Uncertainty
Normalized Maximum Likelihood Code-Length on Riemannian Manifold Data Spaces
Fukuzawa, Kota, Suzuki, Atsushi, Yamanishi, Kenji
--In recent years, with the large-scale expansion of graph data, there has been an increased focus on Riemannian manifold data spaces other than Euclidean space. In particular, the development of hyperbolic spaces has been remarkable, and they have high expressive power for graph data with hierarchical structures. Normalized Maximum Likelihood (NML) is employed in regret minimization and model selection. However, existing formulations of NML have been developed primarily in Euclidean spaces and are inherently dependent on the choice of coordinate systems, making it non-trivial to extend NML to Riemannian manifolds. In this study, we define a new NML that reflects the geometric structure of Riemannian manifolds, called the Riemannian manifold NML (Rm-NML). This Rm-NML is invariant under coordinate transformations and coincides with the conventional NML under the natural parameterization in Euclidean space. We extend existing computational techniques for NML to the setting of Riemannian manifolds. Furthermore, we derive a method to simplify the computation of Rm-NML on Riemannian symmetric spaces, which encompass data spaces of growing interest such as hyperbolic spaces. T o illustrate the practical application of our proposed method, we explicitly computed the Rm-NML for normal distributions on hyperbolic spaces. With the recent increase in the scale of graph data, Riemannian manifold data spaces other than Euclidian spaces are attracting attention as latent spaces suitable for graph embedding [1, 2]. For example, hyperbolic spaces have been demonstrated to possess high expressive power for graph data with hierarchical structures [3]. Spherical spaces are particularly effective in representing graph data with cyclic structures [4]. Notably, research on hyperbolic spaces has been particularly remarkable[3]. Specifically, in the field of representation learning, methods that embed hierarchical structures into hyperbolic space have successfully represented such relationships using significantly lower-dimensional space compared to conventional methods based on Euclidean space, while preserving the essential relational information[2].
Compression versus Accuracy: A Hierarchy of Lifted Models
Speller, Jan, Luttermann, Malte, Gehrke, Marcel, Braun, Tanya
Probabilistic graphical models that encode indistinguishable objects and relations among them use first-order logic constructs to compress a propositional factorised model for more efficient (lifted) inference. To obtain a lifted representation, the state-of-the-art algorithm Advanced Colour Passing (ACP) groups factors that represent matching distributions. In an approximate version using $\varepsilon$ as a hyperparameter, factors are grouped that differ by a factor of at most $(1\pm \varepsilon)$. However, finding a suitable $\varepsilon$ is not obvious and may need a lot of exploration, possibly requiring many ACP runs with different $\varepsilon$ values. Additionally, varying $\varepsilon$ can yield wildly different models, leading to decreased interpretability. Therefore, this paper presents a hierarchical approach to lifted model construction that is hyperparameter-free. It efficiently computes a hierarchy of $\varepsilon$ values that ensures a hierarchy of models, meaning that once factors are grouped together given some $\varepsilon$, these factors will be grouped together for larger $\varepsilon$ as well. The hierarchy of $\varepsilon$ values also leads to a hierarchy of error bounds. This allows for explicitly weighing compression versus accuracy when choosing specific $\varepsilon$ values to run ACP with and enables interpretability between the different models.
Towards Trustworthy Amortized Bayesian Model Comparison
Kucharský, Šimon, Mishra, Aayush, Habermann, Daniel, Radev, Stefan T., Bürkner, Paul-Christian
Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the reliability of neural surrogates deteriorates when simulation models are misspecified - the very case where model comparison is most needed. Thus, we supplement simulation-based training with a self-consistency (SC) loss on unlabeled real data to improve BMC estimates under empirical distribution shifts. Using a numerical experiment and two case studies with real data, we compare amortized evidence estimates with and without SC against analytic or bridge sampling benchmarks. SC improves calibration under model misspecification when having access to analytic likelihoods. However, it offers limited gains with neural surrogate likelihoods, making it most practical for trustworthy BMC when likelihoods are exact.
Transfer Learning for Classification under Decision Rule Drift with Application to Optimal Individualized Treatment Rule Estimation
In this paper, we extend the transfer learning classification framework from regression function-based methods to decision rules. We propose a novel methodology for modeling posterior drift through Bayes decision rules. By exploiting the geometric transformation of the Bayes decision boundary, our method reformulates the problem as a low-dimensional empirical risk minimization problem. Under mild regularity conditions, we establish the consistency of our estimators and derive the risk bounds. Moreover, we illustrate the broad applicability of our method by adapting it to the estimation of optimal individualized treatment rules. Extensive simulation studies and analyses of real-world data further demonstrate both superior performance and robustness of our approach.
