In a standard problem of learning predictive models, it is assumed that the probability distributions of the test data and the training data are the same. The prediction performance generally deteriorates when this assumption does not hold. The simplest solution is to discard the training data and collect new samples from the distribution of the test data. However, this solution is inefficient and sometimes impossible, and there is a strong demand for utilizing the valuable labeled data in the source domain. Domain adaptation (Ben-David et al., 2007) is one of the transfer learning frameworks in which the probability distributions of the prediction target data and the training data are different. In domain adaptation, the source domain is a distribution with many labeled samples, and the target domain is a distribution with a few or no labeled samples. The case with no labels from the target domain is called unsupervised domain adaptation and has been the subject of much research, including theoretical analysis and real-world application (Ben-David et al., 2007; Cortes et al., 2010; Mansour et al., 2009; Redko et al., 2019; Zhao et al., 2019). In domain adaptation, the predictive performance on the target data deteriorates when the discrepancy between the source and target domains is large.

Belief propagation (BP) is a useful probabilistic inference algorithm for efficiently computing approximate marginal probability densities of random variables. However, in its standard form, BP is only applicable to the vector-type random variables with a fixed and known number of vector elements, while certain applications rely on RFSs with an unknown number of vector elements. In this paper, we develop BP rules for factor graphs defined on sequences of RFSs where each RFS has an unknown number of elements, with the intention of deriving novel inference methods for RFSs. Furthermore, we show that vector-type BP is a special case of set-type BP, where each RFS follows the Bernoulli process. To demonstrate the validity of developed set-type BP, we apply it to the PMB filter for SLAM, which naturally leads to new set-type BP-mapping, SLAM, multi-target tracking, and simultaneous localization and tracking filters. Finally, we explore the relationships between the vector-type BP and the proposed set-type BP PMB-SLAM implementations and show a performance gain of the proposed set-type BP PMB-SLAM filter in comparison with the vector-type BP-SLAM filter.

Financial markets play a pivotal role in global economic activities, and their operations and dynamic evolutions are intricately linked to a myriad of chaotic and complex factors, including economic configurations, seasonal components, and the international milieu [1] [2]. As the economy progresses and financial markets expand continuously, time series analysis in finance has become indispensable [3]. This analytical approach has significantly advanced the understanding of market dynamics, refined intelligent decision-making processes, and bolstered developments in forecasting investment returns [4][2]. Consequently, it has garnered immense scholarly attention, leading to abundant research contributions in this domain. In stark contrast to conventional time series prediction endeavors characterizing various scientific domains--such as the temporal allocation mechanisms associated with wind energy integration [5], the granular analysis of protracted energy consumption patterns in architectural structures [6], or the intricate forecasting of load dynamics within thermal frameworks [7]--the sphere of financial time series forecasting is imbued with an elevated level of complexity and unpredictability.

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply diffusion models to the discretized data. While such approaches are practically appealing, the performance of the resulting algorithms typically deteriorates as discretization parameters are refined. In this paper, we instead directly formulate diffusion-based generative models in infinite dimensions and apply them to the generative modeling of functions. We prove that our formulations are well posed in the infinite-dimensional setting and provide dimension-independent distance bounds from the sample to the target measure. Using our theory, we also develop guidelines for the design of infinite-dimensional diffusion models. For image distributions, these guidelines are in line with the canonical choices currently made for diffusion models. For other distributions, however, we can improve upon these canonical choices, which we show both theoretically and empirically, by applying the algorithms to data distributions on manifolds and inspired by Bayesian inverse problems or simulation-based inference.

Causal discovery aims to recover a causal graph from data generated by it; constraint based methods do so by searching for a d-separating conditioning set of nodes in the graph via an oracle. In this paper, we provide analytic evidence that on large graphs, d-separation is a rare phenomenon, even when guaranteed to exist, unless the graph is extremely sparse. We then provide an analytic average case analysis of the PC Algorithm for causal discovery, as well as a variant of the SGS Algorithm we call UniformSGS. We consider a set $V=\{v_1,\ldots,v_n\}$ of nodes, and generate a random DAG $G=(V,E)$ where $(v_a, v_b) \in E$ with i.i.d. probability $p_1$ if $a b$. We provide upper bounds on the probability that a subset of $V-\{x,y\}$ d-separates $x$ and $y$, conditional on $x$ and $y$ being d-separable; our upper bounds decay exponentially fast to $0$ as $|V| \rightarrow \infty$. For the PC Algorithm, while it is known that its worst-case guarantees fail on non-sparse graphs, we show that the same is true for the average case, and that the sparsity requirement is quite demanding: for good performance, the density must go to $0$ as $|V| \rightarrow \infty$ even in the average case. For UniformSGS, while it is known that the running time is exponential for existing edges, we show that in the average case, that is the expected running time for most non-existing edges as well.

