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High-Resolution Tensor-Network Fourier Methods for Exponentially Compressed Non-Gaussian Aggregate Distributions

arXiv.org Machine Learning

Its low-rank QTT structure arises from intrinsic spectral smoothness in continuous models, or from spectral energy concentration as the number of components D grows in discrete models. We demonstrate this on weighted sums of Bernoulli and lognormal random variables. In the latter, the approach reaches high-resolution discretizations of N = 230 frequency modes on standard hardware, far beyond the N =224 ceiling of dense implementations. These compressed representations enable efficient computation of Value at Risk (VaR) and Expected Shortfall (ES), supporting applications in quantitative finance and beyond. I. INTRODUCTION Weighted sums of independent random variables constitute a basic probabilistic model, describing macroscopic behavior arising from the aggregation of microscopic stochastic components. These models arise in a wide range of applications. Their probability distribution generally lacks a closed-form expression, and their evaluation involves multidimensional convolution integrals that are susceptible to the curse of dimensionality. Consequently, evaluating these models relies on specializednumericalmethods. Whilethese methods have been adapted for discrete settings [18, 19], they are frequently hampered by persistent Gibbs oscillations, which arise from distributional discontinuities and preclude uniform convergence [20, 21]. No existing method simultaneously achieves an accurate approximation of the exact, fully non-Gaussian target distribution while remaining scalable to larger, practically relevant system sizes. In this work, we introduce a new algorithm that combines the Fourier spectral method with tensor-network techniques.


Exact Bayesian Inference on Discrete Models via Probability Generating Functions: A Probabilistic Programming Approach

Neural Information Processing Systems

We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors.To express such models, we introduce a probabilistic programming language that supports discrete and continuous sampling, discrete observations, affine functions, (stochastic) branching, and conditioning on discrete events.Our key tool is:they provide a compact closed-form representation of distributions that are definable by programs, thus enabling the exact computation of posterior probabilities, expectation, variance, and higher moments.Our inference method is provably correct and fully automated in a tool called, which uses automatic differentiation (specifically, Taylor polynomials), but does not require computer algebra.Our experiments show that Genfer is often faster than the existing exact inference tools PSI, Dice, and Prodigy.On a range of real-world inference problems that none of these exact tools can solve, Genfer's performance is competitive with approximate Monte Carlo methods, while avoiding approximation errors.


multivariateGPT: a decoder-only transformer for multivariate categorical and numeric data

arXiv.org Artificial Intelligence

Real-world processes often generate data that are a mix of categorical and numeric values that are recorded at irregular and informative intervals. Discrete token-based approaches are limited in numeric representation capacity while methods like neural ordinary differential equations are not well suited for categorical data or informative sampling and require augmentation to handle certain classes of trajectories. Here, we present multivariateGPT, a single architecture for modeling sequences of mixed categorical (including tokenized text) and numeric data. This is accomplished with an autoregressive sequence decomposition, embedding scheme, and loss function that extend the next token prediction task to likelihood estimation of the joint distribution of next token class and value. We demonstrate how this approach can efficiently learn to generalize patterns in simple physical systems and model complex time series including electrocardiograms and multivariate electronic health record data. This work extends the utility of transformer based models to additional classes of data.


Exact Bayesian Inference on Discrete Models via Probability Generating Functions: A Probabilistic Programming Approach

Neural Information Processing Systems

We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors.To express such models, we introduce a probabilistic programming language that supports discrete and continuous sampling, discrete observations, affine functions, (stochastic) branching, and conditioning on discrete events.Our key tool is probability generating functions:they provide a compact closed-form representation of distributions that are definable by programs, thus enabling the exact computation of posterior probabilities, expectation, variance, and higher moments.Our inference method is provably correct and fully automated in a tool called Genfer, which uses automatic differentiation (specifically, Taylor polynomials), but does not require computer algebra.Our experiments show that Genfer is often faster than the existing exact inference tools PSI, Dice, and Prodigy.On a range of real-world inference problems that none of these exact tools can solve, Genfer's performance is competitive with approximate Monte Carlo methods, while avoiding approximation errors.


Dynamic planning in hierarchical active inference

arXiv.org Artificial Intelligence

By dynamic planning, we refer to the ability of the human brain to infer and impose motor trajectories related to cognitive decisions. A recent paradigm, active inference, brings fundamental insights into the adaptation of biological organisms, constantly striving to minimize prediction errors to restrict themselves to life-compatible states. Over the past years, many studies have shown how human and animal behavior could be explained in terms of an active inferential process - either as discrete decision-making or continuous motor control - inspiring innovative solutions in robotics and artificial intelligence. Still, the literature lacks a comprehensive outlook on how to effectively plan actions in changing environments. Setting ourselves the goal of modeling tool use, we delve into the topic of dynamic planning in active inference, keeping in mind two crucial aspects of biological goal-directed behavior: the capacity to understand and exploit affordances for object manipulation, and to learn the hierarchical interactions between the self and the environment, including other agents. We start from a simple unit and gradually describe more advanced structures, comparing recently proposed design choices and providing basic examples for each section. This study distances itself from traditional views centered on neural networks and reinforcement learning, and points toward a yet unexplored direction in active inference: hybrid representations in hierarchical models.


