Voltage control is crucial to large-scale power system reliable operation, as timely reactive power support can help prevent widespread outages. However, there is currently no built in mechanism for power systems to ensure that the voltage control objective to maintain reliable operation will survive or sustain the uncertainty caused under adversary presence. Hence, this work introduces a Bayesian Reinforcement Learning (BRL) approach for power system control problems, with focus on sustained voltage control under uncertainty in a cyber-adversarial environment. This work proposes a data-driven BRL-based approach for automatic voltage control by formulating and solving a Partially-Observable Markov Decision Problem (POMDP), where the states are partially observable due to cyber intrusions. The techniques are evaluated on the WSCC and IEEE 14 bus systems. Additionally, BRL techniques assist in automatically finding a threshold for exploration and exploitation in various RL techniques.

In recent years, Denoising Diffusion Probabilistic Models (DDPM) have caught significant attention. By composing a Markovian process that starts in the data domain and then gradually adds noise until reaching pure white noise, they achieve superior performance in learning data distributions. Yet, these models require a large number of diffusion steps to produce aesthetically pleasing samples, which is inefficient. In addition, unlike common generative adversarial networks, the latent space of diffusion models is not interpretable. In this work, we propose to generalize the denoising diffusion process into an Upsampling Diffusion Probabilistic Model (UDPM), in which we reduce the latent variable dimension in addition to the traditional noise level addition. As a result, we are able to sample images of size $256\times 256$ with only 7 diffusion steps, which is less than two orders of magnitude compared to standard DDPMs. We formally develop the Markovian diffusion processes of the UDPM, and demonstrate its generation capabilities on the popular FFHQ, LSUN horses, ImageNet, and AFHQv2 datasets. Another favorable property of UDPM is that it is very easy to interpolate its latent space, which is not the case with standard diffusion models. Our code is available online \url{https://github.com/shadyabh/UDPM}

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the Gaussian error statistics and the linearization of the non-linear dynamics which may lead to sub-optimal methods. In this respect, there are still open questions how to improve these methods. In this paper, we propose a fully data driven deep learning architecture generalizing recurrent Elman networks and data assimilation algorithms which approximate a sequence of prior and posterior densities conditioned on noisy observations. By construction our approach can be used for general nonlinear dynamics and non-Gaussian densities. On numerical experiments based on the well-known Lorenz-95 system and with Gaussian error statistics, our architecture achieves comparable performance to EnKF on both the analysis and the propagation of probability density functions of the system state at a given time without using any explicit regularization technique.

This paper proposes a learning-from-demonstration method using probability densities on the workspaces of robot manipulators. The method, named "PRobabilistically-Informed Motion Primitives (PRIMP)", learns the probability distribution of the end effector trajectories in the 6D workspace that includes both positions and orientations. It is able to adapt to new situations such as novel via poses with uncertainty and a change of viewing frame. The method itself is robot-agnostic, in which the learned distribution can be transferred to another robot with the adaptation to its workspace density. The learned trajectory distribution is then used to guide an optimization-based motion planning algorithm to further help the robot avoid novel obstacles that are unseen during the demonstration process. The proposed methods are evaluated by several sets of benchmark experiments. PRIMP runs more than 5 times faster while generalizing trajectories more than twice as close to both the demonstrations and novel desired poses. It is then combined with our robot imagination method that learns object affordances, illustrating the applicability of PRIMP to learn tool use through physical experiments.

Conventional federated learning algorithms train a single global model by leveraging all participating clients' data. However, due to heterogeneity in client generative distributions and predictive models, these approaches may not appropriately approximate the predictive process, converge to an optimal state, or generalize to new clients. We study personalization and generalization in stateless cross-device federated learning setups assuming heterogeneity in client data distributions and predictive models. We first propose a hierarchical generative model and formalize it using Bayesian Inference. We then approximate this process using Variational Inference to train our model efficiently. We call this algorithm Federated Variational Inference (FedVI). We use PAC-Bayes analysis to provide generalization bounds for FedVI. We evaluate our model on FEMNIST and CIFAR-100 image classification and show that FedVI beats the state-of-the-art on both tasks.

