We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its meta-parameters to perform better on future tasks. We propose the first Bayesian and frequentist meta-learning algorithms for this setting. The Bayesian algorithm has access to a prior distribution over the meta-parameters and its meta simple regret over $m$ bandit tasks with horizon $n$ is mere $\tilde{O}(m / \sqrt{n})$. On the other hand, the meta simple regret of the frequentist algorithm is $\tilde{O}(\sqrt{m} n + m/ \sqrt{n})$. While its regret is worse, the frequentist algorithm is more general because it does not need a prior distribution over the meta-parameters. It can also be analyzed in more settings. We instantiate our algorithms for several classes of bandit problems. Our algorithms are general and we complement our theory by evaluating them empirically in several environments.

Recently, a series of papers proposed deep learning-based approaches to sample from unnormalized target densities using controlled diffusion processes. In this work, we identify these approaches as special cases of the Schr\"odinger bridge problem, seeking the most likely stochastic evolution between a given prior distribution and the specified target. We further generalize this framework by introducing a variational formulation based on divergences between path space measures of time-reversed diffusion processes. This abstract perspective leads to practical losses that can be optimized by gradient-based algorithms and includes previous objectives as special cases. At the same time, it allows us to consider divergences other than the reverse Kullback-Leibler divergence that is known to suffer from mode collapse. In particular, we propose the so-called log-variance loss, which exhibits favorable numerical properties and leads to significantly improved performance across all considered approaches.

We explore the use of uncertainty estimation in the maritime domain, showing the efficacy on toy datasets (CIFAR10) and proving it on an in-house dataset, SHIPS. We present a method joining the intra-class uncertainty achieved using Monte Carlo Dropout, with recent discoveries in the field of outlier detection, to gain more holistic uncertainty measures. We explore the relationship between the introduced uncertainty measures and examine how well they work on CIFAR10 and in a real-life setting. Our work improves the FPR95 by 8% compared to the current highest-performing work when the models are trained without out-of-distribution data. We increase the performance by 77% compared to a vanilla implementation of the Wide ResNet. We release the SHIPS dataset and show the effectiveness of our method by improving the FPR95 by 44.2% with respect to the baseline. Our approach is model agnostic, easy to implement, and often does not require model retraining.

Since the success of Residual Network(ResNet), many of architectures of Convolutional Neural Networks(CNNs) have adopted skip connection. While the generalization performance of CNN with skip connection has been explained within the framework of Ensemble Learning, the dependency on the number of parameters have not been revealed. In this paper, we show that Bayesian free energy of Convolutional Neural Network both with and without skip connection in Bayesian learning. The upper bound of free energy of Bayesian CNN with skip connection does not depend on the oveparametrization and, the generalization error of Bayesian CNN has similar property.

Trajectory prediction modules are key enablers for safe and efficient planning of autonomous vehicles (AVs), particularly in highly interactive traffic scenarios. Recently, learning-based trajectory predictors have experienced considerable success in providing state-of-the-art performance due to their ability to learn multimodal behaviors of other agents from data. In this paper, we present an algorithm called multi-predictor fusion (MPF) that augments the performance of learning-based predictors by imbuing them with motion planners that are tasked with satisfying logic-based rules. MPF probabilistically combines learning- and rule-based predictors by mixing trajectories from both standalone predictors in accordance with a belief distribution that reflects the online performance of each predictor. In our results, we show that MPF outperforms the two standalone predictors on various metrics and delivers the most consistent performance.

In this paper, we study offline Reinforcement Learning with Human Feedback (RLHF) where we aim to learn the human's underlying reward and the MDP's optimal policy from a set of trajectories induced by human choices. RLHF is challenging for multiple reasons: large state space but limited human feedback, the bounded rationality of human decisions, and the off-policy distribution shift. In this paper, we focus on the Dynamic Discrete Choice (DDC) model for modeling and understanding human choices. DCC, rooted in econometrics and decision theory, is widely used to model a human decision-making process with forward-looking and bounded rationality. We propose a \underline{D}ynamic-\underline{C}hoice-\underline{P}essimistic-\underline{P}olicy-\underline{O}ptimization (DCPPO) method. \ The method involves a three-stage process: The first step is to estimate the human behavior policy and the state-action value function via maximum likelihood estimation (MLE); the second step recovers the human reward function via minimizing Bellman mean squared error using the learned value functions; the third step is to plug in the learned reward and invoke pessimistic value iteration for finding a near-optimal policy. With only single-policy coverage (i.e., optimal policy) of the dataset, we prove that the suboptimality of DCPPO almost matches the classical pessimistic offline RL algorithm in terms of suboptimality's dependency on distribution shift and dimension. To the best of our knowledge, this paper presents the first theoretical guarantees for off-policy offline RLHF with dynamic discrete choice model.

