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 Uncertainty


On Thompson Sampling and Bilateral Uncertainty in Additive Bayesian Optimization

arXiv.org Machine Learning

In Bayesian Optimization (BO), additive assumptions can mitigate the twin difficulties of modeling and searching a complex function in high dimension. However, common acquisition functions, like the Additive Lower Confidence Bound, ignore pairwise covariances between dimensions, which we'll call \textit{bilateral uncertainty} (BU), imposing a second layer of approximations. While theoretical results indicate that asymptotically not much is lost in doing so, little is known about the practical effects of this assumption in small budgets. In this article, we show that by exploiting conditional independence, Thompson Sampling respecting BU can be efficiently conducted. We use this fact to execute an empirical investigation into the loss incurred by ignoring BU, finding that the additive approximation to Thompson Sampling does indeed have, on balance, worse performance than the exact method, but that this difference is of little practical significance. This buttresses the theoretical understanding and suggests that the BU-ignoring approximation is sufficient for BO in practice, even in the non-asymptotic regime.


Dynamics-aware Diffusion Models for Planning and Control

arXiv.org Artificial Intelligence

Abstract-- This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical application. We propose a novel framework that integrates system dynamics directly into the diffusion model's denoising process through a sequential prediction and projection mechanism. This mechanism, aligned with the diffusion model's noising schedule, ensures generated trajectories are both consistent with expert demonstrations and adhere to underlying physical constraints. Notably, our approach can generate maximum likelihood trajectories and accurately recover trajectories generated by linear feedback controllers, even when explicit dynamics knowledge is unavailable. Our code repository is available at www.github.com/ Diffusion models have emerged as powerful tools for learning complex data distributions, demonstrating significant potential in control and robotics, particularly for high-dimensional trajectory generation [1]. Their ability to learn and replicate expert demonstrations makes them attractive for imitation learning and decision-making. However, a critical limitation arises from their inherent lack of explicit dynamics awareness.


Multi-Agent Debate for LLM Judges with Adaptive Stability Detection

arXiv.org Artificial Intelligence

With advancements in reasoning capabilities, Large Language Models (LLMs) are increasingly employed for automated judgment tasks. While LLMs-as-Judges offer promise in automating evaluations, current approaches often rely on simplistic aggregation methods (e.g., majority voting), which can fail even when individual agents provide correct answers. To address this, we propose a multi-agent debate judge framework where agents collaboratively reason and iteratively refine their responses. We formalize the debate process mathematically, analyzing agent interactions and proving that debate amplifies correctness compared to static ensembles. To enhance efficiency, we introduce a stability detection mechanism that models judge consensus dynamics via a time-varying Beta-Binomial mixture, with adaptive stopping based on distributional similarity (Kolmogorov-Smirnov test). This mechanism models the judges' collective correct rate dynamics using a time-varying mixture of Beta-Binomial distributions and employs an adaptive stopping criterion based on distributional similarity (Kolmogorov-Smirnov statistic). Experiments across multiple benchmarks and models demonstrate that our framework improves judgment accuracy over majority voting while maintaining computational efficiency.


The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality

arXiv.org Artificial Intelligence

Accurate intraday forecasts are essential for power system operations, complementing day-ahead forecasts that gradually lose relevance as new information becomes available. This paper introduces a Bayesian updating mechanism that converts fully probabilistic day-ahead forecasts into intraday forecasts without retraining or re-inference. The approach conditions the Gaussian mixture output of a conditional variational autoencoder-based forecaster on observed measurements, yielding an updated distribution for the remaining horizon that preserves its probabilistic structure. This enables consistent point, quantile, and ensemble forecasts while remaining computationally efficient and suitable for real-time applications. Experiments on household electricity consumption and photovoltaic generation datasets demonstrate that the proposed method improves forecast accuracy up to 25% across likelihood-, sample-, quantile-, and point-based metrics. The largest gains occur in time steps with strong temporal correlation to observed data, and the use of pattern dictionary-based covariance structures further enhances performance. The results highlight a theoretically grounded framework for intraday forecasting in modern power systems.


Uncertainty-Supervised Interpretable and Robust Evidential Segmentation

arXiv.org Artificial Intelligence

Uncertainty estimation has been widely studied in medical image segmentation as a tool to provide reliability, particularly in deep learning approaches. However, previous methods generally lack effective supervision in uncertainty estimation, leading to low interpretability and robustness of the predictions. In this work, we propose a self-supervised approach to guide the learning of uncertainty. Specifically, we introduce three principles about the relationships between the uncertainty and the image gradients around boundaries and noise. Based on these principles, two uncertainty supervision losses are designed. These losses enhance the alignment between model predictions and human interpretation. Accordingly, we introduce novel quantitative metrics for evaluating the interpretability and robustness of uncertainty. Experimental results demonstrate that compared to state-of-the-art approaches, the proposed method can achieve competitive segmentation performance and superior results in out-of-distribution (OOD) scenarios while significantly improving the interpretability and robustness of uncertainty estimation.


