Uncertainty
Estimating the Probability of Sampling a Trained Neural Network at Random
They evaluate simple mass, under a Gaussian or uniform prior, gradient-free learning algorithms, such as the "Guess & of a region in neural network parameter space Check" optimizer which randomly samples parameters until corresponding to a particular behavior, such as it stumbles upon a network that achieves training loss achieving test loss below some threshold. When under some threshold, and find that these methods have the prior is uniform, this problem is equivalent similar generalization behavior to gradient descent, at least to measuring the volume of a region. We show on the very simple tasks they tested. Teney et al. (2024) empirically and theoretically that existing algorithms find that randomly initialized networks represent very simple for estimating volumes in parameter space functions, which would explain the simplicity bias of underestimate the true volume by millions of orders deep learning if SGD behaves similarly to Guess & Check. of magnitude. We find that this error can be dramatically reduced, but not entirely eliminated, Additionally, Mingard et al. (2021) provide evidence that with an importance sampling method using SGD may be an approximate Bayesian sampler, where the gradient information that is already provided prior distribution over functions is equal to the distribution by popular optimizers. The negative logarithm of over functions represented by randomly initialized networks.
Bayesian Optimization with Preference Exploration by Monotonic Neural Network Ensemble
Wang, Hanyang, Branke, Juergen, Poloczek, Matthias
In MOO, there is usually not a single optimal solution, but a range of so-called Pareto optimal or non-dominated Many real-world black-box optimization problems solutions with different trade-offs. A widely adopted approach have multiple conflicting objectives. Rather aims to search for a good representation of these than attempting to approximate the entire set of Pareto-optimal solutions by maximizing their hypervolume. Pareto-optimal solutions, interactive preference Two prominent methods stand out in this regard: ParEGO learning, i.e., optimization with a decision maker (Knowles, 2006), which employs random augmented Chebyshev in the loop, allows to focus the search on the scalarizations for optimization in each iteration, and most relevant subset. However, few previous studies expected hypervolume maximization (Yang et al., 2019; have exploited the fact that utility functions Daulton et al., 2020), which directly maximizes the hypervolume are usually monotonic.
Joint Learning of Energy-based Models and their Partition Function
Sander, Michael E., Roulet, Vincent, Liu, Tianlin, Blondel, Mathieu
Energy-based models (EBMs) offer a flexible framework for parameterizing probability distributions using neural networks. However, learning EBMs by exact maximum likelihood estimation (MLE) is generally intractable, due to the need to compute the partition function (normalization constant). In this paper, we propose a novel formulation for approximately learning probabilistic EBMs in combinatorially-large discrete spaces, such as sets or permutations. Our key idea is to jointly learn both an energy model and its log-partition, both parameterized as a neural network. Our approach not only provides a novel tractable objective criterion to learn EBMs by stochastic gradient descent (without relying on MCMC), but also a novel means to estimate the log-partition function on unseen data points. On the theoretical side, we show that our approach recovers the optimal MLE solution when optimizing in the space of continuous functions. Furthermore, we show that our approach naturally extends to the broader family of Fenchel-Young losses, allowing us to obtain the first tractable method for optimizing the sparsemax loss in combinatorially-large spaces. We demonstrate our approach on multilabel classification and label ranking.
Optimal generalisation and learning transition in extensive-width shallow neural networks near interpolation
Barbier, Jean, Camilli, Francesco, Nguyen, Minh-Toan, Pastore, Mauro, Skerk, Rudy
We consider a teacher-student model of supervised learning with a fully-trained 2-layer neural network whose width $k$ and input dimension $d$ are large and proportional. We compute the Bayes-optimal generalisation error of the network for any activation function in the regime where the number of training data $n$ scales quadratically with the input dimension, i.e., around the interpolation threshold where the number of trainable parameters $kd+k$ and of data points $n$ are comparable. Our analysis tackles generic weight distributions. Focusing on binary weights, we uncover a discontinuous phase transition separating a "universal" phase from a "specialisation" phase. In the first, the generalisation error is independent of the weight distribution and decays slowly with the sampling rate $n/d^2$, with the student learning only some non-linear combinations of the teacher weights. In the latter, the error is weight distribution-dependent and decays faster due to the alignment of the student towards the teacher network. We thus unveil the existence of a highly predictive solution near interpolation, which is however potentially hard to find.
Estimating Multi-chirp Parameters using Curvature-guided Langevin Monte Carlo
Basu, Sattwik, Dutta, Debottam, Wei, Yu-Lin, Choudhury, Romit Roy
This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We formulate this as a non-convex optimization problem and propose a modified Langevin Monte Carlo (LMC) sampler that exploits the average curvature of the objective function to reliably find the minimizer. Results show that our Curvature-guided LMC (CG-LMC) algorithm is robust and succeeds even in low SNR regimes, making it viable for practical applications.
Unfaithful Probability Distributions in Binary Triple of Causality Directed Acyclic Graph
Faithfulness is the foundation of probability distribution and graph in causal discovery and causal inference. In this paper, several unfaithful probability distribution examples are constructed in three--vertices binary causality directed acyclic graph (DAG) structure, which are not faithful to causal DAGs described in J.M.,Robins,et al. Uniform consistency in causal inference. Biometrika (2003),90(3): 491--515. And the general unfaithful probability distribution with multiple independence and conditional independence in binary triple causal DAG is given.
