Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by context variable in the environment, which is uncontrollable by decision makers. In this paper, we focus on the optimization of functions' expectations over continuous context variable, subject to an unknown distribution. To address this problem, we propose two algorithms that employ kernel density estimation to learn the probability density function (PDF) of continuous context variable online. The first algorithm is simpler, which directly optimizes the expectation under the estimated PDF. Considering that the estimated PDF may have high estimation error when the true distribution is complicated, we further propose the second algorithm that optimizes the distributionally robust objective. Theoretical results demonstrate that both algorithms have sub-linear Bayesian cumulative regret on the expectation objective. Furthermore, we conduct numerical experiments to empirically demonstrate the effectiveness of our algorithms.

Declarative process specifications define the behavior of processes by means of rules based on Linear Temporal Logic on Finite Traces (LTLf). In a mining context, these specifications are inferred from, and checked on, multi-sets of runs recorded by information systems (namely, event logs). To this end, being able to gauge the degree to which process data comply with a specification is key. However, existing mining and verification techniques analyze the rules in isolation, thereby disregarding their interplay. In this paper, we introduce a framework to devise probabilistic measures for declarative process specifications. Thereupon, we propose a technique that measures the degree of satisfaction of specifications over event logs. To assess our approach, we conduct an evaluation with real-world data, evidencing its applicability in discovery, checking, and drift detection contexts.

Online deep clustering refers to the joint use of a feature extraction network and a clustering model to assign cluster labels to each new data point or batch as it is processed. While faster and more versatile than offline methods, online clustering can easily reach the collapsed solution where the encoder maps all inputs to the same point and all are put into a single cluster. Successful existing models have employed various techniques to avoid this problem, most of which require data augmentation or which aim to make the average soft assignment across the dataset the same for each cluster. We propose a method that does not require data augmentation, and that, differently from existing methods, regularizes the hard assignments. Using a Bayesian framework, we derive an intuitive optimization objective that can be straightforwardly included in the training of the encoder network. Tested on four image datasets and one human-activity recognition dataset, it consistently avoids collapse more robustly than other methods and leads to more accurate clustering. We also conduct further experiments and analyses justifying our choice to regularize the hard cluster assignments. Code is available at https://github.com/Lou1sM/online_hard_clustering.

Models of eye-movement control during reading, developed largely within psychology, usually focus on visual, attentional, lexical, and motor processes but neglect post-lexical language processing; by contrast, models of sentence comprehension processes, developed largely within psycholinguistics, generally focus only on post-lexical language processes. We present a model that combines these two research threads, by integrating eye-movement control and sentence processing. Developing such an integrated model is extremely challenging and computationally demanding, but such an integration is an important step toward complete mathematical models of natural language comprehension in reading. We combine the SWIFT model of eye-movement control (Seelig et al., 2020, doi:10.1016/j.jmp.2019.102313) with key components of the Lewis and Vasishth sentence processing model (Lewis & Vasishth, 2005, doi:10.1207/s15516709cog0000_25). This integration becomes possible, for the first time, due in part to recent advances in successful parameter identification in dynamical models, which allows us to investigate profile log-likelihoods for individual model parameters. We present a fully implemented proof-of-concept model demonstrating how such an integrated model can be achieved; our approach includes Bayesian model inference with Markov Chain Monte Carlo (MCMC) sampling as a key computational tool. The integrated Sentence-Processing and Eye-Movement Activation-Coupled Model (SEAM) can successfully reproduce eye movement patterns that arise due to similarity-based interference in reading. To our knowledge, this is the first-ever integration of a complete process model of eye-movement control with linguistic dependency completion processes in sentence comprehension. In future work, this proof of concept model will need to be evaluated using a comprehensive set of benchmark data.

Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has garnered much recent interest, its foundational principles have existed for years under various guises. Prior literature reviews in computer science and electrical engineering have sought to bring these ideas into focus, primarily surveying general methodologies and works from these disciplines. This article highlights Bayesian approaches to transfer learning, which have received relatively limited attention despite their innate compatibility with the notion of drawing upon prior knowledge to guide new learning tasks. Our survey encompasses a wide range of Bayesian transfer learning frameworks applicable to a variety of practical settings. We discuss how these methods address the problem of finding the optimal information to transfer between domains, which is a central question in transfer learning. We illustrate the utility of Bayesian transfer learning methods via a simulation study where we compare performance against frequentist competitors.

