We propose a novel method for measuring the discrepancy between a set of samples and a desired posterior distribution for Bayesian inference. Classical methods for assessing sample quality like the effective sample size are not appropriate for scalable Bayesian sampling algorithms, such as stochastic gradient Langevin dynamics, that are asymptotically biased. Instead, the gold standard is to use the kernel Stein Discrepancy (KSD), which is itself not scalable given its quadratic cost in the number of samples. The KSD and its faster extensions also typically suffer from the curse-of-dimensionality and can require extensive tuning. To address these limitations, we develop the polynomial Stein discrepancy (PSD) and an associated goodness-of-fit test. While the new test is not fully convergence-determining, we prove that it detects differences in the first r moments in the Bernstein-von Mises limit. We empirically show that the test has higher power than its competitors in several examples, and at a lower computational cost. Finally, we demonstrate that the PSD can assist practitioners to select hyper-parameters of Bayesian sampling algorithms more efficiently than competitors.
Clustering based on vibration responses, such as transmissibility functions (TFs), is promising in structural anomaly detection, but most existing approaches struggle with determining the optimal cluster number and handling high-dimensional streaming data, while their shallow structures also make them sensitive to manually-engineered feature quality. To bridge this gap, this work proposes the Dirichlet process-deep generative model-integrated incremental learning (DPGIIL) for clustering by combining the advantages of deep generative models (DGMs) in representation learning and the Dirichlet process mixture model (DPMM) in identifying distinct patterns in observed data. By introducing a DPMM prior into the latent space of DGMs, DPGIIL automatically captures dissimilarities in extracted latent representations, enabling both generative modeling and clustering. Within the context of variational Bayesian inference, a lower bound on the log marginal likelihood of DPGIIL, tighter than the evidence lower bound given sufficient training data, is derived analytically, which enables the joint optimization of DGM and DPMM parameters, thereby allowing the DPMM to regularize the DGM's feature extraction process. Additionally, a greedy split-merge scheme-based coordinate ascent variational inference method is devised to accelerate the optimization. The summary statistics of the DPMM, along with the network parameters, are used to retain information about previous data for incremental learning. Notably, this study uses variational autoencoder (VAE) within DPGIIL as an illustrative example, while this framework is adaptable to other DGMs. Two case studies show that the proposed method outperforms some state-of-the-art approaches in structural anomaly detection and clustering, while also dynamically generating new clusters to indicate the emergence of new structural conditions for online monitoring.
Although deep learning techniques show promising results for many neuroimaging tasks in research settings, they have not yet found widespread use in clinical scenarios. One of the reasons for this problem is that many machine learning models only identify correlations between the input images and the outputs of interest, which can lead to many practical problems, such as encoding of uninformative biases and reduced explainability. Thus, recent research is exploring if integrating a priori causal knowledge into deep learning models is a potential avenue to identify these problems. This work introduces a new causal generative architecture named Masked Causal Flow (MACAW) for neuroimaging applications. Within this context, three main contributions are described. First, a novel approach that integrates complex causal structures into normalizing flows is proposed. Second, counterfactual prediction is performed to identify the changes in effect variables associated with a cause variable. Finally, an explicit Bayesian inference for classification is derived and implemented, providing an inherent uncertainty estimation. The feasibility of the proposed method was first evaluated using synthetic data and then using MRI brain data from more than 23000 participants of the UK biobank study. The evaluation results show that the proposed method can (1) accurately encode causal reasoning and generate counterfactuals highlighting the structural changes in the brain known to be associated with aging, (2) accurately predict a subject's age from a single 2D MRI slice, and (3) generate new samples assuming other values for subject-specific indicators such as age, sex, and body mass index. The code for a toy dataset is available at the following link: https://github.com/vibujithan/macaw-2D.git.
