Uncertainty
SCORENF: Score-based Normalizing Flows for Sampling Unnormalized distributions
Unnormalized probability distributions are central to modeling complex physical systems across various scientific domains. Traditional sampling methods, such as Markov Chain Monte Carlo (MCMC), often suffer from slow convergence, critical slowing down, poor mode mixing, and high autocorrelation. In contrast, likelihood-based and adversarial machine learning models, though effective, are heavily data-driven, requiring large datasets and often encountering mode covering and mode collapse. In this work, we propose ScoreNF, a score-based learning framework built on the Normalizing Flow (NF) architecture, integrated with an Independent Metropolis-Hastings (IMH) module, enabling efficient and unbiased sampling from unnormalized target distributions. We show that ScoreNF maintains high performance even with small training ensembles, thereby reducing reliance on computationally expensive MCMC-generated training data. We also present a method for assessing mode-covering and mode-collapse behaviours. We validate our method on synthetic 2D distributions (MOG-4 and MOG-8) and the high-dimensional $ฯ^4$ lattice field theory distribution, demonstrating its effectiveness for sampling tasks.
LCDB 1.1: A Database Illustrating Learning Curves Are More Ill-Behaved Than Previously Thought
Yan, Cheng, Mohr, Felix, Viering, Tom
Sample-wise learning curves plot performance versus training set size. They are useful for studying scaling laws and speeding up hyperparameter tuning and model selection. Learning curves are often assumed to be well-behaved: monotone (i.e. improving with more data) and convex. By constructing the Learning Curves Database 1.1 (LCDB 1.1), a large-scale database with high-resolution learning curves including more modern learners (CatBoost, TabNet, RealMLP and TabPFN), we show that learning curves are less often well-behaved than previously thought. Using statistically rigorous methods, we observe significant ill-behavior in approximately 15% of the learning curves, almost twice as much as in previous estimates. We also identify which learners are to blame and show that specific learners are more ill-behaved than others. Additionally, we demonstrate that different feature scalings rarely resolve ill-behavior. We evaluate the impact of ill-behavior on downstream tasks, such as learning curve fitting and model selection, and find it poses significant challenges, underscoring the relevance and potential of LCDB 1.1 as a challenging benchmark for future research.
Cost-Sensitive Freeze-thaw Bayesian Optimization for Efficient Hyperparameter Tuning
Lee, Dong Bok, Zhang, Aoxuan Silvia, Kim, Byungjoo, Park, Junhyeon, Adriaensen, Steven, Lee, Juho, Hwang, Sung Ju, Lee, Hae Beom
In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the expected performance improvement is not satisfactory with respect to the additional computational cost. Motivated by this scenario, we introduce \emph{utility} in the freeze-thaw framework, a function describing the trade-off between the cost and performance that can be estimated from the user's preference data. This utility function, combined with our novel acquisition function and stopping criterion, allows us to dynamically continue training the configuration that we expect to maximally improve the utility in the future, and also automatically stop the HPO process around the maximum utility. Further, we improve the sample efficiency of existing freeze-thaw methods with transfer learning to develop a specialized surrogate model for the cost-sensitive HPO problem. We validate our algorithm on established multi-fidelity HPO benchmarks and show that it outperforms all the previous freeze-thaw BO and transfer-BO baselines we consider, while achieving a significantly better trade-off between the cost and performance. Our code is publicly available at https://github.com/db-Lee/CFBO.