The Robustness of Differentiable Causal Discovery in Misspecified Scenarios

arXiv.org Machine Learning

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are usually difficult to satisfy in real-world data, thereby limiting the broad application of causal discovery in practical scenarios. Inspired by these considerations, this work extensively benchmarks the empirical performance of various mainstream causal discovery algorithms, which assume i.i.d. data, under eight model assumption violations. Our experimental results show that differentiable causal discovery methods exhibit robustness under the metrics of Structural Hamming Distance and Structural Intervention Distance of the inferred graphs in commonly used challenging scenarios, except for scale variation. We also provide the theoretical explanations for the performance of differentiable causal discovery methods. Finally, our work aims to comprehensively benchmark the performance of recent differentiable causal discovery methods under model assumption violations, and provide the standard for reasonable evaluation of causal discovery, as well as to further promote its application in real-world scenarios.


ADARL: Adaptive Low-Rank Structures for Robust Policy Learning under Uncertainty

arXiv.org Machine Learning

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative policies. We propose \textbf{Adaptive Rank Representation (AdaRL)}, a bi-level optimization framework that improves robustness by aligning policy complexity with the intrinsic dimension of the task. At the lower level, AdaRL performs policy optimization under fixed-rank constraints with dynamics sampled from a Wasserstein ball around a centroid model. At the upper level, it adaptively adjusts the rank to balance the bias--variance trade-off, projecting policy parameters onto a low-rank manifold. This design avoids solving adversarial worst-case dynamics while ensuring robustness without over-parameterization. Empirical results on MuJoCo continuous control benchmarks demonstrate that AdaRL not only consistently outperforms fixed-rank baselines (e.g., SAC) and state-of-the-art robust RL methods (e.g., RNAC, Parseval), but also converges toward the intrinsic rank of the underlying tasks. These results highlight that adaptive low-rank policy representations provide an efficient and principled alternative for robust RL under model uncertainty.


PAC-Bayesian Bounds on Constrained f-Entropic Risk Measures

arXiv.org Machine Learning

PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called constrained f-entropic risk measures, which enable finer control over distributional shifts and subgroup imbalances via f-divergences, and include the Conditional Value at Risk (CVaR), a well-known risk measure. We derive both classical and disintegrated PAC-Bayesian generalization bounds for this family of risks, providing the first disintegratedPAC-Bayesian guarantees beyond standard risks. Building on this theory, we design a self-bounding algorithm that minimizes our bounds directly, yielding models with guarantees at the subgroup level. Finally, we empirically demonstrate the usefulness of our approach.


Blade: A Derivative-free Bayesian Inversion Method using Diffusion Priors

arXiv.org Machine Learning

Derivative-free Bayesian inversion is an important task in many science and engineering applications, particularly when computing the forward model derivative is computationally and practically challenging. In this paper, we introduce Blade, which can produce accurate and well-calibrated posteriors for Bayesian inversion using an ensemble of interacting particles. Blade leverages powerful data-driven priors based on diffusion models, and can handle nonlinear forward models that permit only black-box access (i.e., derivative-free). Theoretically, we establish a non-asymptotic convergence analysis to characterize the effects of forward model and prior estimation errors. Empirically, Blade achieves superior performance compared to existing derivative-free Bayesian inversion methods on various inverse problems, including challenging highly nonlinear fluid dynamics.


Learning Diffusion Models with Flexible Representation Guidance

arXiv.org Artificial Intelligence

Diffusion models can be improved with additional guidance towards more effective representations of input. Indeed, prior empirical work has already shown that aligning internal representations of the diffusion model with those of pre-trained models improves generation quality. In this paper, we present a systematic framework for incorporating representation guidance into diffusion models. We provide alternative decompositions of denoising models along with their associated training criteria, where the decompositions determine when and how the auxiliary representations are incorporated. Guided by our theoretical insights, we introduce two new strategies for enhancing representation alignment in diffusion models. First, we pair examples with target representations either derived from themselves or arisen from different synthetic modalities, and subsequently learn a joint model over the multimodal pairs. Second, we design an optimal training curriculum that balances representation learning and data generation. Our experiments across image, protein sequence, and molecule generation tasks demonstrate superior performance as well as accelerated training. In particular, on the class-conditional ImageNet $256\times 256$ benchmark, our guidance results in $23.3$ times faster training than the original SiT-XL as well as four times speedup over the state-of-the-art method REPA. The code is available at https://github.com/ChenyuWang-Monica/REED.