Predicated on the increasing abundance of electronic health records, we investigate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multitask learning framework in which factual and counterfactual outcomes are modeled as the outputs of a function in a vector-valued reproducing kernel Hilbert space (vvRKHS). We develop a nonparametric Bayesian method for learning the treatment effects using a multi-task Gaussian process (GP) with a linear coregionalization kernel as a prior over the vvRKHS. The Bayesian approach allows us to compute individualized measures of confidence in our estimates via pointwise credible intervals, which are crucial for realizing the full potential of precision medicine. The impact of selection bias is alleviated via a risk-based empirical Bayes method for adapting the multi-task GP prior, which jointly minimizes the empirical error in factual outcomes and the uncertainty in (unobserved) counterfactual outcomes. We conduct experiments on observational datasets for an interventional social program applied to premature infants, and a left ventricular assist device applied to cardiac patients wait-listed for a heart transplant. In both experiments, we show that our method significantly outperforms the state-of-the-art.

We revisit the classical analysis of generative vs discriminative models for general exponential families, and high-dimensional settings.

The marginal likelihood, or model evidence, is a key quantity in Bayesian parameter estimation and model comparison. For many probabilistic models, computation of the marginal likelihood is challenging, because it involves a sum or integral over an enormous parameter space. Markov chain Monte Carlo (MCMC) is a powerful approach to compute marginal likelihoods. Various MCMC algorithms and evidence estimators have been proposed in the literature. Here we discuss the use of nonequilibrium techniques for estimating the marginal likelihood. Nonequilibrium estimators build on recent developments in statistical physics and are known as annealed importance sampling (AIS) and reverse AIS in probabilistic machine learning. We introduce estimators for the model evidence that combine forward and backward simulations and show for various challenging models that the evidence estimators outperform forward and reverse AIS.

Neural Information Processing Systems http://nips.cc/

Decision-makers are faced with the challenge of estimating what is likely to happen when they take an action. For instance, if I choose not to treat this patient, are they likely to die? Practitioners commonly use supervised learning algorithms to fit predictive models that help decision-makers reason about likely future outcomes, but we show that this approach is unreliable, and sometimes even dangerous. The key issue is that supervised learning algorithms are highly sensitive to the policy used to choose actions in the training data, which causes the model to capture relationships that do not generalize. We propose using a different learning objective that predicts counterfactuals instead of predicting outcomes under an existing action policy as in supervised learning. To support decision-making in temporal settings, we introduce the Counterfactual Gaussian Process (CGP) to predict the counterfactual future progression of continuous-time trajectories under sequences of future actions. We demonstrate the benefits of the CGP on two important decision-support tasks: risk prediction and "what if?" reasoning for individualized treatment planning.

Reinforcement learning encounters challenges in various environments related to robustness and explainability. Traditional Q-learning algorithms cannot effectively make decisions and utilize the historical learning experience. To overcome these limitations, we propose Cognitive Belief-Driven Q-Learning (CBDQ), which integrates subjective belief modeling into the Q-learning framework, enhancing decision-making accuracy by endowing agents with human-like learning and reasoning capabilities. Drawing inspiration from cognitive science, our method maintains a subjective belief distribution over the expectation of actions, leveraging a cluster-based subjective belief model that enables agents to reason about the potential probability associated with each decision. CBDQ effectively mitigates overestimated phenomena and optimizes decision-making policies by integrating historical experiences with current contextual information, mimicking the dynamics of human decision-making. We evaluate the proposed method on discrete control benchmark tasks in various complicate environments. The results demonstrate that CBDQ exhibits stronger adaptability, robustness, and human-like characteristics in handling these environments, outperforming other baselines. We hope this work will give researchers a fresh perspective on understanding and explaining Q-learning.

Adapting a pre-trained foundation model on downstream tasks should ensure robustness against distribution shifts without the need to retrain the whole model. Although existing weight interpolation methods are simple yet effective, we argue their static nature limits downstream performance while achieving efficiency. In this work, we propose DaWin, a training-free dynamic weight interpolation method that leverages the entropy of individual models over each unlabeled test sample to assess model expertise, and compute per-sample interpolation coefficients dynamically. Unlike previous works that typically rely on additional training to learn such coefficients, our approach requires no training. Then, we propose a mixture modeling approach that greatly reduces inference overhead raised by dynamic interpolation. We validate DaWin on the large-scale visual recognition benchmarks, spanning 14 tasks across robust fine-tuning - ImageNet and derived five distribution shift benchmarks - and multi-task learning with eight classification tasks. Results demonstrate that DaWin achieves significant performance gain in considered settings, with minimal computational overhead. We further discuss DaWin's analytic behavior to explain its empirical success. The emergence of foundation models (Bommasani et al., 2021; Radford et al., 2021; Brown et al., 2020) has significantly lowered the barrier to deploying artificial intelligence solutions across a wide range of real-world problems. Leveraging the strong general knowledge acquired through large-scale pre-training, foundation models can be efficiently adapted for numerous tasks. However, recent studies have shown that while fine-tuning improves performance on specific downstream tasks, it may often undermine the model's generalizability and robustness (Wortsman et al., 2022b). For example, a model fine-tuned on ImageNet has better accuracy on in-distribution (ID) data yet may underperform in out-of-distribution (OOD) data such as ImageNet-A (Hendrycks et al., 2021b).

