The acquisition of labels for supervised learning can be expensive. To improve the sample efficiency of neural network regression, we study active learning methods that adaptively select batches of unlabeled data for labeling. We present a framework for constructing such methods out of (network-dependent) base kernels, kernel transformations, and selection methods. Our framework encompasses many existing Bayesian methods based on Gaussian process approximations of neural networks as well as non-Bayesian methods. Additionally, we propose to replace the commonly used last-layer features with sketched finite-width neural tangent kernels and to combine them with a novel clustering method. To evaluate different methods, we introduce an open-source benchmark consisting of 15 large tabular regression data sets. Our proposed method outperforms the state-of-the-art on our benchmark, scales to large data sets, and works out-of-the-box without adjusting the network architecture or training code. We provide open-source code that includes efficient implementations of all kernels, kernel transformations, and selection methods, and can be used for reproducing our results.

We present a categorical formulation of the cognitive frameworks of Predictive Processing and Active Inference, expressed in terms of string diagrams interpreted in a monoidal category with copying and discarding. This includes diagrammatic accounts of generative models, Bayesian updating, perception, planning, active inference, and free energy. In particular we present a diagrammatic derivation of the formula for active inference via free energy minimisation, and establish a compositionality property for free energy, allowing free energy to be applied at all levels of an agent's generative model. Aside from aiming to provide a helpful graphical language for those familiar with active inference, we conversely hope that this article may provide a concise formulation and introduction to the framework.

Collective motion is ubiquitous in nature; groups of animals, such as fish, birds, and ungulates appear to move as a whole, exhibiting a rich behavioral repertoire that ranges from directed movement to milling to disordered swarming. Typically, such macroscopic patterns arise from decentralized, local interactions among constituent components (e.g., individual fish in a school). Preeminent models of this process describe individuals as self-propelled particles, subject to self-generated motion and 'social forces' such as short-range repulsion and long-range attraction or alignment. However, organisms are not particles; they are probabilistic decision-makers. Here, we introduce an approach to modelling collective behavior based on active inference. This cognitive framework casts behavior as the consequence of a single imperative: to minimize surprise. We demonstrate that many empirically-observed collective phenomena, including cohesion, milling and directed motion, emerge naturally when considering behavior as driven by active Bayesian inference -- without explicitly building behavioral rules or goals into individual agents. Furthermore, we show that active inference can recover and generalize the classical notion of social forces as agents attempt to suppress prediction errors that conflict with their expectations. By exploring the parameter space of the belief-based model, we reveal non-trivial relationships between the individual beliefs and group properties like polarization and the tendency to visit different collective states. We also explore how individual beliefs about uncertainty determine collective decision-making accuracy. Finally, we show how agents can update their generative model over time, resulting in groups that are collectively more sensitive to external fluctuations and encode information more robustly.

Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within graph learning processes. This paper therefore addresses this issue by proposing a flexible algorithmic framework for graph learning under low-rank structural constraints on the covariance matrix. The problem is expressed as penalized maximum likelihood estimation of an elliptical distribution (a generalization of Gaussian graphical models to possibly heavy-tailed distributions), where the covariance matrix is optionally constrained to be structured as low-rank plus diagonal (low-rank factor model). The resolution of this class of problems is then tackled with Riemannian optimization, where we leverage geometries of positive definite matrices and positive semi-definite matrices of fixed rank that are well suited to elliptical models. Numerical experiments on synthetic and real-world data sets illustrate the effectiveness of the proposed approach.

The maximum likelihood principle advocates parameter estimation via optimization of the data likelihood function. Models estimated in this way can exhibit a variety of generalization characteristics dictated by, e.g. architecture, parameterization, and optimization bias. This work addresses model learning in a setting where there further exists side-information in the form of an oracle that can label samples as being outside the support of the true data generating distribution. Specifically we develop a new denoising diffusion probabilistic modeling (DDPM) methodology, Gen-neG, that leverages this additional side-information. Our approach builds on generative adversarial networks (GANs) and discriminator guidance in diffusion models to guide the generation process towards the positive support region indicated by the oracle. We empirically establish the utility of Gen-neG in applications including collision avoidance in self-driving simulators and safety-guarded human motion generation.