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic processes to model approximate samples from these target densities. The main drawback of these approaches is that the training objective requires full trajectories to compute, resulting in sluggish credit assignment issues due to use of entire trajectories and a learning signal present only at the terminal time. In this work, we present Diffusion Generative Flow Samplers (DGFS), a sampling-based framework where the learning process can be tractably broken down into short partial trajectory segments, via parameterizing an additional "flow function". Our method takes inspiration from the theory developed for generative flow networks (GFlowNets), allowing us to make use of intermediate learning signals. Through various challenging experiments, we demonstrate that DGFS achieves more accurate estimates of the normalization constant than closely-related prior methods.

However, training and sampling from EBMs continue to pose significant challenges. The widely-used Denoising Score Matching (DSM) method [40] for scalable EBM training suffers from inconsistency issues, causing the energy model to learn a'noisy' data distribution. In this work, we propose an efficient sampling framework, (pseudo)-Gibbs sampling with moment matching, which enables effective sampling from the underlying clean model when given a'noisy' model that has been well-trained via DSM. We explore the benefits of our approach compared to related methods and demonstrate how to scale the method to high-dimensional datasets.

While generalized linear mixed models (GLMMs) are a fundamental tool in applied statistics, many specifications -- such as those involving categorical factors with many levels or interaction terms -- can be computationally challenging to estimate due to the need to compute or approximate high-dimensional integrals. Variational inference (VI) methods are a popular way to perform such computations, especially in the Bayesian context. However, naive VI methods can provide unreliable uncertainty quantification. We show that this is indeed the case in the GLMM context, proving that standard VI (i.e. mean-field) dramatically underestimates posterior uncertainty in high-dimensions. We then show how appropriately relaxing the mean-field assumption leads to VI methods whose uncertainty quantification does not deteriorate in high-dimensions, and whose total computational cost scales linearly with the number of parameters and observations. Our theoretical and numerical results focus on GLMMs with Gaussian or binomial likelihoods, and rely on connections to random graph theory to obtain sharp high-dimensional asymptotic analysis. We also provide generic results, which are of independent interest, relating the accuracy of variational inference to the convergence rate of the corresponding coordinate ascent variational inference (CAVI) algorithm for Gaussian targets. Our proposed partially-factorized VI (PF-VI) methodology for GLMMs is implemented in the R package vglmer, see https://github.com/mgoplerud/vglmer . Numerical results with simulated and real data examples illustrate the favourable computation cost versus accuracy trade-off of PF-VI.

The selection of the assumed effect size (AES) critically determines the duration of an experiment, and hence its accuracy and efficiency. Traditionally, experimenters determine AES based on domain knowledge. However, this method becomes impractical for online experimentation services managing numerous experiments, and a more automated approach is hence of great demand. We initiate the study of data-driven AES selection in for online experimentation services by introducing two solutions. The first employs a three-layer Gaussian Mixture Model considering the heteroskedasticity across experiments, and it seeks to estimate the true expected effect size among positive experiments. The second method, grounded in utility theory, aims to determine the optimal effect size by striking a balance between the experiment's cost and the precision of decision-making. Through comparisons with baseline methods using both simulated and real data, we showcase the superior performance of the proposed approaches.

Generative modeling is one of the most important tasks in machine learning, having numerous applications across vision (Rombach et al., 2022), language modeling (Brown et al., 2020), science (Ardizzone et al., 2018; Radev et al., 2020) and beyond. One of the best-motivated approaches to generative modeling is maximum likelihood training, due to its favorable statistical properties (Hastie et al., 2009). In the continuous setting, exact maximum likelihood training is most commonly achieved by normalizing flows (Rezende & Mohamed, 2015; Dinh et al., 2014; Kobyzev et al., 2020) which parameterize an exactly invertible function with a tractable change of variables (log-determinant term). This generally introduces a trade-off between model expressivity and computational cost, where the cheapest networks to train and sample from, such as coupling block architectures, require very specifically constructed functions which may limit expressivity (Draxler et al., 2022). In addition, normalizing flows preserve the dimensionality of the inputs, requiring a latent space of the same dimension as the data space.