Uncertainty
Integrating Dynamical Systems Modeling with Spatiotemporal scRNA-seq Data Analysis
Zhang, Zhenyi, Sun, Yuhao, Peng, Qiangwei, Li, Tiejun, Zhou, Peijie
Understanding the dynamic nature of biological systems is fundamental to deciphering cellular behavior, developmental processes, and disease progression. Single-cell RNA sequencing (scRNA-seq) has provided static snapshots of gene expression, offering valuable insights into cellular states at a single time point. Recent advancements in temporally resolved scRNA-seq, spatial transcriptomics (ST), and time-series spatial transcriptomics (temporal-ST) have further revolutionized our ability to study the spatiotemporal dynamics of individual cells. These technologies, when combined with computational frameworks such as Markov chains, stochastic differential equations (SDEs), and generative models like optimal transport and Schr\"odinger bridges, enable the reconstruction of dynamic cellular trajectories and cell fate decisions. This review discusses how these dynamical system approaches offer new opportunities to model and infer cellular dynamics from a systematic perspective.
An Algebraic Approach to Moralisation and Triangulation of Probabilistic Graphical Models
Lorenzin, Antonio, Zanasi, Fabio
Moralisation and Triangulation are transformations allowing to switch between different ways of factoring a probability distribution into a graphical model. Moralisation allows to view a Bayesian network (a directed model) as a Markov network (an undirected model), whereas triangulation works in the opposite direction. We present a categorical framework where these transformations are modelled as functors between a category of Bayesian networks and one of Markov networks. The two kinds of network (the objects of these categories) are themselves represented as functors, from a `syntax' domain to a `semantics' codomain. Notably, moralisation and triangulation are definable inductively on such syntax, and operate as a form of functor pre-composition. This approach introduces a modular, algebraic perspective in the theory of probabilistic graphical models.
Heterogeneous Causal Discovery of Repeated Undesirable Health Outcomes
Adhikari, Shishir, Muscioni, Guido, Shapiro, Mark, Petrov, Plamen, Zheleva, Elena
Understanding factors triggering or preventing undesirable health outcomes across patient subpopulations is essential for designing targeted interventions. While randomized controlled trials and expert-led patient interviews are standard methods for identifying these factors, they can be time-consuming and infeasible. Causal discovery offers an alternative to conventional approaches by generating cause-and-effect hypotheses from observational data. However, it often relies on strong or untestable assumptions, which can limit its practical application. This work aims to make causal discovery more practical by considering multiple assumptions and identifying heterogeneous effects. We formulate the problem of discovering causes and effect modifiers of an outcome, where effect modifiers are contexts (e.g., age groups) with heterogeneous causal effects. Then, we present a novel, end-to-end framework that incorporates an ensemble of causal discovery algorithms and estimation of heterogeneous effects to discover causes and effect modifiers that trigger or inhibit the outcome. We demonstrate that the ensemble approach improves robustness by enhancing recall of causal factors while maintaining precision. Our study examines the causes of repeat emergency room visits for diabetic patients and hospital readmissions for ICU patients. Our framework generates causal hypotheses consistent with existing literature and can help practitioners identify potential interventions and patient subpopulations to focus on.
UBMF: Uncertainty-Aware Bayesian Meta-Learning Framework for Fault Diagnosis with Imbalanced Industrial Data
Lian, Zhixuan, Li, Shangyu, Huang, Qixuan, Huang, Zijian, Liu, Haifei, Qiu, Jianan, Yang, Puyu, Tao, Laifa
Fault diagnosis of mechanical equipment involves data collection, feature extraction, and pattern recognition but is often hindered by the imbalanced nature of industrial data, introducing significant uncertainty and reducing diagnostic reliability. To address these challenges, this study proposes the Uncertainty-Aware Bayesian Meta-Learning Framework (UBMF), which integrates four key modules: data perturbation injection for enhancing feature robustness, cross-task self-supervised feature extraction for improving transferability, uncertainty-based sample filtering for robust out-of-domain generalization, and Bayesian meta-knowledge integration for fine-grained classification. Experimental results on ten open-source datasets under various imbalanced conditions, including cross-task, small-sample, and unseen-sample scenarios, demonstrate the superiority of UBMF, achieving an average improvement of 42.22% across ten Any-way 1-5-shot diagnostic tasks. This integrated framework effectively enhances diagnostic accuracy, generalization, and adaptability, providing a reliable solution for complex industrial fault diagnosis.
The Architecture and Evaluation of Bayesian Neural Networks
As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior predictive distribution of Bayesian neural networks, the properties of even the most commonly used posterior approximations are often questioned. Computational burdens and intractable posteriors expose miscalibrated Bayesian neural networks to poor accuracy and unreliable uncertainty estimates. Approximate Bayesian inference aims to replace unknown and intractable posterior distributions with some simpler but feasible distributions. The dimensions of modern deep models coupled with the lack of identifiability make Markov chain Monte Carlo tremendously expensive and unable to fully explore the multimodal posterior. On the other hand, variational inference benefits from improved computational complexity but lacks the asymptotical guarantees of sampling-based inference and tends to concentrate around a single mode. The performance of both approaches heavily depends on architectural choices; this paper aims to shed some light on this, by considering the computational costs, accuracy and uncertainty quantification in different scenarios including large width and out-of-sample data. To improve posterior exploration, different model averaging and ensembling techniques are studied, along with their benefits on predictive performance. In our experiments, variational inference overall provided better uncertainty quantification than Markov chain Monte Carlo; further, stacking and ensembles of variational approximations provided comparable to Markov chain Monte Carlo accuracy at a much-reduced cost.