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we propose a Bayesian nonparametric approach, termed graphical Dirichlet process, that jointly models the dependent group-specific random measures by assuming each random measure to be distributed as a Dirichlet process whose concentration parameter and base probability measure depend on those of its parent groups. The resulting joint stochastic process respects the Markov property of the directed acyclic graph that links the groups. We characterize the graphical Dirichlet process using a novel hypergraph representation as well as the stick-breaking representation, the restaurant-type representation, and the representation as a limit of a finite mixture model. We develop an efficient posterior inference algorithm and illustrate our model with simulations and a real grouped single-cell dataset.

Causal Inference plays an significant role in explaining the decisions taken by statistical models and artificial intelligence models. Of late, this field started attracting the attention of researchers and practitioners alike. This paper presents a comprehensive survey of 37 papers published during 1992-2023 and concerning the application of causal inference to banking, finance, and insurance. The papers are categorized according to the following families of domains: (i) Banking, (ii) Finance and its subdomains such as corporate finance, governance finance including financial risk and financial policy, financial economics, and Behavioral finance, and (iii) Insurance. Further, the paper covers the primary ingredients of causal inference namely, statistical methods such as Bayesian Causal Network, Granger Causality and jargon used thereof such as counterfactuals. The review also recommends some important directions for future research. In conclusion, we observed that the application of causal inference in the banking and insurance sectors is still in its infancy, and thus more research is possible to turn it into a viable method.

Reed-Muller (RM) codes achieve the capacity of general binary-input memoryless symmetric channels and are conjectured to have a comparable performance to that of random codes in terms of scaling laws. However, such results are established assuming maximum-likelihood decoders for general code parameters. Also, RM codes only admit limited sets of rates. Efficient decoders such as successive cancellation list (SCL) decoder and recently-introduced recursive projection-aggregation (RPA) decoders are available for RM codes at finite lengths. In this paper, we focus on subcodes of RM codes with flexible rates. We first extend the RPA decoding algorithm to RM subcodes. To lower the complexity of our decoding algorithm, referred to as subRPA, we investigate different approaches to prune the projections. Next, we derive the soft-decision based version of our algorithm, called soft-subRPA, that not only improves upon the performance of subRPA but also enables a differentiable decoding algorithm. Building upon the soft-subRPA algorithm, we then provide a framework for training a machine learning (ML) model to search for \textit{good} sets of projections that minimize the decoding error rate. Training our ML model enables achieving very close to the performance of full-projection decoding with a significantly smaller number of projections. We also show that the choice of the projections in decoding RM subcodes matters significantly, and our ML-aided projection pruning scheme is able to find a \textit{good} selection, i.e., with negligible performance degradation compared to the full-projection case, given a reasonable number of projections.

Application for semantic segmentation models in areas such as autonomous vehicles and human computer interaction require real-time predictive capabilities. The challenges of addressing real-time application is amplified by the need to operate on resource constrained hardware. Whilst development of real-time methods for these platforms has increased, these models are unable to sufficiently reason about uncertainty present when applied on embedded real-time systems. This paper addresses this by combining deep feature extraction from pre-trained models with Bayesian regression and moment propagation for uncertainty aware predictions. We demonstrate how the proposed method can yield meaningful epistemic uncertainty on embedded hardware in real-time whilst maintaining predictive performance.

We consider a general optimization problem of minimizing a composite objective functional defined over a class of probability distributions. The objective is composed of two functionals: one is assumed to possess the variational representation and the other is expressed in terms of the expectation operator of a possibly nonsmooth convex regularizer function. Such a regularized distributional optimization problem widely appears in machine learning and statistics, such as proximal Monte-Carlo sampling, Bayesian inference and generative modeling, for regularized estimation and generation. We propose a novel method, dubbed as Moreau-Yoshida Variational Transport (MYVT), for solving the regularized distributional optimization problem. First, as the name suggests, our method employs the Moreau-Yoshida envelope for a smooth approximation of the nonsmooth function in the objective. Second, we reformulate the approximate problem as a concave-convex saddle point problem by leveraging the variational representation, and then develope an efficient primal-dual algorithm to approximate the saddle point. Furthermore, we provide theoretical analyses and report experimental results to demonstrate the effectiveness of the proposed method.