Randomized Neural Network with Adaptive Forward Regularization for Online Task-free Class Incremental Learning
Wang, Junda, Hu, Minghui, Li, Ning, Al-Ali, Abdulaziz, Suganthan, Ponnuthurai Nagaratnam
Randomized Neural Network with Adaptive Forward Regularization for Online Task-free Class Incremental Learning Junda Wang, Minghui Hu, Ning Li, Abdulaziz Al-Ali, Ponnuthurai Nagarat-nam Suganthan To better acclimate OTCIL scenarios, forward knowledge is exploited to reduce regret and deliver efficient decision-making for ensemble Randomized NN learning in long task streams. This framework realizes one-pass incremental updates with less loss and superiority over ridge. Based on the framework, edR VFL-kF algorithm with adjustable forward regularization is derived, effectively avoiding previous replay and catastrophic forgetting. To overcome the intractable tuning and distribution drifting of -kF, we further propose edRVFL-kF-Bayes with ks synchronously self-adapted based on Bayesian learning in non-i.i.d OTCIL streams. Extensive experiments were conducted on image datasets and the results were analyzed from multiple views (including 6 metrics, dynamic behaviors, and ablation tests), revealing the outstanding performance of edRVFL-kF-Bayes and robustness even with a large PTM. Abstract Class incremental learning (CIL) requires an agent to learn distinct tasks consecutively with knowledge retention against forgetting. Problems impeding the practical applications of CIL methods are twofold: (1) non-i.i.d batch streams and no boundary prompts to update, known as the harsher online task-free CIL (OTCIL) scenario; (2) CIL methods suffer from memory loss in learning long task streams, as shown in Figure 1 (a). To achieve efficient decision-making and decrease cumulative regrets during the OTCIL process, a randomized neural network (Randomized NN) with forward regularization (-F) is proposed to resist forgetting and enhance learning performance. This work was supported by the National Natural Science Foundation of China under Grant 62273230 and 62203302, and the State Scholarship Fund of China Scholarship Council under Grant 202206230182. This paper was submitted to an Elsevier journal in Feb. 2025. Based on this framework, we derive the algorithm of the ensemble deep random vector functional link network (edR VFL) with adjustable forward regularization (-kF), where k mediates the intensity of the intervention. Moreover, to curb unstable penalties caused by non-i.i.d and mitigate intractable tuning of -kF in OTCIL, we improve it to the plug-and-play edR VFL-kF-Bayes, enabling all hard ks in multiple sub-learners to be self-adaptively determined based on Bayesian learning. Experiments were conducted on 2 image datasets including 6 metrics, dynamic performance, ablation tests, and compatibility, which distinctly validates the efficacy of our OTCIL frameworks with -kF-Bayes and -kF styles.
ESCORT: Efficient Stein-variational and Sliced Consistency-Optimized Temporal Belief Representation for POMDPs
Zhang, Yunuo, Luo, Baiting, Mukhopadhyay, Ayan, Karsai, Gabor, Dubey, Abhishek
In Partially Observable Markov Decision Processes (POMDPs), maintaining and updating belief distributions over possible underlying states provides a principled way to summarize action-observation history for effective decision-making under uncertainty. As environments grow more realistic, belief distributions develop complexity that standard mathematical models cannot accurately capture, creating a fundamental challenge in maintaining representational accuracy. Despite advances in deep learning and probabilistic modeling, existing POMDP belief approximation methods fail to accurately represent complex uncertainty structures such as high-dimensional, multi-modal belief distributions, resulting in estimation errors that lead to suboptimal agent behaviors. To address this challenge, we present ESCORT (Efficient Stein-variational and sliced Consistency-Optimized Representation for Temporal beliefs), a particle-based framework for capturing complex, multi-modal distributions in high-dimensional belief spaces. ESCORT extends SVGD with two key innovations: correlation-aware projections that model dependencies between state dimensions, and temporal consistency constraints that stabilize updates while preserving correlation structures. This approach retains SVGD's attractive-repulsive particle dynamics while enabling accurate modeling of intricate correlation patterns. Unlike particle filters prone to degeneracy or parametric methods with fixed representational capacity, ESCORT dynamically adapts to belief landscape complexity without resampling or restrictive distributional assumptions. We demonstrate ESCORT's effectiveness through extensive evaluations on both POMDP domains and synthetic multi-modal distributions of varying dimensionality, where it consistently outperforms state-of-the-art methods in terms of belief approximation accuracy and downstream decision quality.
Information Theoretic Learning for Diffusion Models with Warm Start
Shen, Yirong, Gan, Lu, Ling, Cong
Generative models that maximize model likelihood have gained traction in many practical settings. Among them, perturbation based approaches underpin many strong likelihood estimation models, yet they often face slow convergence and limited theoretical understanding. In this paper, we derive a tighter likelihood bound for noise driven models to improve both the accuracy and efficiency of maximum likelihood learning. Our key insight extends the classical KL divergence Fisher information relationship to arbitrary noise perturbations, going beyond the Gaussian assumption and enabling structured noise distributions. This formulation allows flexible use of randomized noise distributions that naturally account for sensor artifacts, quantization effects, and data distribution smoothing, while remaining compatible with standard diffusion training. Treating the diffusion process as a Gaussian channel, we further express the mismatched entropy between data and model, showing that the proposed objective upper bounds the negative log-likelihood (NLL). In experiments, our models achieve competitive NLL on CIFAR-10 and SOTA results on ImageNet across multiple resolutions, all without data augmentation, and the framework extends naturally to discrete data.
Shoot First, Ask Questions Later? Building Rational Agents that Explore and Act Like People
Grand, Gabriel, Pepe, Valerio, Andreas, Jacob, Tenenbaum, Joshua B.
