Bayesian Inference
Provable Sim-to-Real Transfer via Offline Domain Randomization
Fickinger, Arnaud, Bendahi, Abderrahim, Russell, Stuart
Reinforcement-learning agents often struggle when deployed from simulation to the real-world. A dominant strategy for reducing the sim-to-real gap is domain randomization (DR) which trains the policy across many simulators produced by sampling dynamics parameters, but standard DR ignores offline data already available from the real system. We study offline domain randomization (ODR), which first fits a distribution over simulator parameters to an offline dataset. While a growing body of empirical work reports substantial gains with algorithms such as DROPO, the theoretical foundations of ODR remain largely unexplored. In this work, we (i) formalize ODR as a maximum-likelihood estimation over a parametric simulator family, (ii) prove consistency of this estimator under mild regularity and identifiability conditions, showing it converges to the true dynamics as the dataset grows, (iii) derive gap bounds demonstrating ODRs sim-to-real error is up to an O(M) factor tighter than uniform DR in the finite-simulator case (and analogous gains in the continuous setting), and (iv) introduce E-DROPO, a new version of DROPO which adds an entropy bonus to prevent variance collapse, yielding broader randomization and more robust zero-shot transfer in practice.
Towards more efficient quantitative safety validation of residual risk for assisted and automated driving
Betschinske, Daniel, Schrimpf, Malte, Peters, Steven, Klonecki, Kamil, Karch, Jan Peter, Lippert, Moritz
The safety validation of Advanced Driver Assistance Systems (ADAS) and Automated Driving Systems (ADS) increasingly demands efficient and reliable methods to quantify residual risk while adhering to international standards such as ISO 21448. Traditionally, Field Operational Testing (FOT) has been pivotal for macroscopic safety validation of automotive driving functions up to SAE automation level 2. However, state-of-the-art derivations for empirical safety demonstrations using FOT often result in impractical testing efforts, particularly at higher automation levels. Even at lower automation levels, this limitation - coupled with the substantial costs associated with FOT - motivates the exploration of approaches to enhance the efficiency of FOT-based macroscopic safety validation. Therefore, this publication systematically identifies and evaluates state-of-the-art Reduction Approaches (RAs) for FOT, including novel methods reported in the literature. Based on an analysis of ISO 21448, two models are derived: a generic model capturing the argumentation components of the standard, and a base model, exemplarily applied to Automatic Emergency Braking (AEB) systems, establishing a baseline for the real-world driving requirement for a Quantitative Safety Validation of Residual Risk (QSVRR). Subsequently, the RAs are assessed using four criteria: quantifiability, threats to validity, missing links, and black box compatibility, highlighting potential benefits, inherent limitations, and identifying key areas for further research. Our evaluation reveals that, while several approaches offer potential, none are free from missing links or other substantial shortcomings. Moreover, no identified alternative can fully replace FOT, reflecting its crucial role in the safety validation of ADAS and ADS.
Do Language Models Have Bayesian Brains? Distinguishing Stochastic and Deterministic Decision Patterns within Large Language Models
Cui, Andrea Yaoyun, Yu, Pengfei
Language models are essentially probability distributions over token sequences. Auto-regressive models generate sentences by iteratively computing and sampling from the distribution of the next token. This iterative sampling introduces stochasticity, leading to the assumption that language models make probabilistic decisions, similar to sampling from unknown distributions. Building on this assumption, prior research has used simulated Gibbs sampling, inspired by experiments designed to elicit human priors, to infer the priors of language models. In this paper, we revisit a critical question: Do language models possess Bayesian brains? Our findings show that under certain conditions, language models can exhibit near-deterministic decision-making, such as producing maximum likelihood estimations, even with a non-zero sampling temperature. This challenges the sampling assumption and undermines previous methods for eliciting human-like priors. Furthermore, we demonstrate that without proper scrutiny, a system with deterministic behavior undergoing simulated Gibbs sampling can converge to a "false prior." To address this, we propose a straightforward approach to distinguish between stochastic and deterministic decision patterns in Gibbs sampling, helping to prevent the inference of misleading language model priors. We experiment on a variety of large language models to identify their decision patterns under various circumstances. Our results provide key insights in understanding decision making of large language models.
