Goto

Collaborating Authors

 Uncertainty


Tru-POMDP: Task Planning Under Uncertainty via Tree of Hypotheses and Open-Ended POMDPs

Neural Information Processing Systems

Task planning under uncertainty is essential for home-service robots operating in the real world. Tasks involve ambiguous human instructions, hidden or unknown object locations, and open-vocabulary object types, leading to significant open-ended uncertainty and a boundlessly large planning space. To address these challenges, we propose Tru-POMDP, a planner that combines structured belief generation using Large Language Models (LLMs) with principled POMDP planning. Tru-POMDP introduces a hierarchical Tree of Hypotheses (TOH), which systematically queries an LLM to construct high-quality particle beliefs over possible world states and human goals. We further formulate an open-ended POMDP model that enables rigorous Bayesian belief tracking and efficient belief-space planning over these LLM-generated hypotheses. Experiments on complex object rearrangement tasks across diverse kitchen environments show that Tru-POMDP significantly outperforms state-of-the-art LLM-based and LLM-tree-search hybrid planners, achieving higher success rates with significantly better plans, stronger robustness to ambiguity and occlusion, and greater planning efficiency.1


APrincipled Approach to Randomized Selection under Uncertainty: Applications to Peer Review and Grant Funding

Neural Information Processing Systems

Many decision-making processes involve evaluating and selecting items, including scientific peer review, job hiring, school admissions, and investment decisions. These domains feature error-prone evaluations and uncertainty about outcomes, which undermine deterministic selection rules. Consequently, randomized selection mechanisms are gaining traction. However, current randomized approaches are ad hoc and, as we prove, inappropriate for their purported objectives. We propose a principled framework for randomized decision-making based on interval estimates of item quality. We introduce MERIT (Maximin Efficient Randomized Interval Top-k), which maximizes the worst-case expected number of top candidates selected under uncertainty represented by overlapping intervals. MERIT provides optimal resource allocation under an interpretable robustness notion. We develop a polynomial-time, practically efficient algorithm and prove our approach satisfies desirable axiomatic properties not guaranteed by existing methods. Experiments on synthetic peer review data from grant funding and conferences demonstrate that MERIT matches existing algorithms' expected utility under fully probabilistic models while outperforming them under our worst-case formulation.


Error Forcing in Recurrent Neural Networks

Neural Information Processing Systems

One way to address the known limitations of backpropagation through time is to directly adjust neural activities during the learning process. However, it remains unclear how to effectively use feedback to shape RNN dynamics. Here, we introduce error forcing (EF), where the network activity is guided orthogonally toward the zero-error manifold during learning. This method contrasts with alternatives like teaching forcing, which impose stronger constraints on neural activity and thus induce larger feedback influence on circuit dynamics. Furthermore, EF can be understood from a Bayesian perspective as a form of approximate dynamic inference. Empirically, EF consistently outperforms other learning algorithms across several tasks and its benefits persist when additional biological constraints are taken into account. Overall, EF is a powerful temporal credit assignment mechanism and a promising candidate model for learning in biological systems.


ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition

Neural Information Processing Systems

Many critical applications, from autonomous scientific discovery to personalized medicine, demand systems that can both strategically acquire the most informative data and instantaneously perform inference based upon it. While amortized methods for Bayesian inference and experimental design offer part of the solution, neither approach is optimal in the most general and challenging task, where new data needs to be collected for instant inference. To tackle this issue, we introduce the Amortized Active Learning and Inference Engine (ALINE), a unified framework for amortized Bayesian inference and active data acquisition. ALINE leverages a transformer architecture trained via reinforcement learning with a reward based on self-estimated information gain provided by its own integrated inference component. This allows it to strategically query informative data points while simultaneously refining its predictions. Moreover, ALINE can selectively direct its querying strategy towards specific subsets of model parameters or designated predictive tasks, optimizing for posterior estimation, data prediction, or a mixture thereof. Empirical results on regression-based active learning, classical Bayesian experimental design benchmarks, and a psychometric model with selectively targeted parameters demonstrate that ALINE delivers both instant and accurate inference along with efficient selection of informative points.


Multilevel neural simulation-based inference

Neural Information Processing Systems

Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.


Uncertainty Quantification for Deep Regression using Contextualised Normalizing Flows

Neural Information Processing Systems

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional information, neglecting the effect of multimodal or asymmetric distributions on decision-making.


