Uncertainty
Causal Structure and Representation Learning with Biomedical Applications
Massive data collection holds the promise of a better understanding of complex phenomena and, ultimately, better decisions. Representation learning has become a key driver of deep learning applications, as it allows learning latent spaces that capture important properties of the data without requiring any supervised annotations. Although representation learning has been hugely successful in predictive tasks, it can fail miserably in causal tasks including predicting the effect of a perturbation/intervention. This calls for a marriage between representation learning and causal inference. An exciting opportunity in this regard stems from the growing availability of multi-modal data (observational and perturbational, imaging-based and sequencing-based, at the single-cell level, tissue-level, and organism-level). We outline a statistical and computational framework for causal structure and representation learning motivated by fundamental biomedical questions: how to effectively use observational and perturbational data to perform causal discovery on observed causal variables; how to use multi-modal views of the system to learn causal variables; and how to design optimal perturbations.
A Latent-Variable Formulation of the Poisson Canonical Polyadic Tensor Model: Maximum Likelihood Estimation and Fisher Information
Llosa-Vite, Carlos, Dunlavy, Daniel M., Lehoucq, Richard B., Lรณpez, Oscar, Prasadan, Arvind
We establish parameter inference for the Poisson canonical polyadic (PCP) tensor model through a latent-variable formulation. Our approach exploits the observation that any random PCP tensor can be derived by marginalizing an unobservable random tensor of one dimension larger. The loglikelihood of this larger dimensional tensor, referred to as the "complete" loglikelihood, is comprised of multiple rank one PCP loglikelihoods. Using this methodology, we first derive non-iterative maximum likelihood estimators for the PCP model and demonstrate that several existing algorithms for fitting non-negative matrix and tensor factorizations are Expectation-Maximization algorithms. Next, we derive the observed and expected Fisher information matrices for the PCP model. The Fisher information provides us crucial insights into the well-posedness of the tensor model, such as the role that tensor rank plays in identifiability and indeterminacy. For the special case of rank one PCP models, we demonstrate that these results are greatly simplified.
Epistemic Reject Option Prediction
Franc, Vojtech, Paplham, Jakub
In high-stakes applications, predictive models must not only produce accurate predictions but also quantify and communicate their uncertainty. Reject-option prediction addresses this by allowing the model to abstain when prediction uncertainty is high. Traditional reject-option approaches focus solely on aleatoric uncertainty, an assumption valid only when large training data makes the epistemic uncertainty negligible. However, in many practical scenarios, limited data makes this assumption unrealistic. This paper introduces the epistemic reject-option predictor, which abstains in regions of high epistemic uncertainty caused by insufficient data. Building on Bayesian learning, we redefine the optimal predictor as the one that minimizes expected regret -- the performance gap between the learned model and the Bayes-optimal predictor with full knowledge of the data distribution. The model abstains when the regret for a given input exceeds a specified rejection cost. To our knowledge, this is the first principled framework that enables learning predictors capable of identifying inputs for which the training data is insufficient to make reliable decisions.
Estimating Orbital Parameters of Direct Imaging Exoplanet Using Neural Network
Liang, Bo, Song, Hanlin, Liu, Chang, Zhao, Tianyu, Xu, Yuxiang, Xiao, Zihao, Liang, Manjia, Du, Minghui, Qian, Wei-Liang, Qiang, Li-e, Xu, Peng, Luo, Ziren
In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods that rely on random sampling within the Bayesian framework, our approach first leverages flow matching posterior estimation (FMPE) to efficiently constrain the prior range of physical parameters, and then employs MCMC to accurately infer the posterior distribution. For example, in the orbital parameter inference of beta Pictoris b, our model achieved a substantial speed-up while maintaining comparable accuracy-running 77.8 times faster than Parallel Tempered MCMC (PTMCMC) and 365.4 times faster than nested sampling. Moreover, our FM-MCMC method also attained the highest average log-likelihood among all approaches, demonstrating its superior sampling efficiency and accuracy. This highlights the scalability and efficiency of our approach, making it well-suited for processing the massive datasets expected from future exoplanet surveys. Beyond astrophysics, our methodology establishes a versatile paradigm for synergizing deep generative models with traditional sampling, which can be adopted to tackle complex inference problems in other fields, such as cosmology, biomedical imaging, and particle physics.
Learning Dynamics from Input-Output Data with Hamiltonian Gaussian Processes
Ewering, Jan-Hendrik, Herrmann, Robin E., Wahlstrรถm, Niklas, Schรถn, Thomas B., Seel, Thomas
Embedding non-restrictive prior knowledge, such as energy conservation laws, in learning-based approaches is a key motive to construct physically consistent models from limited data, relevant for, e.g., model-based control. Recent work incorporates Hamiltonian dynamics into Gaussian Process (GP) regression to obtain uncertainty-quantifying models that adhere to the underlying physical principles. However, these works rely on velocity or momentum data, which is rarely available in practice. In this paper, we consider dynamics learning with non-conservative Hamiltonian GPs, and address the more realistic problem setting of learning from input-output data. We provide a fully Bayesian scheme for estimating probability densities of unknown hidden states, of GP hyperparameters, as well as of structural hyperparameters, such as damping coefficients. Considering the computational complexity of GPs, we take advantage of a reduced-rank GP approximation and leverage its properties for computationally efficient prediction and training. The proposed method is evaluated in a nonlinear simulation case study and compared to a state-of-the-art approach that relies on momentum measurements.