Evasion Attacks Against Bayesian Predictive Models
Arce, Pablo G., Naveiro, Roi, Insua, David Ríos
There is an increasing interest in analyzing the behavior of machine learning systems against adversarial attacks. However, most of the research in adversarial machine learning has focused on studying weaknesses against evasion or poisoning attacks to predictive models in classical setups, with the susceptibility of Bayesian predictive models to attacks remaining underexplored. This paper introduces a general methodology for designing optimal evasion attacks against such models. We investigate two adversarial objectives: perturbing specific point predictions and altering the entire posterior predictive distribution. For both scenarios, we propose novel gradient-based attacks and study their implementation and properties in various computational setups.
Scaling Laws for Uncertainty in Deep Learning
Rosso, Mattia, Rossi, Simone, Franzese, Giulio, Heinonen, Markus, Filippone, Maurizio
Deep learning has recently revealed the existence of scaling laws, demonstrating that model performance follows predictable trends based on dataset and model sizes. Inspired by these findings and fascinating phenomena emerging in the over-parameterized regime, we examine a parallel direction: do similar scaling laws govern predictive uncertainties in deep learning? In identifiable parametric models, such scaling laws can be derived in a straightforward manner by treating model parameters in a Bayesian way. In this case, for example, we obtain $O(1/N)$ contraction rates for epistemic uncertainty with respect to the number of data $N$. However, in over-parameterized models, these guarantees do not hold, leading to largely unexplored behaviors. In this work, we empirically show the existence of scaling laws associated with various measures of predictive uncertainty with respect to dataset and model sizes. Through experiments on vision and language tasks, we observe such scaling laws for in- and out-of-distribution predictive uncertainty estimated through popular approximate Bayesian inference and ensemble methods. Besides the elegance of scaling laws and the practical utility of extrapolating uncertainties to larger data or models, this work provides strong evidence to dispel recurring skepticism against Bayesian approaches: "In many applications of deep learning we have so much data available: what do we need Bayes for?". Our findings show that "so much data" is typically not enough to make epistemic uncertainty negligible.
Uncertainty Prioritized Experience Replay
Carrasco-Davis, Rodrigo, Lee, Sebastian, Clopath, Claudia, Dabney, Will
Prioritized experience replay, which improves sample efficiency by selecting relevant transitions to update parameter estimates, is a crucial component of contemporary value-based deep reinforcement learning models. Typically, transitions are prioritized based on their temporal difference error. However, this approach is prone to favoring noisy transitions, even when the value estimation closely approximates the target mean. This phenomenon resembles the noisy TV problem postulated in the exploration literature, in which exploration-guided agents get stuck by mistaking noise for novelty. To mitigate the disruptive effects of noise in value estimation, we propose using epistemic uncertainty estimation to guide the prioritization of transitions from the replay buffer. Epistemic uncertainty quantifies the uncertainty that can be reduced by learning, hence reducing transitions sampled from the buffer generated by unpredictable random processes. We first illustrate the benefits of epistemic uncertainty prioritized replay in two tabular toy models: a simple multi-arm bandit task, and a noisy gridworld. Subsequently, we evaluate our prioritization scheme on the Atari suite, outperforming quantile regression deep Q-learning benchmarks; thus forging a path for the use of uncertainty prioritized replay in reinforcement learning agents.