Learning Discrete Concepts in Latent Hierarchical Models

arXiv.org Machine Learning

Learning concepts from natural high-dimensional data (e.g., images) holds potential in building human-aligned and interpretable machine learning models. Despite its encouraging prospect, formalization and theoretical insights into this crucial task are still lacking. In this work, we formalize concepts as discrete latent causal variables that are related via a hierarchical causal model that encodes different abstraction levels of concepts embedded in high-dimensional data (e.g., a dog breed and its eye shapes in natural images). We formulate conditions to facilitate the identification of the proposed causal model, which reveals when learning such concepts from unsupervised data is possible. Our conditions permit complex causal hierarchical structures beyond latent trees and multi-level directed acyclic graphs in prior work and can handle high-dimensional, continuous observed variables, which is well-suited for unstructured data modalities such as images. We substantiate our theoretical claims with synthetic data experiments. Further, we discuss our theory's implications for understanding the underlying mechanisms of latent diffusion models and provide corresponding empirical evidence for our theoretical insights.


Hierarchical hybrid modeling for flexible tool use

arXiv.org Artificial Intelligence

In a recent computational framework called active inference, discrete models can be linked to their continuous counterparts to perform decision-making in changing environments. From another perspective, simple agents can be combined to better capture the causal relationships of the world. How can we use these two features together to achieve efficient goal-directed behavior? We present an architecture composed of several hybrid -- continuous and discrete -- units replicating the agent's configuration, controlled by a high-level discrete model that achieves dynamic planning and synchronized behavior. Additional factorizations within each level allow to represent hierarchically other agents and objects in relation to the self. We evaluate this hierarchical hybrid model on a non-trivial task: reaching a moving object after having picked a moving tool. This study extends past work on control as inference and proposes an alternative direction to deep reinforcement learning.


Results on Counterfactual Invariance

arXiv.org Artificial Intelligence

In this paper we provide a theoretical analysis of counterfactual invariance. We present a variety of existing definitions, study how they relate to each other and what their graphical implications are. We then turn to the current major question surrounding counterfactual invariance, how does it relate to conditional independence? We show that whilst counterfactual invariance implies conditional independence, conditional independence does not give any implications about the degree or likelihood of satisfying counterfactual invariance. Furthermore, we show that for discrete causal models counterfactually invariant functions are often constrained to be functions of particular variables, or even constant.


Spreads in Effective Learning Rates: The Perils of Batch Normalization During Early Training

arXiv.org Artificial Intelligence

Excursions in gradient magnitude pose a persistent challenge when training deep networks. In this paper, we study the early training phases of deep normalized ReLU networks, accounting for the induced scale invariance by examining effective learning rates (LRs). Starting with the well-known fact that batch normalization (BN) leads to exponentially exploding gradients at initialization, we develop an ODE-based model to describe early training dynamics. Our model predicts that in the gradient flow, effective LRs will eventually equalize, aligning with empirical findings on warm-up training. Using large LRs is analogous to applying an explicit solver to a stiff non-linear ODE, causing overshooting and vanishing gradients in lower layers after the first step. Achieving overall balance demands careful tuning of LRs, depth, and (optionally) momentum. Our model predicts the formation of spreads in effective LRs, consistent with empirical measurements. Moreover, we observe that large spreads in effective LRs result in training issues concerning accuracy, indicating the importance of controlling these dynamics. To further support a causal relationship, we implement a simple scheduling scheme prescribing uniform effective LRs across layers and confirm accuracy benefits.


Discrete models of continuous behavior of collective adaptive systems

arXiv.org Artificial Intelligence

Artificial ants are "small" units, moving autonomously on a shared, dynamically changing "space", directly or indirectly exchanging some kind of information. Artificial ants are frequently conceived as a paradigm for collective adaptive systems. In this paper, we discuss means to represent continuous moves of "ants" in discrete models. More generally, we challenge the role of the notion of "time" in artificial ant systems and models. We suggest a modeling framework that structures behavior along causal dependencies, and not along temporal relations. We present all arguments by help of a simple example. As a modeling framework we employ Heraklit; an emerging framework that already has proven its worth in many contexts.