for i.i.d. data the celebrated Bernstein-von Mises theorem shows that as the sample size grows, the prior 'washes out' and Bayesian UQ becomes frequentist-valid, implying that the choice of prior need not be a major impediment to Bayesian UQ as it makes no difference asymptotically. This paper for the first time extends the Bernstein-von Mises theorem to adaptively collected data, proving asymptotic equivalence between Bayesian UQ and Wald-type frequentist UQ in this challenging setting. Our result showing this asymptotic agreement does not require the standard stability condition required by works studying validity of Wald-type frequentist UQ; in cases where stability is satisfied, our results combined with these prior studies of frequentist UQ imply frequentist validity of Bayesian UQ. Counterintuitively however, they also provide a negative result that Bayesian UQ is not asymptotically frequentist valid when stability fails, despite the fact that the prior washes out and Bayesian UQ asymptotically matches standard Wald-type frequentist UQ. We empirically validate our theory (positive and negative) via a range of simulations.


Bridging Theory and Practice: A Stochastic Learning-Optimization Model for Resilient Automotive Supply Chains

arXiv.org Machine Learning

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial Intelligence (AI) with traditional optimization, a formal, quantitative demonstration of this synergy is lacking. This paper introduces a novel stochastic learning-optimization framework that integrates Bayesian inference with inventory optimization for supply chain management (SCM). We model a two-echelon inventory system subject to stochastic demand and supply disruptions, comparing a traditional static optimization policy against an adaptive policy where Bayesian learning continuously updates parameter estimates to inform stochastic optimization. Our simulations over 365 periods across three operational scenarios demonstrate that the integrated approach achieves 7.4\% cost reduction in stable environments and 5.7\% improvement during supply disruptions, while revealing important limitations during sudden demand shocks due to the inherent conservatism of Bayesian updating. This work provides mathematical validation for practitioner observations and establishes a formal framework for understanding AI-driven supply chain resilience, while identifying critical boundary conditions for successful implementation.


Sparsity via Hyperpriors: A Theoretical and Algorithmic Study under Empirical Bayes Framework

arXiv.org Machine Learning

This paper presents a comprehensive analysis of hyperparameter estimation within the empirical Bayes framework (EBF) for sparse learning. By studying the influence of hyperpriors on the solution of EBF, we establish a theoretical connection between the choice of the hyperprior and the sparsity as well as the local optimality of the resulting solutions. We show that some strictly increasing hyperpriors, such as half-Laplace and half-generalized Gaussian with the power in $(0,1)$, effectively promote sparsity and improve solution stability with respect to measurement noise. Based on this analysis, we adopt a proximal alternating linearized minimization (PALM) algorithm with convergence guaranties for both convex and concave hyperpriors. Extensive numerical tests on two-dimensional image deblurring problems demonstrate that introducing appropriate hyperpriors significantly promotes the sparsity of the solution and enhances restoration accuracy. Furthermore, we illustrate the influence of the noise level and the ill-posedness of inverse problems to EBF solutions.


Approximating the Mathematical Structure of Psychodynamics

arXiv.org Artificial Intelligence

The complexity of human cognition has meant that psychology makes more use of theory and conceptual models than perhaps any other biomedical field. To enable precise quantitative study of the full breadth of phenomena in psychological and psychiatric medicine as well as cognitive aspects of AI safety, there is a need for a mathematical formulation which is both mathematically precise and equally accessible to experts from numerous fields. In this paper we formalize human psychodynamics via the diagrammatic framework of process theory, describe its key properties, and explain the links between a diagrammatic representation and central concepts in analysis of cognitive processes in contexts such as psychotherapy, neurotechnology, AI alignment, AI agent representation of individuals in autonomous negotiations, developing human-like AI systems, and other aspects of AI safety.


The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets

arXiv.org Artificial Intelligence

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this field has been dominated by point forecasting methods, which provide single-value predictions but fail to quantify uncertainty. However, as power markets evolve due to renewable integration, smart grids, and regulatory changes, the need for probabilistic forecasting has become more pronounced, offering a more comprehensive approach to risk assessment and market participation. This paper presents a review of probabilistic forecasting methods, tracing their evolution from Bayesian and distribution based approaches, through quantile regression techniques, to recent developments in conformal prediction. Particular emphasis is placed on advancements in probabilistic forecasting, including validity-focused methods which address key limitations in uncertainty estimation. Additionally, this review extends beyond the Day-Ahead Market to include the Intra-Day and Balancing Markets, where forecasting challenges are intensified by higher temporal granularity and real-time operational constraints. We examine state of the art methodologies, key evaluation metrics, and ongoing challenges, such as forecast validity, model selection, and the absence of standardised benchmarks, providing researchers and practitioners with a comprehensive and timely resource for navigating the complexities of modern electricity markets.