Is Noise Conditioning Necessary? A Unified Theory of Unconditional Graph Diffusion Models
Explicit noise-level conditioning is widely regarded as essential for the effective operation of Graph Diffusion Models (GDMs). In this work, we challenge this assumption by investigating whether denoisers can implicitly infer noise levels directly from corrupted graph structures, potentially eliminating the need for explicit noise conditioning. To this end, we develop a theoretical framework centered on Bernoulli edge-flip corruptions and extend it to encompass more complex scenarios involving coupled structure-attribute noise. Extensive empirical evaluations on both synthetic and real-world graph datasets, using models such as GDSS and DiGress, provide strong support for our theoretical findings. Notably, unconditional GDMs achieve performance comparable or superior to their conditioned counterparts, while also offering reductions in parameters (4-6%) and computation time (8-10%). Our results suggest that the high-dimensional nature of graph data itself often encodes sufficient information for the denoising process, opening avenues for simpler, more efficient GDM architectures.
Federated Learning: From Theory to Practice
This book offers a hands-on introduction to building and understanding federated learning (FL) systems. FL enables multiple devices -- such as smartphones, sensors, or local computers -- to collaboratively train machine learning (ML) models, while keeping their data private and local. It is a powerful solution when data cannot or should not be centralized due to privacy, regulatory, or technical reasons. The book is designed for students, engineers, and researchers who want to learn how to design scalable, privacy preserving FL systems. Our main focus is on personalization: enabling each device to train its own model while still benefiting from collaboration with relevant devices. This is achieved by leveraging similarities between (the learning tasks associated with) devices that are encoded by the weighted edges (or links) of a federated learning network (FL network). The key idea is to represent real-world FL systems as networks of devices, where nodes correspond to device and edges represent communication links and data similarities between them. The training of personalized models for these devices can be naturally framed as a distributed optimization problem. This optimization problem is referred to as generalized total variation minimization (GTVMin) and ensures that devices with similar learning tasks learn similar model parameters. Our approach is both mathematically principled and practically motivated. While we introduce some advanced ideas from optimization theory and graph-based learning, we aim to keep the book accessible. Readers are guided through the core ideas step by step, with intuitive explanations.
CausalPFN: Amortized Causal Effect Estimation via In-Context Learning
Balazadeh, Vahid, Kamkari, Hamidreza, Thomas, Valentin, Li, Benson, Ma, Junwei, Cresswell, Jesse C., Krishnan, Rahul G.
Causal effect estimation from observational data is fundamental across various applications. However, selecting an appropriate estimator from dozens of specialized methods demands substantial manual effort and domain expertise. We present CausalPFN, a single transformer that amortizes this workflow: trained once on a large library of simulated data-generating processes that satisfy ignorability, it infers causal effects for new observational datasets out-of-the-box. CausalPFN combines ideas from Bayesian causal inference with the large-scale training protocol of prior-fitted networks (PFNs), learning to map raw observations directly to causal effects without any task-specific adjustment. Our approach achieves superior average performance on heterogeneous and average treatment effect estimation benchmarks (IHDP, Lalonde, ACIC). Moreover, it shows competitive performance for real-world policy making on uplift modeling tasks. CausalPFN provides calibrated uncertainty estimates to support reliable decision-making based on Bayesian principles. This ready-to-use model does not require any further training or tuning and takes a step toward automated causal inference (https://github.com/vdblm/CausalPFN).
Stability of Mean-Field Variational Inference
Sheng, Shunan, Wu, Bohan, González-Sanz, Alberto, Nutz, Marcel
Mean-field variational inference (MFVI) is a widely used method for approximating high-dimensional probability distributions by product measures. This paper studies the stability properties of the mean-field approximation when the target distribution varies within the class of strongly log-concave measures. We establish dimension-free Lipschitz continuity of the MFVI optimizer with respect to the target distribution, measured in the 2-Wasserstein distance, with Lipschitz constant inversely proportional to the log-concavity parameter. Under additional regularity conditions, we further show that the MFVI optimizer depends differentiably on the target potential and characterize the derivative by a partial differential equation. Methodologically, we follow a novel approach to MFVI via linearized optimal transport: the non-convex MFVI problem is lifted to a convex optimization over transport maps with a fixed base measure, enabling the use of calculus of variations and functional analysis. We discuss several applications of our results to robust Bayesian inference and empirical Bayes, including a quantitative Bernstein--von Mises theorem for MFVI, as well as to distributed stochastic control.