Particle-based Bayesian inference methods by sampling from a partition-free target (posterior) distribution, e.g., Stein variational gradient descent (SVGD), have attracted significant attention. We propose a path-guided particle-based sampling~(PGPS) method based on a novel Log-weighted Shrinkage (LwS) density path linking an initial distribution to the target distribution. We propose to utilize a Neural network to learn a vector field motivated by the Fokker-Planck equation of the designed density path. Particles, initiated from the initial distribution, evolve according to the ordinary differential equation defined by the vector field. The distribution of these particles is guided along a density path from the initial distribution to the target distribution. The proposed LwS density path allows for an efficient search of modes of the target distribution while canonical methods fail. We theoretically analyze the Wasserstein distance of the distribution of the PGPS-generated samples and the target distribution due to approximation and discretization errors. Practically, the proposed PGPS-LwS method demonstrates higher Bayesian inference accuracy and better calibration ability in experiments conducted on both synthetic and real-world Bayesian learning tasks, compared to baselines, such as SVGD and Langevin dynamics, etc.
Common imaging techniques for detecting structural defects typically require sampling at more than twice the spatial frequency to achieve a target resolution. This study introduces a novel framework for imaging structural defects using significantly fewer samples. In this framework, defects are modeled as regions where physical properties shift from their nominal values to resemble those of air, and a linear approximation is formulated to relate these binary shifts in physical properties with corresponding changes in measurements. Recovering a binary vector from linear measurements is generally an NP-hard problem. To address this challenge, this study proposes two algorithmic approaches. The first approach relaxes the binary constraint, using convex optimization to find a solution. The second approach incorporates a binary-inducing prior and employs approximate Bayesian inference to estimate the posterior probability of the binary vector given the measurements. Both algorithmic approaches demonstrate better performance compared to existing compressive sampling methods for binary vector recovery. The framework's effectiveness is illustrated through examples of eddy current sensing to image defects in metal structures.
Rapid and accurate estimation of post-earthquake ground failures and building damage is critical for effective post-disaster responses. Progression in remote sensing technologies has paved the way for rapid acquisition of detailed, localized data, enabling swift hazard estimation through analysis of correlation deviations between pre- and post-quake satellite imagery. However, discerning seismic hazards and their impacts is challenged by overlapping satellite signals from ground failures, building damage, and environmental noise. Previous advancements introduced a novel causal graph-based Bayesian network that continually refines seismic ground failure and building damage estimates derived from satellite imagery, accounting for the intricate interplay among geospatial elements, seismic activity, ground failures, building structures, damages, and satellite data. However, this model's neglect of spatial heterogeneity across different locations in a seismic region limits its precision in capturing the spatial diversity of seismic effects. In this study, we pioneer an approach that accounts for spatial intricacies by introducing a spatial variable influenced by the bilateral filter to capture relationships from surrounding hazards. The bilateral filter considers both spatial proximity of neighboring hazards and their ground shaking intensity values, ensuring refined modeling of spatial relationships. This integration achieves a balance between site-specific characteristics and spatial tendencies, offering a comprehensive representation of the post-disaster landscape. Our model, tested across multiple earthquake events, demonstrates significant improvements in capturing spatial heterogeneity in seismic hazard estimation. The results highlight enhanced accuracy and efficiency in post-earthquake large-scale multi-impact estimation, effectively informing rapid disaster responses.
Catastrophic forgetting has been the leading issue in the domain of lifelong learning in artificial systems. Current artificial systems are reasonably good at learning domains they have seen before; however, as soon as they encounter something new, they either go through a significant performance deterioration or if you try to teach them the new distribution of data, they forget what they have learned before. Additionally, they are also prone to being overly confident when performing inference on seen as well as unseen data, causing significant reliability issues when lives are at stake. Therefore, it is extremely important to dig into this problem and formulate an approach that will be continually adaptable as well as reliable. If we move away from the engineering domain of such systems and look into biological systems, we can realize that these very systems are very efficient at computing the reliance as well as the uncertainty of accurate predictions that further help them refine the inference in a life-long setting. These systems are not perfect; however, they do give us a solid understanding of the reasoning under uncertainty which takes us to the domain of Bayesian reasoning. We incorporate this Bayesian inference with thresholding mechanism as to mimic more biologically inspired models, but only at spatial level. Further, we reproduce a recent study on Bayesian Inference with Spiking Neural Networks for Continual Learning to compare against it as a suitable biologically inspired Bayesian framework. Overall, we investigate the plausibility of biologically inspired Bayesian Learning in artificial systems on a vision dataset, MNIST, and show relative performance improvement under the conditions when the model is forced to predict VS when the model is not.
