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To discretize continually: Mean shift interacting particle systems for Bayesian inference

arXiv.org Machine Learning

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples -- i.e., a quadrature rule -- constructed via an interacting particle system that minimizes maximum mean discrepancy (MMD) to the target distribution. These methods extend the classical mean shift algorithm, as well as recent algorithms for optimal quantization of empirical distributions, to the case of continuous distributions. Crucially, our approach creates dynamics for MMD minimization that are invariant to the unknown normalizing constant; they also admit both gradient-free and gradient-informed implementations. The resulting mean shift interacting particle systems converge quickly, capture anisotropy and multi-modality, avoid mode collapse, and scale to high dimensions. We demonstrate their performance on a wide range of benchmark sampling problems, including multi-modal mixtures, Bayesian hierarchical models, PDE-constrained inverse problems, and beyond.


Active Multiple-Prediction-Powered Inference

arXiv.org Machine Learning

Post-deployment monitoring of healthcare AI requires statistically valid, label-efficient methods, but gold-standard labels from clinician chart review are expensive. Prediction-powered inference (PPI) and active statistical inference (ASI) reduce label cost by combining a small labeled sample with abundant model predictions, but both are restricted to a single predictor, a poor fit for modern clinical pipelines that have multiple predictors of differing cost and accuracy available at inference time. We propose Active Multiple-Prediction-Powered Inference (AM-PPI), which routes each instance to a cost-appropriate predictor subset, samples gold-standard labels in proportion to the chosen subset's residual uncertainty, and reweights predictions to minimize estimator variance, all under a single deployment-time budget. AM-PPI generalizes ASI to leverage multiple predictors and extends Multiple-PPI from global per-predictor allocation to per-instance adaptive routing. We derive closed-form Karush-Kuhn-Tucker (KKT) conditions for all three decisions and prove, via biconvexity and strong duality, that the resulting fixed point is a global optimum despite the joint problem being non-jointly-convex. We establish asymptotic normality with valid coverage, minimum-variance unbiasedness within the linear-prediction augmented inverse propensity weighted (AIPW) class, and a closed-form criterion identifying when multiple predictors help. On synthetic data and three healthcare monitoring tasks, AM-PPI produces 10 to 40 percent narrower confidence intervals (CIs) than single-predictor ASI in the budget regime where routing matters, and matches the better baseline elsewhere.


An Efficient Spatial Branch-and-Bound Algorithm for Global Optimization of Gaussian Process Posterior Mean Functions

arXiv.org Machine Learning

We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is challenging because it remains nonlinear and nonconvex. Existing exact deterministic approaches become increasingly difficult to scale as the number of training data points grows, leading to approximation-based methods that improve tractability by optimizing a modified (inexact) objective. In this work, we propose PALM-Mean, a piecewise-analytic lower-bounding framework embedded in reduced-space spatial branch-and-bound. At each node, kernel terms that are locally important are replaced by a sign-aware piecewise-linear relaxation in an appropriate scalar distance variable, while the remaining terms are bounded analytically in closed form. We show this hybrid approach yields a valid lower bound for the posterior mean, while limiting the size of the branch-and-bound subproblems. We establish validity of the node lower bounds and $\varepsilon$-global convergence of the resulting algorithm. Computational results on synthetic benchmarks and real-world application problems show that PALM-Mean improves scalability relative to representative general-purpose deterministic global solvers, particularly as the number of training data points increases.




Enhancing Sharpness-Aware Optimization Through Variance Suppression

Neural Information Processing Systems

Sharpness-aware minimization (SAM) has well documented merits in enhancing generalization of deep neural networks, even without sizable data augmentation. Embracing the geometry of the loss function, where neighborhoods of'flat minima' heighten generalization ability, SAM seeks'flat valleys' by minimizing the maximum loss caused by an adversary perturbing parameters within the neighborhood. Although critical to account for sharpness of the loss function, such an'over-friendly adversary' can curtail the outmost level of generalization. The novel approach of this contribution fosters stabilization of adversaries through variance suppression (VaSSO) to avoid such friendliness.


Enhancing Sharpness-Aware Optimization Through Variance Suppression

Neural Information Processing Systems

Sharpness-aware minimization (SAM) has well documented merits in enhancing generalization of deep neural networks, even without sizable data augmentation. Embracing the geometry of the loss function, where neighborhoods of'flat minima' heighten generalization ability, SAM seeks'flat valleys' by minimizing the maximum loss caused by an adversary perturbing parameters within the neighborhood. Although critical to account for sharpness of the loss function, such an'over-friendly adversary' can curtail the outmost level of generalization. The novel approach of this contribution fosters stabilization of adversaries through variance suppression (VaSSO) to avoid such friendliness.


Parallel Submodular Function Minimization

Neural Information Processing Systems

We consider the parallel complexity of submodular function minimization (SFM). We provide a pair of methods which obtain two new query versus depth tradeoffs a submodular function defined on subsets of n elements that has integer values between M and M. The first method has depth 2 and query complexity