Bayesian BIM-Guided Construction Robot Navigation with NLP Safety Prompts in Dynamic Environments
Construction robotics increasingly relies on natural language processing for task execution, creating a need for robust methods to interpret commands in complex, dynamic environments. While existing research primarily focuses on what tasks robots should perform, less attention has been paid to how these tasks should be executed safely and efficiently. This paper presents a novel probabilistic framework that uses sentiment analysis from natural language commands to dynamically adjust robot navigation policies in construction environments. The framework leverages Building Information Modeling (BIM) data and natural language prompts to create adaptive navigation strategies that account for varying levels of environmental risk and uncertainty. We introduce an object-aware path planning approach that combines exponential potential fields with a grid-based representation of the environment, where the potential fields are dynamically adjusted based on the semantic analysis of user prompts. The framework employs Bayesian inference to consolidate multiple information sources: the static data from BIM, the semantic content of natural language commands, and the implied safety constraints from user prompts. We demonstrate our approach through experiments comparing three scenarios: baseline shortest-path planning, safety-oriented navigation, and risk-aware routing. Results show that our method successfully adapts path planning based on natural language sentiment, achieving a 50\% improvement in minimum distance to obstacles when safety is prioritized, while maintaining reasonable path lengths. Scenarios with contrasting prompts, such as "dangerous" and "safe", demonstrate the framework's ability to modify paths. This approach provides a flexible foundation for integrating human knowledge and safety considerations into construction robot navigation.
Learning the Optimal Stopping for Early Classification within Finite Horizons via Sequential Probability Ratio Test
Ebihara, Akinori F., Miyagawa, Taiki, Sakurai, Kazuyuki, Imaoka, Hitoshi
Time-sensitive machine learning benefits from Sequential Probability Ratio Test (SPRT), which provides an optimal stopping time for early classification of time series. However, in finite horizon scenarios, where input lengths are finite, determining the optimal stopping rule becomes computationally intensive due to the need for backward induction, limiting practical applicability. We thus introduce FIRMBOUND, an SPRT-based framework that efficiently estimates the solution to backward induction from training data, bridging the gap between optimal stopping theory and real-world deployment. It employs density ratio estimation and convex function learning to provide statistically consistent estimators for sufficient statistic and conditional expectation, both essential for solving backward induction; consequently, FIRMBOUND minimizes Bayes risk to reach optimality. Additionally, we present a faster alternative using Gaussian process regression, which significantly reduces training time while retaining low deployment overhead, albeit with potential compromise in statistical consistency. Experiments across independent and identically distributed (i.i.d.), non-i.i.d., binary, multiclass, synthetic, and real-world datasets show that FIRMBOUND achieves optimalities in the sense of Bayes risk and speed-accuracy tradeoff. Furthermore, it advances the tradeoff boundary toward optimality when possible and reduces decision-time variance, ensuring reliable decision-making. Code is publicly available at https://github.com/Akinori-F-Ebihara/FIRMBOUND
Variational Combinatorial Sequential Monte Carlo for Bayesian Phylogenetics in Hyperbolic Space
Chen, Alex, Chlenski, Philipe, Munyuza, Kenneth, Moretti, Antonio Khalil, Naesseth, Christian A., Pe'er, Itsik
Hyperbolic space naturally encodes hierarchical structures such as phylogenies (binary trees), where inward-bending geodesics reflect paths through least common ancestors, and the exponential growth of neighborhoods mirrors the super-exponential scaling of topologies. This scaling challenge limits the efficiency of Euclidean-based approximate inference methods. Motivated by the geometric connections between trees and hyperbolic space, we develop novel hyperbolic extensions of two sequential search algorithms: Combinatorial and Nested Combinatorial Sequential Monte Carlo (\textsc{Csmc} and \textsc{Ncsmc}). Our approach introduces consistent and unbiased estimators, along with variational inference methods (\textsc{H-Vcsmc} and \textsc{H-Vncsmc}), which outperform their Euclidean counterparts. Empirical results demonstrate improved speed, scalability and performance in high-dimensional phylogenetic inference tasks.
Deep Ensembles Secretly Perform Empirical Bayes
Loaiza-Ganem, Gabriel, Villecroze, Valentin, Wang, Yixin
Quantifying uncertainty in neural networks is a highly relevant problem which is essential to many applications. The two predominant paradigms to tackle this task are Bayesian neural networks (BNNs) and deep ensembles. Despite some similarities between these two approaches, they are typically surmised to lack a formal connection and are thus understood as fundamentally different. BNNs are often touted as more principled due to their reliance on the Bayesian paradigm, whereas ensembles are perceived as more ad-hoc; yet, deep ensembles tend to empirically outperform BNNs, with no satisfying explanation as to why this is the case. In this work we bridge this gap by showing that deep ensembles perform exact Bayesian averaging with a posterior obtained with an implicitly learned data-dependent prior. In other words deep ensembles are Bayesian, or more specifically, they implement an empirical Bayes procedure wherein the prior is learned from the data. This perspective offers two main benefits: (i) it theoretically justifies deep ensembles and thus provides an explanation for their strong empirical performance; and (ii) inspection of the learned prior reveals it is given by a mixture of point masses -- the use of such a strong prior helps elucidate observed phenomena about ensembles. Overall, our work delivers a newfound understanding of deep ensembles which is not only of interest in it of itself, but which is also likely to generate future insights that drive empirical improvements for these models.