Uncertainty
Information-Seeking Decision Strategies Mitigate Risk in Dynamic, Uncertain Environments
Barendregt, Nicholas W., Gold, Joshua I., Josiฤ, Kreลกimir, Kilpatrick, Zachary P.
To survive in dynamic and uncertain environments, individuals must develop effective decision strategies that balance information gathering and decision commitment. Models of such strategies often prioritize either optimizing tangible payoffs, like reward rate, or gathering information to support a diversity of (possibly unknown) objectives. However, our understanding of the relative merits of these two approaches remains incomplete, in part because direct comparisons have been limited to idealized, static environments that lack the dynamic complexity of the real world. Here we compared the performance of normative reward- and information-seeking strategies in a dynamic foraging task. Both strategies show similar transitions between exploratory and exploitative behaviors as environmental uncertainty changes. However, we find subtle disparities in the actions they take, resulting in meaningful performance differences: whereas reward-seeking strategies generate slightly more reward on average, information-seeking strategies provide more consistent and predictable outcomes. Our findings support the adaptive value of information-seeking behaviors that can mitigate risk with minimal reward loss.
Statistically Testing Training Data for Unwanted Error Patterns using Rule-Oriented Regression
Rass, Stefan, Dallinger, Martin
Artificial intelligence models trained from data can only be as good as the underlying data is. Biases in training data propagating through to the output of a machine learning model are a well-documented and well-understood phenomenon, but the machinery to prevent these undesired effects is much less developed. Efforts to ensure data is clean during collection, such as using bias-aware sampling, are most effective when the entity controlling data collection also trains the AI. In cases where the data is already available, how do we find out if the data was already manipulated, i.e., ``poisoned'', so that an undesired behavior would be trained into a machine learning model? This is a challenge fundamentally different to (just) improving approximation accuracy or efficiency, and we provide a method to test training data for flaws, to establish a trustworthy ground-truth for a subsequent training of machine learning models (of any kind). Unlike the well-studied problem of approximating data using fuzzy rules that are generated from the data, our method hinges on a prior definition of rules to happen before seeing the data to be tested. Therefore, the proposed method can also discover hidden error patterns, which may also have substantial influence. Our approach extends the abilities of conventional statistical testing by letting the ``test-condition'' be any Boolean condition to describe a pattern in the data, whose presence we wish to determine. The method puts fuzzy inference into a regression model, to get the best of the two: explainability from fuzzy logic with statistical properties and diagnostics from the regression, and finally also being applicable to ``small data'', hence not requiring large datasets as deep learning methods do. We provide an open source implementation for demonstration and experiments.
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games
Agarwal, Shubhankar, Khan, Hamzah I., Chinchali, Sandeep P., Fridovich-Keil, David
Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective function is known and differentiable. Existing work in black-box settings with unknown objectives that can only be sampled either assumes convexity-concavity in the objective to simplify the problem or operates with noisy gradient estimators. In contrast, we introduce a framework inspired by Bayesian optimization which utilizes Gaussian processes to model the unknown (potentially nonconvex-nonconcave) objective and requires only zeroth-order samples. Our approach frames the saddle point optimization problem as a two-level process which can flexibly integrate existing and novel approaches to this problem. The upper level of our framework produces a model of the objective function by sampling in promising locations, and the lower level of our framework uses the existing model to frame and solve a general-sum game to identify locations to sample. This lower level procedure can be designed in complementary ways, and we demonstrate the flexibility of our approach by introducing variants which appropriately trade off between factors like runtime, the cost of function evaluations, and the number of available initial samples. We experimentally demonstrate these algorithms on synthetic and realistic datasets in black-box nonconvex-nonconcave settings, showcasing their ability to efficiently locate local saddle points in these contexts.
The Misinterpretable Evidence Conveyed by Arbitrary Codes
This essay explores the possibility of making use of Evidenc e Theory (ET) [51] in order to represent communication between and within living organisms ranging from humans to bacteria. ET, also known as "Dempster-Shafer Theo ry" or "Belief Functions Theory," is a mathematical theory of uncertain reasoning th at takes as prototypical situation a judge evaluating testimonies, or a detective ex amining cues, rather than a gambler playing dice [48] [52]. This marks a sharp differenc e with Probability Theory (PT) because, albeit fundamental constructs such as Bayes' Theorem can be obtained from the corresponding expressions of ET as special cases, g amblers know the faces of a die or the numbers on a roulette -- they assume to live in a clos ed world -- whereas judges and detectives are aware that unexpected clues and te stimonies may open up novel possibilities -- they are aware of living in an open worl d [23]. I submit that ET is more appropriate than PT to represent info rmation transmission through arbitrary codes that multiply the generation o f novelties. Furthermore, its paradigmatic situation of judges listening to testimonies is structurally similar to information communication, whereas the paradigmatic situation of gamblers playing games of chance is not [52].