This paper presents a model of costly information acquisition where decision-makers can choose whether to elaborate information superficially or precisely. The former action is costless, while the latter entails a processing cost. Within this framework, decision-makers' beliefs may polarize even after they have access to the same evidence. From the perspective of a Bayesian observer who neglects information processing constraints, the decision-makers' optimal behavior and belief updating may appear consistent with biases such as disconfirmation, underreaction to information, and confirmation bias. However, these phenomena emerge naturally within the model and are fully compatible with standard Bayesian inference and rational decision-making when accounting for the costs of information acquisition.
ReduNet is a deep neural network model that leverages the principle of maximal coding rate \textbf{redu}ction to transform original data samples into a low-dimensional, linear discriminative feature representation. Unlike traditional deep learning frameworks, ReduNet constructs its parameters explicitly layer by layer, with each layer's parameters derived based on the features transformed from the preceding layer. Rather than directly using labels, ReduNet uses the similarity between each category's spanned subspace and the data samples for feature updates at each layer. This may lead to features being updated in the wrong direction, impairing the correct construction of network parameters and reducing the network's convergence speed. To address this issue, based on the geometric interpretation of the network parameters, this paper presents ESS-ReduNet to enhance the separability of each category's subspace by dynamically controlling the expansion of the overall spanned space of the samples. Meanwhile, label knowledge is incorporated with Bayesian inference to encourage the decoupling of subspaces. Finally, stability, as assessed by the condition number, serves as an auxiliary criterion for halting training. Experiments on the ESR, HAR, Covertype, and Gas datasets demonstrate that ESS-ReduNet achieves more than 10x improvement in convergence compared to ReduNet. Notably, on the ESR dataset, the features transformed by ESS-ReduNet achieve a 47\% improvement in SVM classification accuracy.
Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, identifying parameters that match observed data and align with prior knowledge. Unlike traditional Bayesian inference, SBI only needs access to simulations from the model and does not require evaluations of the likelihood-function. In addition, SBI algorithms do not require gradients through the simulator, allow for massive parallelization of simulations, and can perform inference for different observations without further simulations or training, thereby amortizing inference. Over the past years, we have developed, maintained, and extended $\texttt{sbi}$, a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks. The $\texttt{sbi}$ toolkit implements a wide range of inference methods, neural network architectures, sampling methods, and diagnostic tools. In addition, it provides well-tested default settings but also offers flexibility to fully customize every step of the simulation-based inference workflow. Taken together, the $\texttt{sbi}$ toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators, opening up new possibilities for aligning simulations with empirically observed data.
Large language models (LLMs) acquire a breadth of information across various domains. However, their computational complexity, cost, and lack of transparency often hinder their direct application for predictive tasks where privacy and interpretability are paramount. In fields such as healthcare, biology, and finance, specialised and interpretable linear models still hold considerable value. In such domains, labelled data may be scarce or expensive to obtain. Well-specified prior distributions over model parameters can reduce the sample complexity of learning through Bayesian inference; however, eliciting expert priors can be time-consuming. We therefore introduce AutoElicit to extract knowledge from LLMs and construct priors for predictive models. We show these priors are informative and can be refined using natural language. We perform a careful study contrasting AutoElicit with in-context learning and demonstrate how to perform model selection between the two methods. We find that AutoElicit yields priors that can substantially reduce error over uninformative priors, using fewer labels, and consistently outperform in-context learning. We show that AutoElicit saves over 6 months of labelling effort when building a new predictive model for urinary tract infections from sensor recordings of people living with dementia.
Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs on the model's parameters. However, minimising the expected risk under these beliefs can lead to suboptimal decisions due to model uncertainty or limited, noisy observations. To address this, we introduce Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS) which hedges against model uncertainty by optimising the worst-case risk over a posterior-informed ambiguity set. We provide two such sets, based on posterior expectations (DRO-BAS(PE)) or posterior predictives (DRO-BAS(PP)) and prove that both admit, under conditions, strong dual formulations leading to efficient single-stage stochastic programs which are solved with a sample average approximation. For DRO-BAS(PE) this covers all conjugate exponential family members while for DRO-BAS(PP) this is shown under conditions on the predictive's moment generating function. Our DRO-BAS formulations outperform existing Bayesian DRO on the Newsvendor problem and achieve faster solve times with comparable robustness on the Portfolio problem.
It has long been posited that there is a connection between the dynamical equations describing evolutionary processes in biology and sequential Bayesian learning methods. This manuscript describes new research in which this precise connection is rigorously established in the continuous time setting. Here we focus on a partial differential equation known as the Kushner-Stratonovich equation describing the evolution of the posterior density in time. Of particular importance is a piecewise smooth approximation of the observation path from which the discrete time filtering equations, which are shown to converge to a Stratonovich interpretation of the Kushner-Stratonovich equation. This smooth formulation will then be used to draw precise connections between nonlinear stochastic filtering and replicator-mutator dynamics. Additionally, gradient flow formulations will be investigated as well as a form of replicator-mutator dynamics which is shown to be beneficial for the misspecified model filtering problem. It is hoped this work will spur further research into exchanges between sequential learning and evolutionary biology and to inspire new algorithms in filtering and sampling.
Advancements in image segmentation play an integral role within the broad scope of Deep Learning-based Computer Vision. Furthermore, their widespread applicability in critical real-world tasks has resulted in challenges related to the reliability of such algorithms. Hence, uncertainty quantification has been extensively studied within this context, enabling the expression of model ignorance (epistemic uncertainty) or data ambiguity (aleatoric uncertainty) to prevent uninformed decision-making. Due to the rapid adoption of Convolutional Neural Network (CNN)-based segmentation models in high-stake applications, a substantial body of research has been published on this very topic, causing its swift expansion into a distinct field. This work provides a comprehensive overview of probabilistic segmentation, by discussing fundamental concepts of uncertainty quantification, governing advancements in the field as well as the application to various tasks. Moreover, literature on both types of uncertainties trace back to four key applications: (1) to quantify statistical inconsistencies in the annotation process due ambiguous images, (2) correlating prediction error with uncertainty, (3) expanding the model hypothesis space for better generalization, and (4) Active Learning. An extensive discussion follows that includes an overview of utilized datasets for each of the applications and evaluation of the available methods. We also highlight challenges related to architectures, uncertainty quantification methods, standardization and benchmarking, and finally end with recommendations for future work such as methods based on single forward passes and models that appropriately leverage volumetric data.
Structure-Based molecule optimization (SBMO) aims to optimize molecules with both continuous coordinates and discrete types against protein targets. A promising direction is to exert gradient guidance on generative models given its remarkable success in images, but it is challenging to guide discrete data and risks inconsistencies between modalities. To this end, we leverage a continuous and differentiable space derived through Bayesian inference, presenting Molecule Joint Optimization (MolJO), the gradient-based SBMO framework that facilitates joint guidance signals across different modalities while preserving SE(3)-equivariance. We introduce a novel backward correction strategy that optimizes within a sliding window of the past histories, allowing for a seamless trade-off between explore-and-exploit during optimization. MolJO achieves state-of-the-art performance on CrossDocked2020 benchmark (Success Rate 51.3%, Vina Dock -9.05 and SA 0.78), more than 4x improvement in Success Rate compared to the gradient-based counterpart, and 2x "Me-Better" Ratio as much as 3D baselines. Furthermore, we extend MolJO to a wide range of optimization settings, including multi-objective optimization and challenging tasks in drug design such as R-group optimization and scaffold hopping, further underscoring its versatility. Code is available at https://github.com/AlgoMole/MolCRAFT.