Many high-stakes applications of AI require forming data-driven hypotheses and making targeted guesses; e.g., in scientific and diagnostic settings. Given limited resources, to what extent do agents based on language models (LMs) act rationally? We develop methods to benchmark and enhance agentic information-seeking, drawing on insights from human behavior. First, we introduce a strategic decision-oriented dialogue task called Collaborative Battleship, in which a partially-informed Captain must balance exploration (asking questions) and action (taking shots), while a fully-informed Spotter must provide accurate answers under an information bottleneck. Compared to human players (N=42), we find that LM agents struggle to ground answers in context, generate informative questions, and select high-value actions. Next, to address these gaps, we develop novel Monte Carlo inference strategies for LMs based on principles from Bayesian Experimental Design (BED). For Spotter agents, our approach boosts accuracy by up to 14.7% absolute over LM-only baselines; for Captain agents, it raises expected information gain (EIG) by up to 0.227 bits (94.2% of the achievable noise ceiling). Combined, these components yield sharper targeting (+0.303-0.374 F1), and enable weaker LMs, such as Llama-4-Scout, to outperform both humans (8% -> 82% win rate) and frontier models (0% -> 67% win rate vs. GPT-5) at ~1% of GPT-5's cost. We replicate these findings on Guess Who? where our methods significantly boost accuracy (+28.3-42.4 p.p.), demonstrating their general applicability for building rational information-seeking agents.
Fuzzy numbers revisited: operations on extensional fuzzy numbers
Fuzzy numbers are commonly represented with fuzzy sets. Their objective is to better represent imprecise data. However, operations on fuzzy numbers are not as straightforward as maths on crisp numbers. Commonly, the Zadeh's extension rule is applied to elaborate a result. This can produce two problems: (1) high computational complexity and (2) for some fuzzy sets and some operations the results is not a fuzzy set with the same features (eg. multiplication of two triangular fuzzy sets does not produce a triangular fuzzy set). One more problem is the fuzzy spread -- fuzziness of the result increases with the number of operations. These facts can severely limit the application field of fuzzy numbers. In this paper we would like to revisite this problem with a different kind of fuzzy numbers -- extensional fuzzy numbers. The paper defines operations on extensional fuzzy numbers and relational operators (=, >, >=, <, <=) for them. The proposed approach is illustrated with several applicational examples. The C++ implementation is available from a public GitHub repository.
Addressing Mark Imbalance in Integration-free Neural Marked Temporal Point Processes
Liu, Sishun, Deng, Ke, Ren, Yongli, Wang, Yan, Zhang, Xiuzhen
Marked Temporal Point Process (MTPP) has been well studied to model the event distribution in marked event streams, which can be used to predict the mark and arrival time of the next event. However, existing studies overlook that the distribution of event marks is highly imbalanced in many real-world applications, with some marks being frequent but others rare. The imbalance poses a significant challenge to the performance of the next event prediction, especially for events of rare marks. To address this issue, we propose a thresholding method, which learns thresholds to tune the mark probability normalized by the mark's prior probability to optimize mark prediction, rather than predicting the mark directly based on the mark probability as in existing studies. In conjunction with this method, we predict the mark first and then the time. In particular, we develop a novel neural MTPP model to support effective time sampling and estimation of mark probability without computationally expensive numerical improper integration. Extensive experiments on real-world datasets demonstrate the superior performance of our solution against various baselines for the next event mark and time prediction. The code is available at https://github.com/undes1red/IFNMTPP.
Knowledge Distillation of Uncertainty using Deep Latent Factor Model
Park, Sehyun, Lee, Jongjin, Shin, Yunseop, Ohn, Ilsang, Kim, Yongdai
Deep ensembles deliver state-of-the-art, reliable uncertainty quantification, but their heavy computational and memory requirements hinder their practical deployments to real applications such as on-device AI. Knowledge distillation compresses an ensemble into small student models, but existing techniques struggle to preserve uncertainty partly because reducing the size of DNNs typically results in variation reduction. To resolve this limitation, we introduce a new method of distribution distillation (i.e. compressing a teacher ensemble into a student distribution instead of a student ensemble) called Gaussian distillation, which estimates the distribution of a teacher ensemble through a special Gaussian process called the deep latent factor model (DLF) by treating each member of the teacher ensemble as a realization of a certain stochastic process. The mean and covariance functions in the DLF model are estimated stably by using the expectation-maximization (EM) algorithm. By using multiple benchmark datasets, we demonstrate that the proposed Gaussian distillation outperforms existing baselines. In addition, we illustrate that Gaussian distillation works well for fine-tuning of language models and distribution shift problems.