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Proposal-Guided Greedy Surrogate Refinement for PDE-Driven High-Dimensional Rare-Event Estimation

arXiv.org Machine Learning

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive importance sampling provides a natural localization tool: its evolving proposal distribution progressively identifies the failure-relevant region. Motivated by this observation, we propose a surrogate-assisted adaptive importance sampling framework that refines the surrogate locally along the evolving proposal, rather than over the entire input space. The surrogate combines an encoder with a neural network, providing a low-dimensional latent representation for both prediction and sample selection. At each adaptive iteration, candidates drawn from the current proposal are selected by a greedy latent-space rule balancing proximity to the estimated failure boundary and sample diversity. The selected samples are evaluated by the high-fidelity model and used to refine the surrogate, which then guides the subsequent cross-entropy-type adaptive proposal update. We establish one-step proposal stability bounds under local surrogate errors, together with surrogate-induced misclassification and finite-sample estimation error bounds. Numerical experiments on multimodal benchmarks and PDE-driven rare-event problems up to 100 dimensions show that the proposed method achieves accuracy comparable to true-model adaptive importance sampling while requiring substantially fewer high-fidelity evaluations.



ALMA: Hierarchical Learning for Composite Multi-Agent Tasks

Neural Information Processing Systems

Despite significant progress on multi-agent reinforcement learning (MARL) in recent years, coordination in complex domains remains a challenge. Work in MARL often focuses on solving tasks where agents interact with all other agents and entities in the environment; however, we observe that real-world tasks are often composed of several isolated instances of local agent interactions (subtasks), and each agent can meaningfully focus on one subtask to the exclusion of all else in the environment. In these composite tasks, successful policies can often be decomposed into two levels of decision-making: agents are allocated to specific subtasks and each agent acts productively towards their assigned subtask alone. This decomposed decision making provides a strong structural inductive bias, significantly reduces agent observation spaces, and encourages subtask-specific policies to be reused and composed during training, as opposed to treating each new composition of subtasks as unique. We introduce ALMA, a general learning method for taking advantage of these structured tasks. ALMA simultaneously learns a high-level subtask allocation policy and low-level agent policies. We demonstrate that ALMA learns sophisticated coordination behavior in a number of challenging environments, outperforming strong baselines. ALMA's modularity also enables it to better generalize to new environment configurations. Finally, we find that while ALMA can integrate separately trained allocation and action policies, the best performance is obtained only by training all components jointly.



Uniform Sampling over Episode Difficulty

Neural Information Processing Systems

Episodic training is a core ingredient of few-shot learning to train models on tasks with limited labelled data. Despite its success, episodic training remains largely understudied, prompting us to ask the question: what is the best way to sample episodes? In this paper, we first propose a method to approximate episode sampling distributions based on their difficulty. Building on this method, we perform an extensive analysis and find that sampling uniformly over episode difficulty outperforms other sampling schemes, including curriculum and easy-/hard-mining. As the proposed sampling method is algorithm agnostic, we can leverage these insights to improve few-shot learning accuracies across many episodic training algorithms. We demonstrate the efficacy of our method across popular few-shot learning datasets, algorithms, network architectures, and protocols.



Fast and Provably Good Seedings for k-Means

Neural Information Processing Systems

Seeding - the task of finding initial cluster centers - is critical in obtaining highquality clusterings for k-Means. However, k-means++ seeding, the state of the art algorithm, does not scale well to massive datasets as it is inherently sequential and requires k full passes through the data. It was recently shown that Markov chain Monte Carlo sampling can be used to efficiently approximate the seeding step of k-means++. However, this result requires assumptions on the data generating distribution. We propose a simple yet fast seeding algorithm that produces provably good clusterings even without assumptions on the data. Our analysis shows that the algorithm allows for a favourable trade-off between solution quality and computational cost, speeding up k-means++seeding by up to several orders of magnitude.


Bayesian experimental design: grouped geometric pooled posterior via ensemble Kalman methods

arXiv.org Machine Learning

Bayesian experimental design (BED) for complex physical systems is often limited by the nested inference required to estimate the expected information gain (EIG) or its gradients. Each outer sample induces a different posterior, creating a large and heterogeneous set of inference targets. Existing methods have to sacrifice either accuracy or efficiency: they either perform per-outer-sample posterior inference, which yields higher fidelity but at prohibitive computational cost, or amortize the inner inference across all outer samples for computational reuse, at the risk of degraded accuracy under posterior heterogeneity. To improve accuracy and maintain cost at the amortized level, we propose a grouped geometric pooled posterior framework that partitions outer samples into groups and constructs a pooled proposal for each group. While such grouping strategy would normally require generating separate proposal samples for different groups, our tailored ensemble Kalman inversion (EKI) formulation generates these samples without extra forward-model evaluation cost. We also introduce a conservative diagnostic to assess importance-sampling quality to guide grouping. This grouping strategy improves within-group proposal-target alignment, yielding more accurate and stable estimators while keeping the cost comparable to amortized approaches. We evaluate the performance of our method on both Gaussian-linear and high-dimensional network-based model discrepancy calibration problems.