The Free Energy Principle (FEP) describes (biological) agents as minimising a variational Free Energy (FE) with respect to a generative model of their environment. Active Inference (AIF) is a corollary of the FEP that describes how agents explore and exploit their environment by minimising an expected FE objective. In two related papers, we describe a scalable, epistemic approach to synthetic AIF agents, by message passing on free-form Forney-style Factor Graphs (FFGs). A companion paper (part I) introduces a Constrained FFG (CFFG) notation that visually represents (generalised) FE objectives for AIF. The current paper (part II) derives message passing algorithms that minimise (generalised) FE objectives on a CFFG by variational calculus. A comparison between simulated Bethe and generalised FE agents illustrates how synthetic AIF induces epistemic behaviour on a T-maze navigation task. With a full message passing account of synthetic AIF agents, it becomes possible to derive and reuse message updates across models and move closer to industrial applications of synthetic AIF.

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving numerical optimization problems in industry, where the evaluation of objective functions often relies on time-consuming simulations or physical experiments. However, many industrial problems depend on a large number of parameters. This poses a challenge for BO algorithms, whose performance is often reported to suffer when the dimension grows beyond 15 variables. Although many new algorithms have been proposed to address this problem, it is not well understood which one is the best for which optimization scenario. In this work, we compare five state-of-the-art high-dimensional BO algorithms, with vanilla BO and CMA-ES on the 24 BBOB functions of the COCO environment at increasing dimensionality, ranging from 10 to 60 variables. Our results confirm the superiority of BO over CMA-ES for limited evaluation budgets and suggest that the most promising approach to improve BO is the use of trust regions. However, we also observe significant performance differences for different function landscapes and budget exploitation phases, indicating improvement potential, e.g., through hybridization of algorithmic components.

Abstract--Whereas dedicated scene representations are required for each different task in conventional robotic systems, this paper demonstrates that a unified representation can be used directly for multiple key tasks. We propose the Log-Gaussian Process Implicit Surface for Mapping, Odometry and Planning (Log-GPIS-MOP): a probabilistic framework for surface reconstruction, localisation and navigation based on a unified representation. Our framework applies a logarithmic transformation to a Gaussian Process Implicit Surface (GPIS) formulation to recover a global representation that accurately captures the Euclidean distance field with gradients and, at the same time, the implicit surface. By directly estimating the distance field and its gradient through Log-GPIS inference, the proposed incremental odometry technique computes the optimal alignment of an incoming frame and fuses it globally to produce a map. Concurrently, an optimisation-based planner computes a safe collision-free path using the same Log-GPIS surface representation. We validate the proposed framework on simulated and real datasets in 2D and 3D and benchmark against the state-of-the-art approaches. Our experiments show that Log-GPIS-MOP produces competitive results in sequential odometry, surface mapping and obstacle avoidance. Using the built map and the key objective of the mapping task is to reconstruct an accurate, estimated location, a path planner may produce collision-free dense and high-resolution map of the scene for, e.g., inspection paths for the robot to navigate safely. Path planning similarly requires dense information raises varying requirements leading to dedicated environment such as obstacle occupancy or closest distance to collision representations. The choice of scene representation strongly in order to avoid obstacles. As a unified representation for affects the performance of the localisation, mapping, and path multiple purposes, a feature-based representation such as a set planning tasks. Personal use of this material is permitted.

Inverse UQ is the process to inversely quantify the model input uncertainties based on experimental data. This work focuses on developing an inverse UQ process for time-dependent responses, using dimensionality reduction by functional principal component analysis (PCA) and deep neural network (DNN)-based surrogate models. The demonstration is based on the inverse UQ of TRACE physical model parameters using the FEBA transient experimental data. The measurement data is time-dependent peak cladding temperature (PCT). Since the quantity-of-interest (QoI) is time-dependent that corresponds to infinite-dimensional responses, PCA is used to reduce the QoI dimension while preserving the transient profile of the PCT, in order to make the inverse UQ process more efficient. However, conventional PCA applied directly to the PCT time series profiles can hardly represent the data precisely due to the sudden temperature drop at the time of quenching. As a result, a functional alignment method is used to separate the phase and amplitude information of the transient PCT profiles before dimensionality reduction. DNNs are then trained using PC scores from functional PCA to build surrogate models of TRACE in order to reduce the computational cost in Markov Chain Monte Carlo sampling. Bayesian neural networks are used to estimate the uncertainties of DNN surrogate model predictions. In this study, we compared four different inverse UQ processes with different dimensionality reduction methods and surrogate models. The proposed approach shows an improvement in reducing the dimension of the TRACE transient simulations, and the forward propagation of inverse UQ results has a better agreement with the experimental data.

The linearized-Laplace approximation (LLA) has been shown to be effective and efficient in constructing Bayesian neural networks. It is theoretically compelling since it can be seen as a Gaussian process posterior with the mean function given by the neural network's maximum-a-posteriori predictive function and the covariance function induced by the empirical neural tangent kernel. However, while its efficacy has been studied in large-scale tasks like image classification, it has not been studied in sequential decision-making problems like Bayesian optimization where Gaussian processes -- with simple mean functions and kernels such as the radial basis function -- are the de-facto surrogate models. In this work, we study the usefulness of the LLA in Bayesian optimization and highlight its strong performance and flexibility. However, we also present some pitfalls that might arise and a potential problem with the LLA when the search space is unbounded.

