Decentralized and lifelong-adaptive multi-agent collaborative learning aims to enhance collaboration among multiple agents without a central server, with each agent solving varied tasks over time. To achieve efficient collaboration, agents should: i) autonomously identify beneficial collaborative relationships in a decentralized manner; and ii) adapt to dynamically changing task observations. In this paper, we propose DeLAMA, a decentralized multi-agent lifelong collaborative learning algorithm with dynamic collaboration graphs. To promote autonomous collaboration relationship learning, we propose a decentralized graph structure learning algorithm, eliminating the need for external priors. To facilitate adaptation to dynamic tasks, we design a memory unit to capture the agents' accumulated learning history and knowledge, while preserving finite storage consumption. To further augment the system's expressive capabilities and computational efficiency, we apply algorithm unrolling, leveraging the advantages of both mathematical optimization and neural networks. This allows the agents to `learn to collaborate' through the supervision of training tasks. Our theoretical analysis verifies that inter-agent collaboration is communication efficient under a small number of communication rounds. The experimental results verify its ability to facilitate the discovery of collaboration strategies and adaptation to dynamic learning scenarios, achieving a 98.80% reduction in MSE and a 188.87% improvement in classification accuracy. We expect our work can serve as a foundational technique to facilitate future works towards an intelligent, decentralized, and dynamic multi-agent system. Code is available at https://github.com/ShuoTang123/DeLAMA.

An important and unsolved problem in computer vision is to ensure that the algorithms are robust to changes in image domains. We address this problem in the scenario where we have access to images from the target domains but no annotations. Motivated by the challenges of the OOD-CV benchmark where we encounter real world Out-of-Domain (OOD) nuisances and occlusion, we introduce a novel Bayesian approach to OOD robustness for object classification. Our work extends Compositional Neural Networks (CompNets), which have been shown to be robust to occlusion but degrade badly when tested on OOD data. We exploit the fact that CompNets contain a generative head defined over feature vectors represented by von Mises-Fisher (vMF) kernels, which correspond roughly to object parts, and can be learned without supervision. We obverse that some vMF kernels are similar between different domains, while others are not. This enables us to learn a transitional dictionary of vMF kernels that are intermediate between the source and target domains and train the generative model on this dictionary using the annotations on the source domain, followed by iterative refinement. This approach, termed Unsupervised Generative Transition (UGT), performs very well in OOD scenarios even when occlusion is present. UGT is evaluated on different OOD benchmarks including the OOD-CV dataset, several popular datasets (e.g., ImageNet-C [9]), artificial image corruptions (including adding occluders), and synthetic-to-real domain transfer, and does well in all scenarios outperforming SOTA alternatives (e.g. up to 10% top-1 accuracy on Occluded OOD-CV dataset).

In this paper, we propose Posterior Sampling Reinforcement Learning for Zero-sum Stochastic Games (PSRL-ZSG), the first online learning algorithm that achieves Bayesian regret bound of $O(HS\sqrt{AT})$ in the infinite-horizon zero-sum stochastic games with average-reward criterion. Here $H$ is an upper bound on the span of the bias function, $S$ is the number of states, $A$ is the number of joint actions and $T$ is the horizon. We consider the online setting where the opponent can not be controlled and can take any arbitrary time-adaptive history-dependent strategy. Our regret bound improves on the best existing regret bound of $O(\sqrt[3]{DS^2AT^2})$ by Wei et al. (2017) under the same assumption and matches the theoretical lower bound in $T$.

The last decade has seen tremendous progress in our ability to generate realistic-looking data, be it images, text, audio, or video. Here, we discuss the closely related problem of quantifying realism, that is, designing functions that can reliably tell realistic data from unrealistic data. This problem turns out to be significantly harder to solve and remains poorly understood, despite its prevalence in machine learning and recent breakthroughs in generative AI. Drawing on insights from algorithmic information theory, we discuss why this problem is challenging, why a good generative model alone is insufficient to solve it, and what a good solution would look like. In particular, we introduce the notion of a universal critic, which unlike adversarial critics does not require adversarial training. While universal critics are not immediately practical, they can serve both as a North Star for guiding practical implementations and as a tool for analyzing existing attempts to capture realism.

Probabilistic circuits (PCs) have gained prominence in recent years as a versatile framework for discussing probabilistic models that support tractable queries and are yet expressive enough to model complex probability distributions. Nevertheless, tractability comes at a cost: PCs are less expressive than neural networks. In this paper we introduce probabilistic neural circuits (PNCs), which strike a balance between PCs and neural nets in terms of tractability and expressive power. Theoretically, we show that PNCs can be interpreted as deep mixtures of Bayesian networks. Experimentally, we demonstrate that PNCs constitute powerful function approximators.

Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary distribution, e.g., Metropolis-adjusted Langevin algorithm (MALA), biased samplers, e.g., Underdamped Langevin Dynamics (ULD), perform better in low-accuracy cases just because a lower dimension dependency in their complexities. Along this line, Freund et al. (2022) suggest that the modified Langevin algorithm with prior diffusion is able to converge dimension independently for strongly log-concave target distributions. Nonetheless, it remains open whether such property establishes for more general cases. In this paper, we investigate the prior diffusion technique for the target distributions satisfying log-Sobolev inequality (LSI), which covers a much broader class of distributions compared to the strongly log-concave ones. In particular, we prove that the modified Langevin algorithm can also obtain the dimension-independent convergence of KL divergence with different step size schedules. The core of our proof technique is a novel construction of an interpolating SDE, which significantly helps to conduct a more accurate characterization of the discrete updates of the overdamped Langevin dynamics. Our theoretical analysis demonstrates the benefits of prior diffusion for a broader class of target distributions and provides new insights into developing faster sampling algorithms.

Asymmetric information stochastic games (\textsc{aisg}s) arise in many complex socio-technical systems, such as cyber-physical systems and IT infrastructures. Existing computational methods for \textsc{aisg}s are primarily offline and can not adapt to equilibrium deviations. Further, current methods are limited to special classes of \textsc{aisg}s to avoid belief hierarchies. To address these limitations, we propose conjectural online learning (\textsc{col}), an online method for generic \textsc{aisg}s. \textsc{col} uses a forecaster-actor-critic (\textsc{fac}) architecture where subjective forecasts are used to conjecture the opponents' strategies within a lookahead horizon, and Bayesian learning is used to calibrate the conjectures. To adapt strategies to nonstationary environments, \textsc{col} uses online rollout with cost function approximation (actor-critic). We prove that the conjectures produced by \textsc{col} are asymptotically consistent with the information feedback in the sense of a relaxed Bayesian consistency. We also prove that the empirical strategy profile induced by \textsc{col} converges to the Berk-Nash equilibrium, a solution concept characterizing rationality under subjectivity. Experimental results from an intrusion response use case demonstrate \textsc{col}'s superiority over state-of-the-art reinforcement learning methods against nonstationary attacks.

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive distributions for ANNs, so that forecast probabilities for events of interest are consistent with certain frequency evaluations of them. Uncalibrated probabilistic forecasts are of limited use for many important decision-making tasks. To address this issue, we propose a localized recalibration of ANN predictive distributions using the dimension-reduced representation of the input provided by the ANN hidden layers. Our novel method draws inspiration from recalibration techniques used in the literature on approximate Bayesian computation and likelihood-free inference methods. Most existing calibration methods for ANNs can be thought of as calibrating either on the input layer, which is difficult when the input is high-dimensional, or the output layer, which may not be sufficiently flexible. Through a simulation study, we demonstrate that our method has good performance compared to alternative approaches, and explore the benefits that can be achieved by localizing the calibration based on different layers of the network. Finally, we apply our proposed method to a diamond price prediction problem, demonstrating the potential of our approach to improve prediction and uncertainty quantification in real-world applications.

We present a first study of Bayesian forecasting of electricity prices traded on the German continuous intraday market which fully incorporates parameter uncertainty. Our target variable is the IDFull price index, forecasts are given in terms of posterior predictive distributions. For validation we use the exceedingly volatile electricity prices of 2022, which have hardly been the subject of forecasting studies before. As a benchmark model, we use all available intraday transactions at the time of forecast creation to compute a current value for the IDFull. According to the weak-form efficiency hypothesis, it would not be possible to significantly improve this benchmark built from last price information. We do, however, observe statistically significant improvement in terms of both point measures and probability scores. Finally, we challenge the declared gold standard of using LASSO for feature selection in electricity price forecasting by presenting strong statistical evidence that Orthogonal Matching Pursuit (OMP) leads to better forecasting performance.

Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the parameters of an opinion dynamics ABM, by transforming the estimation problem into an optimization task that can be solved directly. Our proposal relies on probabilistic generative ABMs (PGABMs): we start by synthesizing a probabilistic generative model from the ABM rules. Then, we transform the inference process into an optimization problem suitable for automatic differentiation. In particular, we use the Gumbel-Softmax reparameterization for categorical agent attributes and stochastic variational inference for parameter estimation. Furthermore, we explore the trade-offs of using variational distributions with different complexity: normal distributions and normalizing flows. We validate our method on a bounded confidence model with agent roles (leaders and followers). Our approach estimates both macroscopic (bounded confidence intervals and backfire thresholds) and microscopic ($200$ categorical, agent-level roles) more accurately than simulation-based and MCMC methods. Consequently, our technique enables experts to tune and validate their ABMs against real-world observations, thus providing insights into human behavior in social systems via data-driven analysis.