It is typically understood that the training of modern neural networks is a process of fitting the probability distribution of desired output. However, recent paradoxical observations in a number of language generation tasks let one wonder if this canonical probability-based explanation can really account for the empirical success of deep learning. To resolve this issue, we propose an alternative utility-based explanation to the standard supervised learning procedure in deep learning. The basic idea is to interpret the learned neural network not as a probability model but as an ordinal utility function that encodes the preference revealed in training data. In this perspective, training of the neural network corresponds to a utility learning process. Specifically, we show that for all neural networks with softmax outputs, the SGD learning dynamic of maximum likelihood estimation (MLE) can be seen as an iteration process that optimizes the neural network toward an optimal utility function. This utility-based interpretation can explain several otherwise-paradoxical observations about the neural networks thus trained. Moreover, our utility-based theory also entails an equation that can transform the learned utility values back to a new kind of probability estimation with which probability-compatible decision rules enjoy dramatic (double-digits) performance improvements. These evidences collectively reveal a phenomenon of utility-probability duality in terms of what modern neural networks are (truly) modeling: We thought they are one thing (probabilities), until the unexplainable showed up; changing mindset and treating them as another thing (utility values) largely reconcile the theory, despite remaining subtleties regarding its original (probabilistic) identity.

The task of drawing samples efficiently from high-dimensional complex probability distributions enables us to perform inference using complex statistical models from large amounts of data, where uncertainty quantification is of paramount importance to understand the intrinsic risk associated with every decision made with models learned from data. The ability to quantify uncertainty when comparing a theoretical or computational model to observations is critical to conducting a sound scientific investigation, particularly in machine-learned models and in the physical sciences like physics [92]. More specifically, Bayesian inference [96, 184] is a prominent method for linking models and observations and estimating uncertainties, in which sampling techniques are widely adopted, which also finds applications to various areas such as imaging processing and inverse problems (see e.g., [87]), and Bayesian neural networks and deep learning [134], etc. While Markov chain Monte Carlo (MCMC) methods [164] have been the major workhorse of such sampling tasks, most traditional MCMC algorithms were regarded as unscalable to high dimensions. In particular, in modern large-scale applications such as Bayesian deep learning in the overparameterized regime in which we want to make posterior inference on the neural network weights, traditional MCMC algorithms become computationally prohibitive in such high dimensions and alternative approaches such as variational inference (VI; see e.g., [21]) have been widely adopted.

Memory-based meta-learning is a technique for approximating Bayes-optimal predictors. Under fairly general conditions, minimizing sequential prediction error, measured by the log loss, leads to implicit meta-learning. The goal of this work is to investigate how far this interpretation can be realized by current sequence prediction models and training regimes. The focus is on piecewise stationary sources with unobserved switching-points, which arguably capture an important characteristic of natural language and action-observation sequences in partially observable environments. We show that various types of memory-based neural models, including Transformers, LSTMs, and RNNs can learn to accurately approximate known Bayes-optimal algorithms and behave as if performing Bayesian inference over the latent switching-points and the latent parameters governing the data distribution within each segment.

Machine-learned systems are in widespread use for making decisions about humans, and it is important that they are fair, i.e., not biased against individuals based on sensitive attributes. We present runtime verification of algorithmic fairness for systems whose models are unknown, but are assumed to have a Markov chain structure. We introduce a specification language that can model many common algorithmic fairness properties, such as demographic parity, equal opportunity, and social burden. We build monitors that observe a long sequence of events as generated by a given system, and output, after each observation, a quantitative estimate of how fair or biased the system was on that run until that point in time. The estimate is proven to be correct modulo a variable error bound and a given confidence level, where the error bound gets tighter as the observed sequence gets longer. Our monitors are of two types, and use, respectively, frequentist and Bayesian statistical inference techniques. While the frequentist monitors compute estimates that are objectively correct with respect to the ground truth, the Bayesian monitors compute estimates that are correct subject to a given prior belief about the system's model. Using a prototype implementation, we show how we can monitor if a bank is fair in giving loans to applicants from different social backgrounds, and if a college is fair in admitting students while maintaining a reasonable financial burden on the society. Although they exhibit different theoretical complexities in certain cases, in our experiments, both frequentist and Bayesian monitors took less than a millisecond to update their verdicts after each observation.

Generative flow networks (GFlowNets) are amortized variational inference algorithms that are trained to sample from unnormalized target distributions over compositional objects. A key limitation of GFlowNets until this time has been that they are restricted to discrete spaces. We present a theory for generalized GFlowNets, which encompasses both existing discrete GFlowNets and ones with continuous or hybrid state spaces, and perform experiments with two goals in mind. First, we illustrate critical points of the theory and the importance of various assumptions. Second, we empirically demonstrate how observations about discrete GFlowNets transfer to the continuous case and show strong results compared to non-GFlowNet baselines on several previously studied tasks. This work greatly widens the perspectives for the application of GFlowNets in probabilistic inference and various modeling settings.