This paper proposes a generative probabilistic model integrating emergent communication and multi-agent reinforcement learning. The agents plan their actions by probabilistic inference, called control as inference, and communicate using messages that are latent variables and estimated based on the planned actions. Through these messages, each agent can send information about its actions and know information about the actions of another agent. Therefore, the agents change their actions according to the estimated messages to achieve cooperative tasks. This inference of messages can be considered as communication, and this procedure can be formulated by the Metropolis-Hasting naming game. Through experiments in the grid world environment, we show that the proposed PGM can infer meaningful messages to achieve the cooperative task.

We consider the problem of Imitation Learning (IL) by actively querying noisy expert for feedback. While imitation learning has been empirically successful, much of prior work assumes access to noiseless expert feedback which is not practical in many applications. In fact, when one only has access to noisy expert feedback, algorithms that rely on purely offline data (non-interactive IL) can be shown to need a prohibitively large number of samples to be successful. In contrast, in this work, we provide an interactive algorithm for IL that uses selective sampling to actively query the noisy expert for feedback. Our contributions are twofold: First, we provide a new selective sampling algorithm that works with general function classes and multiple actions, and obtains the best-known bounds for the regret and the number of queries. Next, we extend this analysis to the problem of IL with noisy expert feedback and provide a new IL algorithm that makes limited queries. Our algorithm for selective sampling leverages function approximation, and relies on an online regression oracle w.r.t.~the given model class to predict actions, and to decide whether to query the expert for its label. On the theoretical side, the regret bound of our algorithm is upper bounded by the regret of the online regression oracle, while the query complexity additionally depends on the eluder dimension of the model class. We complement this with a lower bound that demonstrates that our results are tight. We extend our selective sampling algorithm for IL with general function approximation and provide bounds on both the regret and the number of queries made to the noisy expert. A key novelty here is that our regret and query complexity bounds only depend on the number of times the optimal policy (and not the noisy expert, or the learner) go to states that have a small margin.

Deep Boltzmann machines (DBMs), one of the first ``deep'' learning methods ever studied, are multi-layered probabilistic models governed by a pairwise energy function that describes the likelihood of all variables/nodes in the network. In practice, DBMs are often constrained, i.e., via the \emph{restricted} Boltzmann machine (RBM) architecture (which does not permit intra-layer connections), in order to allow for more efficient inference. In this work, we revisit the generic DBM approach, and ask the question: are there other possible restrictions to their design that would enable efficient (approximate) inference? In particular, we develop a new class of restricted model, the monotone DBM, which allows for arbitrary self-connection in each layer, but restricts the \emph{weights} in a manner that guarantees the existence and global uniqueness of a mean-field fixed point. To do this, we leverage tools from the recently-proposed monotone Deep Equilibrium model and show that a particular choice of activation results in a fixed-point iteration that gives a variational mean-field solution. While this approach is still largely conceptual, it is the first architecture that allows for efficient approximate inference in fully-general weight structures for DBMs. We apply this approach to simple deep convolutional Boltzmann architectures and demonstrate that it allows for tasks such as the joint completion and classification of images, within a single deep probabilistic setting, while avoiding the pitfalls of mean-field inference in traditional RBMs.

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is particularly well suited for this purpose due to its high data-efficiency and its explicit uncertainty representation, which allows the derivation of prediction error bounds. These error bounds have been exploited to show tracking accuracy guarantees for a variety of control approaches, but their direct dependency on the training data is generally unclear. We address this issue by deriving a Bayesian prediction error bound for GP regression, which we show to decay with the growth of a novel, kernel-based measure of data density. Based on the prediction error bound, we prove time-varying tracking accuracy guarantees for learned GP models used as feedback compensation of unknown nonlinearities, and show to achieve vanishing tracking error with increasing data density. This enables us to develop an episodic approach for learning Gaussian process models, such that an arbitrary tracking accuracy can be guaranteed. The effectiveness of the derived theory is demonstrated in several simulations.

We introduce a sufficient graphical model by applying the recently developed nonlinear sufficient dimension reduction techniques to the evaluation of conditional independence. The graphical model is nonparametric in nature, as it does not make distributional assumptions such as the Gaussian or copula Gaussian assumptions. However, unlike a fully nonparametric graphical model, which relies on the high-dimensional kernel to characterize conditional independence, our graphical model is based on conditional independence given a set of sufficient predictors with a substantially reduced dimension. In this way we avoid the curse of dimensionality that comes with a high-dimensional kernel. We develop the population-level properties, convergence rate, and variable selection consistency of our estimate. By simulation comparisons and an analysis of the DREAM 4 Challenge data set, we demonstrate that our method outperforms the existing methods when the Gaussian or copula Gaussian assumptions are violated, and its performance remains excellent in the high-dimensional setting.