In recent years, the integration of Automated Planning (AP) and Reinforcement Learning (RL) has seen a surge of interest. To perform this integration, a general framework for Sequential Decision Making (SDM) would prove immensely useful, as it would help us understand how AP and RL fit together. In this preliminary work, we attempt to provide such a framework, suitable for any method ranging from Classical Planning to Deep RL, by drawing on concepts from Probability Theory and Bayesian inference. We formulate an SDM task as a set of training and test Markov Decision Processes (MDPs), to account for generalization. We provide a general algorithm for SDM which we hypothesize every SDM method is based on. According to it, every SDM algorithm can be seen as a procedure that iteratively improves its solution estimate by leveraging the task knowledge available. Finally, we derive a set of formulas and algorithms for calculating interesting properties of SDM tasks and methods, which make possible their empirical evaluation and comparison.

Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a Whittle index based Q-learning algorithm for RMAB with neural network function approximation, which is an example of nonlinear two-timescale stochastic approximation with Q-function values updated on a faster timescale and Whittle indices on a slower timescale. Despite the empirical success of deep Q-learning, the non-asymptotic convergence rate of Neural-Q-Whittle, which couples neural networks with two-timescale Q-learning largely remains unclear. This paper provides a finite-time analysis of Neural-Q-Whittle, where data are generated from a Markov chain, and Q-function is approximated by a ReLU neural network. Our analysis leverages a Lyapunov drift approach to capture the evolution of two coupled parameters, and the nonlinearity in value function approximation further requires us to characterize the approximation error. Combing these provide Neural-Q-Whittle with $\mathcal{O}(1/k^{2/3})$ convergence rate, where $k$ is the number of iterations.

While forward reasoning (i.e. find the answer given the question) has been explored extensively in the recent literature, backward reasoning is relatively unexplored. We examine the backward reasoning capabilities of LLMs on Math Word Problems (MWPs): given a mathematical question and its answer, with some details omitted from the question, can LLMs effectively retrieve the missing information? In this paper, we formally define the backward reasoning task on math word problems and modify three datasets to evaluate this task: GSM8k, SVAMP and MultiArith. Our findings show a significant drop in the accuracy of models on backward reasoning compared to forward reasoning across four SOTA LLMs (GPT4, GPT3.5, PaLM-2, and LLaMa-2). Utilizing the specific format of this task, we propose three novel techniques that improve performance: Rephrase reformulates the given problem into a forward reasoning problem, PAL-Tools combines the idea of Program-Aided LLMs to produce a set of equations that can be solved by an external solver, and Check your Work exploits the availability of natural verifier of high accuracy in the forward direction, interleaving solving and verification steps. Finally, realizing that each of our base methods correctly solves a different set of problems, we propose a novel Bayesian formulation for creating an ensemble over these base methods aided by a verifier to further boost the accuracy by a significant margin. Extensive experimentation demonstrates that our techniques successively improve the performance of LLMs on the backward reasoning task, with the final ensemble-based method resulting in a substantial performance gain compared to the raw LLMs with standard prompting techniques such as chain-of-thought.

Model-based reinforcement learning seeks to simultaneously learn the dynamics of an unknown stochastic environment and synthesise an optimal policy for acting in it. Ensuring the safety and robustness of sequential decisions made through a policy in such an environment is a key challenge for policies intended for safety-critical scenarios. In this work, we investigate two complementary problems: first, computing reach-avoid probabilities for iterative predictions made with dynamical models, with dynamics described by Bayesian neural network (BNN); second, synthesising control policies that are optimal with respect to a given reach-avoid specification (reaching a "target" state, while avoiding a set of "unsafe" states) and a learned BNN model. Our solution leverages interval propagation and backward recursion techniques to compute lower bounds for the probability that a policy's sequence of actions leads to satisfying the reach-avoid specification. Such computed lower bounds provide safety certification for the given policy and BNN model. We then introduce control synthesis algorithms to derive policies maximizing said lower bounds on the safety probability. We demonstrate the effectiveness of our method on a series of control benchmarks characterized by learned BNN dynamics models. On our most challenging benchmark, compared to purely data-driven policies the optimal synthesis algorithm is able to provide more than a four-fold increase in the number of certifiable states and more than a three-fold increase in the average guaranteed reach-avoid probability.

Bayesian personalized federated learning (BPFL) addresses challenges in existing personalized FL (PFL). BPFL aims to quantify the uncertainty and heterogeneity within and across clients towards uncertainty representations by addressing the statistical heterogeneity of client data. In PFL, some recent preliminary work proposes to decompose hidden neural representations into shared and local components and demonstrates interesting results. However, most of them do not address client uncertainty and heterogeneity in FL systems, while appropriately decoupling neural representations is challenging and often ad hoc. In this paper, we make the first attempt to introduce a general BPFL framework to decompose and jointly learn shared and personalized uncertainty representations on statistically heterogeneous client data over time. A Bayesian federated neural network BPFed instantiates BPFL by jointly learning cross-client shared uncertainty and client-specific personalized uncertainty over statistically heterogeneous and randomly participating clients. We further involve continual updating of prior distribution in BPFed to speed up the convergence and avoid catastrophic forgetting. Theoretical analysis and guarantees are provided in addition to the experimental evaluation of BPFed against the diversified baselines.