The state-space models (SSMs) are widely utilized in the analysis of time-series data. SSMs rely on an explicit definition of the state and observation processes. Characterizing these processes is not always easy and becomes a modeling challenge when the dimension of observed data grows or the observed data distribution deviates from the normal distribution. Here, we propose a new formulation of SSM for high-dimensional observation processes. We call this solution the deep direct discriminative decoder (D4). The D4 brings deep neural networks' expressiveness and scalability to the SSM formulation letting us build a novel solution that efficiently estimates the underlying state processes through high-dimensional observation signal. We demonstrate the D4 solutions in simulated and real data such as Lorenz attractors, Langevin dynamics, random walk dynamics, and rat hippocampus spiking neural data and show that the D4 performs better than traditional SSMs and RNNs. The D4 can be applied to a broader class of time-series data where the connection between high-dimensional observation and the underlying latent process is hard to characterize.

Numerical association rule mining is a widely used variant of the association rule mining technique, and it has been extensively used in discovering patterns and relationships in numerical data. Initially, researchers and scientists integrated numerical attributes in association rule mining using various discretization approaches; however, over time, a plethora of alternative methods have emerged in this field. Unfortunately, the increase of alternative methods has resulted into a significant knowledge gap in understanding diverse techniques employed in numerical association rule mining -- this paper attempts to bridge this knowledge gap by conducting a comprehensive systematic literature review. We provide an in-depth study of diverse methods, algorithms, metrics, and datasets derived from 1,140 scholarly articles published from the inception of numerical association rule mining in the year 1996 to 2022. In compliance with the inclusion, exclusion, and quality evaluation criteria, 68 papers were chosen to be extensively evaluated. To the best of our knowledge, this systematic literature review is the first of its kind to provide an exhaustive analysis of the current literature and previous surveys on numerical association rule mining. The paper discusses important research issues, the current status, and future possibilities of numerical association rule mining. On the basis of this systematic review, the article also presents a novel discretization measure that contributes by providing a partitioning of numerical data that meets well human perception of partitions.

The ability to design novel proteins with higher fitness on a given task would be revolutionary for many fields of medicine. However, brute-force search through the combinatorially large space of sequences is infeasible. Prior methods constrain search to a small mutational radius from a reference sequence, but such heuristics drastically limit the design space. Our work seeks to remove the restriction on mutational distance while enabling efficient exploration. We propose Gibbs sampling with Graph-based Smoothing (GGS) which iteratively applies Gibbs with gradients to propose advantageous mutations using graph-based smoothing to remove noisy gradients that lead to false positives. Our method is state-of-the-art in discovering high-fitness proteins with up to 8 mutations from the training set. We study the GFP and AAV design problems, ablations, and baselines to elucidate the results.

Recent advances in deep learning have shown that uncertainty estimation is becoming increasingly important in applications such as medical imaging, natural language processing, and autonomous systems. However, accurately quantifying uncertainty remains a challenging problem, especially in regression tasks where the output space is continuous. Deep learning approaches that allow uncertainty estimation for regression problems often converge slowly and yield poorly calibrated uncertainty estimates that can not be effectively used for quantification. Recently proposed post hoc calibration techniques are seldom applicable to regression problems and often add overhead to an already slow model training phase. This work presents a fast calibrated uncertainty estimation method for regression tasks called Likelihood Annealing, that consistently improves the convergence of deep regression models and yields calibrated uncertainty without any post hoc calibration phase. Unlike previous methods for calibrated uncertainty in regression that focus only on low-dimensional regression problems, our method works well on a broad spectrum of regression problems, including high-dimensional regression. Our empirical analysis shows that our approach is generalizable to various network architectures, including multilayer perceptrons, 1D/2D convolutional networks, and graph neural networks, on five vastly diverse tasks, i.e., chaotic particle trajectory denoising, physical property prediction of molecules using 3D atomistic representation, natural image super-resolution, and medical image translation using MRI.