GPDFlow: Generative Multivariate Threshold Exceedance Modeling via Normalizing Flows
Hu, Chenglei, Castro-Camilo, Daniela
The multivariate generalized Pareto distribution (mGPD) is a common method for modeling extreme threshold exceedance probabilities in environmental and financial risk management. Despite its broad applicability, mGPD faces challenges due to the infinite possible parametrizations of its dependence function, with only a few parametric models available in practice. To address this limitation, we introduce GPDFlow, an innovative mGPD model that leverages normalizing flows to flexibly represent the dependence structure. Unlike traditional parametric mGPD approaches, GPDFlow does not impose explicit parametric assumptions on dependence, resulting in greater flexibility and enhanced performance. Additionally, GPDFlow allows direct inference of marginal parameters, providing insights into marginal tail behavior. We derive tail dependence coefficients for GPDFlow, including a bivariate formulation, a $d$-dimensional extension, and an alternative measure for partial exceedance dependence. A general relationship between the bivariate tail dependence coefficient and the generative samples from normalizing flows is discussed. Through simulations and a practical application analyzing the risk among five major US banks, we demonstrate that GPDFlow significantly improves modeling accuracy and flexibility compared to traditional parametric methods.
Token-Level Uncertainty-Aware Objective for Language Model Post-Training
Liu, Tingkai, Benjamin, Ari S., Zador, Anthony M.
In the current work, we connect token-level uncertainty in causal language modeling to two types of training objectives: 1) masked maximum likelihood (MLE), 2) self-distillation. We show that masked MLE is effective in reducing epistemic uncertainty, and serve as an effective token-level automatic curriculum learning technique. However, masked MLE is prone to overfitting and requires self-distillation regularization to improve or maintain performance on out-of-distribution tasks. We demonstrate significant performance gain via the proposed training objective - combined masked MLE and self-distillation - across multiple architectures (Gemma, LLaMA, Phi) and datasets (Alpaca, ShareGPT, GSM8K), mitigating overfitting while maintaining adaptability during post-training. Our findings suggest that uncertainty-aware training provides an effective mechanism for enhancing language model training.
Preference Elicitation for Multi-objective Combinatorial Optimization with Active Learning and Maximum Likelihood Estimation
Defresne, Marianne, Mandi, Jayanta, Guns, Tias
Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a single-objective function, such as a linear combination. However, defining the weights of the linear combination upfront is hard; alternatively, the use of interactive learning methods that ask users to compare candidate solutions is highly promising. The key challenges are to generate candidates quickly, to learn an objective function that leads to high-quality solutions and to do so with few user interactions. We build upon the Constructive Preference Elicitation framework and show how each of the three properties can be improved: to increase the interaction speed we investigate using pools of (relaxed) solutions, to improve the learning we adopt Maximum Likelihood Estimation of a Bradley-Terry preference model; and to reduce the number of user interactions, we select the pair of candidates to compare with an ensemble-based acquisition function inspired from Active Learning. Our careful experimentation demonstrates each of these improvements: on a PC configuration task and a realistic multi-instance routing problem, our method selects queries faster, needs fewer queries and synthesizes higher-quality combinatorial solutions than previous CPE methods.
Generative Multi-Agent Q-Learning for Policy Optimization: Decentralized Wireless Networks
Q-learning is a widely used reinforcement learning (RL) algorithm for optimizing wireless networks, but faces challenges with large state-spaces. Recently proposed multi-environment mixed Q-learning (MEMQ) algorithm addresses these challenges by employing multiple Q-learning algorithms across multiple synthetically generated, distinct but structurally related environments, so-called digital cousins. In this paper, we propose a novel multi-agent MEMQ (M-MEMQ) for cooperative decentralized wireless networks with multiple networked transmitters (TXs) and base stations (BSs). TXs do not have access to global information (joint state and actions). The new concept of coordinated and uncoordinated states is introduced. In uncoordinated states, TXs act independently to minimize their individual costs and update local Q-functions. In coordinated states, TXs use a Bayesian approach to estimate the joint state and update the joint Q-functions. The cost of information-sharing scales linearly with the number of TXs and is independent of the joint state-action space size. Several theoretical guarantees, including deterministic and probabilistic convergence, bounds on estimation error variance, and the probability of misdetecting the joint states, are given. Numerical simulations show that M-MEMQ outperforms several decentralized and centralized training with decentralized execution (CTDE) multi-agent RL algorithms by achieving 55% lower average policy error (APE), 35% faster convergence, 50% reduced runtime complexity, and 45% less sample complexity. Furthermore, M-MEMQ achieves comparable APE with significantly lower complexity than centralized methods. Simulations validate the theoretical analyses.
Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator
Ju, Yue, Wahlberg, Bo, Hjalmarsson, Håkan
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator in terms of minimizing mean squared error (MSE). However, regularized estimators often require hyper-parameter estimation. This paper focuses on ridge regression and the regularized estimator by employing the empirical Bayes hyper-parameter estimator. We utilize the excess MSE to quantify the MSE difference between the empirical-Bayes-based regularized estimator and the maximum likelihood estimator for large sample sizes. We then exploit the excess MSE expressions to develop both a family of generalized Bayes estimators and a family of closed-form biased estimators. They have the same excess MSE as the empirical-Bayes-based regularized estimator but eliminate the need for hyper-parameter estimation. Moreover, we conduct numerical simulations to show that the performance of these new estimators is comparable to the empirical-Bayes-based regularized estimator, while computationally, they are more efficient.