Deep Fuzzy Optimization for Batch-Size and Nearest Neighbors in Optimal Robot Motion Planning
Zhang, Liding, Zong, Qiyang, Zhang, Yu, Bing, Zhenshan, Knoll, Alois
Efficient motion planning algorithms are essential in robotics. Optimizing essential parameters, such as batch size and nearest neighbor selection in sampling-based methods, can enhance performance in the planning process. However, existing approaches often lack environmental adaptability. Inspired by the method of the deep fuzzy neural networks, this work introduces Learning-based Informed Trees (LIT*), a sampling-based deep fuzzy learning-based planner that dynamically adjusts batch size and nearest neighbor parameters to obstacle distributions in the configuration spaces. By encoding both global and local ratios via valid and invalid states, LIT* differentiates between obstacle-sparse and obstacle-dense regions, leading to lower-cost paths and reduced computation time. Experimental results in high-dimensional spaces demonstrate that LIT* achieves faster convergence and improved solution quality. It outperforms state-of-the-art single-query, sampling-based planners in environments ranging from R^8 to R^14 and is successfully validated on a dual-arm robot manipulation task. A video showcasing our experimental results is available at: https://youtu.be/NrNs9zebWWk
Latent Variable Modeling for Robust Causal Effect Estimation
Morimura, Tetsuro, Oka, Tatsushi, Suzuki, Yugo, Moriwaki, Daisuke
Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing challenges posed by missing or unmeasured covariates. This paper proposes a new framework that integrates latent variable modeling into the double machine learning (DML) paradigm to enable robust causal effect estimation in the presence of such hidden factors. We consider two scenarios: one where a latent variable affects only the outcome, and another where it may influence both treatment and outcome. To ensure tractability, we incorporate latent variables only in the second stage of DML, separating representation learning from latent inference. We demonstrate the robustness and effectiveness of our method through extensive experiments on both synthetic and real-world datasets.
What can we learn from signals and systems in a transformer? Insights for probabilistic modeling and inference architecture
Chang, Heng-Sheng, Mehta, Prashant G.
In the 1940s, Wiener introduced a linear predictor, where the future prediction is computed by linearly combining the past data. A transformer generalizes this idea: it is a nonlinear predictor where the next-token prediction is computed by nonlinearly combining the past tokens. In this essay, we present a probabilistic model that interprets transformer signals as surrogates of conditional measures, and layer operations as fixed-point updates. An explicit form of the fixed-point update is described for the special case when the probabilistic model is a hidden Markov model (HMM). In part, this paper is in an attempt to bridge the classical nonlinear filtering theory with modern inference architectures.
A Unified Theory of Language
A unified theory of language combines a Bayesian cognitive linguistic model of language processing, with the proposal that language evolved by sexual selection for the display of intelligence. The theory accounts for the major facts of language, including its speed and expressivity, and data on language diversity, pragmatics, syntax and semantics. The computational element of the theory is based on Construction Grammars. These give an account of the syntax and semantics of the worlds languages, using constructions and unification. Two novel elements are added to construction grammars: an account of language pragmatics, and an account of fast, precise language learning. Constructions are represented in the mind as graph like feature structures. People use slow general inference to understand the first few examples they hear of any construction. After that it is learned as a feature structure, and is rapidly applied by unification. All aspects of language (phonology, syntax, semantics, and pragmatics) are seamlessly computed by fast unification; there is no boundary between semantics and pragmatics. This accounts for the major puzzles of pragmatics, and for detailed pragmatic phenomena. Unification is Bayesian maximum likelihood pattern matching. This gives evolutionary continuity between language processing in the human brain, and Bayesian cognition in animal brains. Language is the basis of our mind reading abilities, our cooperation, self esteem and emotions; the foundations of human culture and society.
Fractal Flow: Hierarchical and Interpretable Normalizing Flow via Topic Modeling and Recursive Strategy
Normalizing Flows provide a principled framework for high-dimensional density estimation and generative modeling by constructing invertible transformations with tractable Jaco-bian determinants. We propose Fractal Flow, a novel normalizing flow architecture that enhances both expressiveness and interpretability through two key innovations. First, we integrate Kolmogorov-Arnold Networks and incorporate Latent Dirichlet Allocation into normalizing flows to construct a structured, interpretable latent space and model hierarchical semantic clusters. Second, inspired by Fractal Generative Models, we introduce a recursive modular design into normalizing flows to improve transformation interpretability and estimation accuracy. Experiments on MNIST, FashionMNIST, CIFAR-10, and geophysical data demonstrate that the Fractal Flow achieves latent clustering, controllable generation, and superior estimation accuracy.
CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inference
Cabezas, Luben M. C., Santos, Vagner S., Ramos, Thiago R., Rodrigues, Pedro L. C., Izbicki, Rafael
Current experimental scientists have been increasingly relying on simulation-based inference (SBI) to invert complex non-linear models with intractable likelihoods. However, posterior approximations obtained with SBI are often miscalibrated, causing credible regions to undercover true parameters. We develop $\texttt{CP4SBI}$, a model-agnostic conformal calibration framework that constructs credible sets with local Bayesian coverage. Our two proposed variants, namely local calibration via regression trees and CDF-based calibration, enable finite-sample local coverage guarantees for any scoring function, including HPD, symmetric, and quantile-based regions. Experiments on widely used SBI benchmarks demonstrate that our approach improves the quality of uncertainty quantification for neural posterior estimators using both normalizing flows and score-diffusion modeling.