Tight $L_\infty$ Sample Complexity for Low-Degree and Sparse Boolean Polynomials

arXiv.org Machine Learning

Motivated by the optimization of bounded binary black-box functions, we study the problem of learning polynomial surrogates over the Boolean hypercube. To ensure that optimizing the surrogate yields good solutions for the underlying objective, we require uniform $L_\infty$-error guarantees rather than the usual $L_2$-type guarantees. We characterize the minimax sample complexity of uniform estimation under subgaussian noise for two classes of bounded polynomials. First, for polynomials of degree at most $d$ on $n$ variables, the sample complexity scales as $n^{d+1}$. Second, for $s$-sparse Fourier-Walsh polynomials with $s \leq n$, it scales as $ns^2$. These rates differ structurally from the noiseless setting, where uniform exact recovery scales as $n^d$ and $ns$, respectively. Our lower bounds hold even for arbitrary adaptive learners, showing that the additional factors are intrinsic to the noisy cases. Standard Fourier-analysis tools for the $L_2$-norm do not naturally extend to the $L_\infty$-setting in a way that yields uniform guarantees. Our proofs overcome this difficulty by relying on suitably chosen auxiliary norms that serve as proxies for controlling the $L_\infty$-error. Together, our results provide a tight characterization of the sample complexity of learning optimization-safe polynomial surrogates.


Understanding Long-Term Dynamics of Individual Metro Usage: A Hidden Semi-Markov State Framework with Survival Analysis

arXiv.org Machine Learning

Understanding how individual metro usage evolves over multi-year horizons is essential for transit planning and passenger retention. However, existing approaches typically characterize mobility patterns as static clusters or short-term variability, leaving the lifecycle dynamics of transit participation underexplored. This study proposes a state-based lifecycle modeling framework that integrates Hidden Semi-Markov Models (HSMM) with discrete-time survival analysis to characterize the evolution of individual metro mobility. The HSMM infers latent mobility states with explicit duration distributions and a transition matrix governing regime changes, while the survival component models exit and re-entry events via state-dependent hazard functions conditioned on mobility-state trajectories and behavioral history. Applied to four years of smart card data from the Shanghai metro system (2021-2024), the framework enables the identification of interpretable mobility states, the characterization of transition dynamics, and the quantification of state-dependent exit and re-entry processes. The analysis reveals five robust mobility states with a directional transition hierarchy centered on an occasional-usage gateway state, and fundamentally different temporal mechanisms governing disengagement and return: exit hazard is state-dependent but duration-independent, whereas re-entry hazard decays sharply with inactivity length. These findings provide a methodological foundation for lifecycle-oriented mobility analysis and practical guidance for transit operators to identify at-risk users and time retention interventions.


Nested Sampling: A Critical and Comprehensive Theoretical Guide

arXiv.org Machine Learning

The nested sampling (NS) technique has gained widespread attention, particularly in cosmology and astronomy, due to its ability to efficiently explore high-likelihood regions - a feature akin to an implicit likelihood optimization that underlies its success. While the full theoretical derivation of NS is complex and involves several approximations, the central challenge lies in sampling from the likelihood-constrained priors, which is crucial for its performance. This work provides a comprehensive and detailed exposition of NS derivation, clarifying both its theoretical foundations and practical challenges. We provide a thorough description of the NS procedure, emphasizing both its strengths and potential limitations. In doing so, this work seeks to deepen understanding of the method and to foster the development of future enhancements, novel variants, and more efficient implementations across a wide range of scientific applications. Thus, the main contribution of this work is twofold: it serves both as a tutorial for newcomers to the field and as a critical review for experienced practitioners.


Non-asymptotic Tail Bounds for the Kostlan--Shub--Smale Field: Tensor PCA and Spherical $k$-Spin Complexity

arXiv.org Machine Learning

This paper builds a hierarchy of explicit, non-asymptotic tail bounds for the supremum of the Kostlan--Shub--Smale (KSS) random field on the sphere, and applies it to two problems: Spiked Tensor PCA and the landscape of the spherical $k$-spin model. For Tensor PCA, we study the non-asymptotic statistical limits of estimating a rank-$R$ symmetric signal tensor of order~$k\ge 3$ and dimension~$d\ge 3$ from a single Gaussian observation at signal-to-noise ratio~$λ$, through the \emph{profile maximum likelihood estimator}, the MLE restricted to normalized rank-$R$ tensors of coherence at least~$κ$. Our analysis uses a single reduction: a deterministic geometric inequality (the Tube Method) and a rank-reduction step bound the estimation error by the supremum of the canonical KSS field, which the Kac--Rice formula turns into a Gaussian integral against the expected absolute characteristic polynomial of a shifted Gaussian Orthogonal Ensemble, controlled in turn by the four explicit tail bounds of our hierarchy (three from a Mehta--Fyodorov representation, one from a Ben Arous--Dembo--Guionnet large deviation). The same reduction yields two results, each with explicit constants. For estimation, a finite-$(k,d)$ error bound recovers the asymptotically optimal rate~$\sqrt{d\log k}$ of Perry, Wein and Bandeira, with explicit dependence on the rank~$R$ and the coherence~$κ$. For the landscape, a two-sided non-asymptotic bracketing of the annealed complexity of the spherical $k$-spin Hamiltonian recovers the Auffinger--Ben Arous--Černý complexity function in the high-dimensional limit.