Constrained optimization problems arise in various engineering system operations such as inventory management and electric power grids. However, the requirement to repeatedly solve such optimization problems with uncertain parameters poses a significant computational challenge. This work introduces a learning scheme using Bayesian Neural Networks (BNNs) to solve constrained optimization problems under limited labeled data and restricted model training times. We propose a semi-supervised BNN for this practical but complex regime, wherein training commences in a sandwiched fashion, alternating between a supervised learning step (using labeled data) for minimizing cost, and an unsupervised learning step (using unlabeled data) for enforcing constraint feasibility. Both supervised and unsupervised steps use a Bayesian approach, where Stochastic Variational Inference is employed for approximate Bayesian inference. We show that the proposed semi-supervised learning method outperforms conventional BNN and deep neural network (DNN) architectures on important non-convex constrained optimization problems from energy network operations, achieving up to a tenfold reduction in expected maximum equality gap and halving the optimality and inequality (feasibility) gaps, without requiring any correction or projection step. By leveraging the BNN's ability to provide posterior samples at minimal computational cost, we demonstrate that a Selection via Posterior (SvP) scheme can further reduce equality gaps by more than 10%. We also provide tight and practically meaningful probabilistic confidence bounds that can be constructed using a low number of labeled testing data and readily adapted to other applications.

Existing methods for anomaly detection often fall short due to their inability to handle the complexity, heterogeneity, and high dimensionality inherent in real-world mobility data. In this paper, we propose DeepBayesic, a novel framework that integrates Bayesian principles with deep neural networks to model the underlying multivariate distributions from sparse and complex datasets. Unlike traditional models, DeepBayesic is designed to manage heterogeneous inputs, accommodating both continuous and categorical data to provide a more comprehensive understanding of mobility patterns. The framework features customized neural density estimators and hybrid architectures, allowing for flexibility in modeling diverse feature distributions and enabling the use of specialized neural networks tailored to different data types. Our approach also leverages agent embeddings for personalized anomaly detection, enhancing its ability to distinguish between normal and anomalous behaviors for individual agents. We evaluate our approach on several mobility datasets, demonstrating significant improvements over state-of-the-art anomaly detection methods. Our results indicate that incorporating personalization and advanced sequence modeling techniques can substantially enhance the ability to detect subtle and complex anomalies in spatiotemporal event sequences.

In-context learning (ICL) enables large language models (LLMs) to generalize to new tasks by incorporating a few in-context examples (ICEs) directly in the input, without updating parameters. However, the effectiveness of ICL heavily relies on the selection of ICEs, and conventional text-based embedding methods are often inadequate for tasks that require multi-step reasoning, such as mathematical and logical problem solving. This is due to the bias introduced by shallow semantic similarities that fail to capture the deeper reasoning structures required for these tasks. We present GraphIC, a novel approach that leverages graph-based representations of reasoning processes, coupled with Bayesian Networks (BNs) to select ICEs. Importantly, BNs capture the dependency of a node's attributes on its parent nodes, closely mirroring the hierarchical nature of human cognition--where each thought is shaped by preceding ones. This makes BNs particularly well-suited for multi-step reasoning tasks, aligning the process more closely with human-like reasoning. Extensive experiments across three types of reasoning tasks (mathematical reasoning, code generation, and logical reasoning) demonstrate that GraphIC outperforms both training-free and training-based models in selecting ICEs, excelling in terms of both effectiveness and efficiency. We show that GraphIC enhances ICL's performance and interpretability, significantly advancing ICE selection for multi-step reasoning tasks. In-context learning (ICL) (Brown et al., 2020) represents a paradigm in how large language models (LLMs) perform inference by using a small number of in-context examples (ICEs) within the input prompt. This technique enables LLMs to generalize to new tasks or enhance their performance on existing tasks without updating parameters. However, previous studies have highlighted the sensitivity of ICL performance to the specific ICEs selected (Zhao et al., 2021; Liu et al., 2022), underscoring the importance of strategic ICE selection. Consequently, numerous methods have been proposed to optimize the selection of ICEs, focusing on improving task performance and ensuring greater robustness (Liu et al., 2022; Rubin et al., 2022; Ye et al., 2023; Gupta et al., 2024).