DL101 Neural Network Outputs and Loss Functions
The loss function used to train a neural network is strongly connected to its output layer from a statistical point of view. This technical report analyzes common activation functions for a neural network output layer, like linear, sigmoid, ReLU, and softmax, detailing their mathematical properties and their appropriate use cases. A strong statistical justification exists for the selection of the suitable loss function for training a deep learning model. This report connects common loss functions such as Mean Squared Error (MSE), Mean Absolute Error (MAE), and various Cross-Entropy losses to the statistical principle of Maximum Likelihood Estimation (MLE). Choosing a specific loss function is equivalent to assuming a specific probability distribution for the model output, highlighting the link between these functions and the Generalized Linear Models (GLMs) that underlie network output layers. Additional scenarios of practical interest are also considered, such as alternative output encodings, constrained outputs, and distributions with heavy tails.
Outbidding and Outbluffing Elite Humans: Mastering Liar's Poker via Self-Play and Reinforcement Learning
Dewey, Richard, Botyanszki, Janos, Moallemi, Ciamac C., Zheng, Andrew T.
AI researchers have long focused on poker-like games as a testbed for environments characterized by multi-player dynamics, imperfect information, and reasoning under uncertainty. While recent breakthroughs have matched elite human play at no-limit Texas hold'em, the multi-player dynamics are subdued: most hands converge quickly with only two players engaged through multiple rounds of bidding. In this paper, we present Solly, the first AI agent to achieve elite human play in reduced-format Liar's Poker, a game characterized by extensive multi-player engagement. We trained Solly using self-play with a model-free, actor-critic, deep reinforcement learning algorithm. Solly played at an elite human level as measured by win rate (won over 50% of hands) and equity (money won) in heads-up and multi-player Liar's Poker. Solly also outperformed large language models (LLMs), including those with reasoning abilities, on the same metrics. Solly developed novel bidding strategies, randomized play effectively, and was not easily exploitable by world-class human players.
ReNiL: Event-Driven Pedestrian Bayesian Localization Using IMU for Real-World Applications
Wu, Kaixuan, Xu, Yuanzhuo, Zhang, Zejun, Zhu, Weiping, Zhang, Jian, Drew, Steve, Niu, Xiaoguang
Pedestrian inertial localization is key for mobile and IoT services because it provides infrastructure-free positioning. Yet most learning-based methods depend on fixed sliding-window integration, struggle to adapt to diverse motion scales and cadences, and yield inconsistent uncertainty, limiting real-world use. We present ReNiL, a Bayesian deep-learning framework for accurate, efficient, and uncertainty-aware pedestrian localization. ReNiL introduces Inertial Positioning Demand Points (IPDPs) to estimate motion at contextually meaningful waypoints instead of dense tracking, and supports inference on IMU sequences at any scale so cadence can match application needs. It couples a motion-aware orientation filter with an Any-Scale Laplace Estimator (ASLE), a dual-task network that blends patch-based self-supervision with Bayesian regression. By modeling displacements with a Laplace distribution, ReNiL provides homogeneous Euclidean uncertainty that integrates cleanly with other sensors. A Bayesian inference chain links successive IPDPs into consistent trajectories. On RoNIN-ds and a new WUDataset covering indoor and outdoor motion from 28 participants, ReNiL achieves state-of-the-art displacement accuracy and uncertainty consistency, outperforming TLIO, CTIN, iMoT, and RoNIN variants while reducing computation. Application studies further show robustness and practicality for mobile and IoT localization, making ReNiL a scalable, uncertainty-aware foundation for next-generation positioning.
Reliable Classification with Conformal Learning and Interval-Type 2 Fuzzy Sets
Fumanal-Idocin, Javier, Andreu-Perez, Javier
Classical machine learning classifiers tend to be overconfident can be unreliable outside of the laboratory benchmarks. Properly assessing the reliability of the output of the model per sample is instrumental for real-life scenarios where these systems are deployed. Because of this, different techniques have been employed to properly quantify the quality of prediction for a given model. These are most commonly Bayesian statistics and, more recently, conformal learning. Given a calibration set, conformal learning can produce outputs that are guaranteed to cover the target class with a desired significance level, and are more reliable than the standard confidence intervals used by Bayesian methods. In this work, we propose to use conformal learning with fuzzy rule-based systems in classification and show some metrics of their performance. Then, we discuss how the use of type 2 fuzzy sets can improve the quality of the output of the system compared to both fuzzy and crisp rules. Finally, we also discuss how the fine-tuning of the system can be adapted to improve the quality of the conformal prediction.
Forgetting is Everywhere
Sanati, Ben, Lee, Thomas L., McInroe, Trevor, Scannell, Aidan, Malkin, Nikolay, Abel, David, Storkey, Amos
A fundamental challenge in developing general learning algorithms is their tendency to forget past knowledge when adapting to new data. Addressing this problem requires a principled understanding of forgetting; yet, despite decades of study, no unified definition has emerged that provides insights into the underlying dynamics of learning. We propose an algorithm- and task-agnostic theory that characterises forgetting as a lack of self-consistency in a learner's predictive distribution over future experiences, manifesting as a loss of predictive information. Our theory naturally yields a general measure of an algorithm's propensity to forget. To validate the theory, we design a comprehensive set of experiments that span classification, regression, generative modelling, and reinforcement learning. We empirically demonstrate how forgetting is present across all learning settings and plays a significant role in determining learning efficiency. Together, these results establish a principled understanding of forgetting and lay the foundation for analysing and improving the information retention capabilities of general learning algorithms.