(G)I-DLE: Generative Inference via Distribution-preserving Logit Exclusion with KL Divergence Minimization for Constrained Decoding
We propose (G)I-DLE, a new approach to constrained decoding that leverages KL divergence minimization to preserve the intrinsic conditional probability distribution of autoregressive language models while excluding undesirable tokens. Unlike conventional methods that naively set banned tokens' logits to $-\infty$, which can distort the conversion from raw logits to posterior probabilities and increase output variance, (G)I-DLE re-normalizes the allowed token probabilities to minimize such distortion. We validate our method on the K2-Eval dataset, specifically designed to assess Korean language fluency, logical reasoning, and cultural appropriateness. Experimental results on Qwen2.5 models (ranging from 1.5B to 14B) demonstrate that G-IDLE not only boosts mean evaluation scores but also substantially reduces the variance of output quality.
Predicting Multitasking in Manual and Automated Driving with Optimal Supervisory Control
Jokinen, Jussi, Ebel, Patrick, Kujala, Tuomo
Modern driving involves interactive technologies that can divert attention, increasing the risk of accidents. This paper presents a computational cognitive model that simulates human multitasking while driving. Based on optimal supervisory control theory, the model predicts how multitasking adapts to variations in driving demands, interactive tasks, and automation levels. Unlike previous models, it accounts for context-dependent multitasking across different degrees of driving automation. The model predicts longer in-car glances on straight roads and shorter glances during curves. It also anticipates increased glance durations with driver aids such as lane-centering assistance and their interaction with environmental demands. Validated against two empirical datasets, the model offers insights into driver multitasking amid evolving in-car technologies and automation.
A New Stochastic Approximation Method for Gradient-based Simulated Parameter Estimation
This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation framework, which employs a multi-time scale stochastic approximation algorithm. This approach effectively addresses the ratio bias that arises in both maximum likelihood estimation and posterior density estimation problems. The proposed algorithm enhances estimation accuracy and significantly reduces computational costs, as demonstrated through extensive numerical experiments. Our work extends the GSPE framework to handle complex models such as hidden Markov models and variational inference-based problems, offering a robust solution for parameter estimation in challenging stochastic environments.
Efficient Transformed Gaussian Process State-Space Models for Non-Stationary High-Dimensional Dynamical Systems
Lin, Zhidi, Li, Ying, Yin, Feng, Maroรฑas, Juan, Thiรฉry, Alexandre H.
Gaussian process state-space models (GPSSMs) have emerged as a powerful framework for modeling dynamical systems, offering interpretable uncertainty quantification and inherent regularization. However, existing GPSSMs face significant challenges in handling high-dimensional, non-stationary systems due to computational inefficiencies, limited scalability, and restrictive stationarity assumptions. In this paper, we propose an efficient transformed Gaussian process state-space model (ETGPSSM) to address these limitations. Our approach leverages a single shared Gaussian process (GP) combined with normalizing flows and Bayesian neural networks, enabling efficient modeling of complex, high-dimensional state transitions while preserving scalability. To address the lack of closed-form expressions for the implicit process in the transformed GP, we follow its generative process and introduce an efficient variational inference algorithm, aided by the ensemble Kalman filter (EnKF), to enable computationally tractable learning and inference. Extensive empirical evaluations on synthetic and real-world datasets demonstrate the superior performance of our ETGPSSM in system dynamics learning, high-dimensional state estimation, and time-series forecasting, outperforming existing GPSSMs and neural network-based methods in both accuracy and computational efficiency.
Graphical Transformation Models
Herp, Matthias, Brachem, Johannes, Altenbuchinger, Michael, Kneib, Thomas
Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures non-parametrically, while maintaining interpretability through the identification of varying conditional independencies. GTMs extend multivariate transformation models by replacing the Gaussian copula with a custom-designed multivariate transformation, offering two major advantages. Firstly, GTMs can capture more complex interdependencies using penalized splines, which also provide an efficient regularization scheme. Secondly, we demonstrate how to approximately regularize GTMs using a lasso penalty towards pairwise conditional independencies, akin to Gaussian graphical models. The model's robustness and effectiveness are validated through simulations, showcasing its ability to accurately learn parametric vine copulas and identify conditional independencies. Additionally, the model is applied to a benchmark astrophysics dataset, where the GTM demonstrates favorable performance compared to non-parametric vine copulas in learning complex multivariate distributions.
Neural Network Approach to Stochastic Dynamics for Smooth Multimodal Density Estimation
In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent Metropolis-Adjusted Langevin Diffusion algorithm by modelling the stochasticity of precondition matrix as a random matrix. An advantage compared to other proposal method is that it only requires the gradient of log-posterior. The proposed method provides fully adaptation mechanisms to tune proposal densities to exploits and adapts the geometry of local structures of statistical models. We clarify the benefits of the new proposal by modelling a Quantum Probability Density Functions of a free particle in a plane (energy Eigen-functions). The proposed model represents a remarkable improvement in terms of performance accuracy and computational time over standard MCMC method.