While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now, no tabular method has consistently outperformed classical supervised learning, which ignores these shifts. To address temporal distribution shifts, we present Drift-Resilient TabPFN, a fresh approach based on In-Context Learning with a Prior-Data Fitted Network that learns the learning algorithm itself: it accepts the entire training dataset as input and makes predictions on the test set in a single forward pass. Specifically, it learns to approximate Bayesian inference on synthetic datasets drawn from a prior that specifies the model's inductive bias. This prior is based on structural causal models (SCM), which gradually shift over time. To model shifts of these causal models, we use a secondary SCM, that specifies changes in the primary model parameters. The resulting Drift-Resilient TabPFN can be applied to unseen data, runs in seconds on small to moderately sized datasets and needs no hyperparameter tuning. Comprehensive evaluations across 18 synthetic and real-world datasets demonstrate large performance improvements over a wide range of baselines, such as XGB, CatBoost, TabPFN, and applicable methods featured in the Wild-Time benchmark. Compared to the strongest baselines, it improves accuracy from 0.688 to 0.744 and ROC AUC from 0.786 to 0.832 while maintaining stronger calibration. This approach could serve as significant groundwork for further research on out-of-distribution prediction.
Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides a natural framework to overcome such issues and has become the gold standard for uncertainty estimation with deep models, also providing improved accuracy and a framework for tuning critical hyperparameters. However, exact Bayesian inference is challenging, typically involving variational algorithms that impose strong independence and distributional assumptions. Moreover, existing methods are sensitive to the architectural choice of the network. We address these issues by focusing on a stochastic relaxation of the standard feed-forward rectified neural network and using sparsity-promoting priors on the weights of the neural network for increased robustness to architectural design. Thanks to Polya-Gamma data augmentation tricks, which render a conditionally linear and Gaussian model, we derive a fast, approximate variational inference algorithm that avoids distributional assumptions and independence across layers. Suitable strategies to further improve scalability and account for multimodality are considered.
Environmental and individualistic variables affect the rate of human decomposition in complex ways. These effects complicate the estimation of the postmortem interval (PMI) based on observed decomposition characteristics. In this work, we develop a generative probabilistic model for decomposing human remains based on PMI and a wide range of environmental and individualistic variables. This model explicitly represents the effect of each variable, including PMI, on the appearance of each decomposition characteristic, allowing for direct interpretation of model effects and enabling the use of the model for PMI inference and optimal experimental design. In addition, the probabilistic nature of the model allows for the integration of expert knowledge in the form of prior distributions. We fit this model to a diverse set of 2,529 cases from the GeoFOR dataset. We demonstrate that the model accurately predicts 24 decomposition characteristics with an ROC AUC score of 0.85. Using Bayesian inference techniques, we invert the decomposition model to predict PMI as a function of the observed decomposition characteristics and environmental and individualistic variables, producing an R-squared measure of 71%. Finally, we demonstrate how to use the fitted model to design future experiments that maximize the expected amount of new information about the mechanisms of decomposition using the Expected Information Gain formalism.
A variational Bayesian inference for measured wave intensity, such as X-ray intensity, is proposed in this paper. The data is popular to obtain information about unobservable features of an object, such as a material sample and the components of it. The proposed method assumes particles represent the wave, and their behaviors are stochastically modeled. The inference is accurate even if the data is noisy because of a smooth prior setting. Moreover, in this paper, two experimental results show feasibility of the proposed method.
Bayes' rule naturally allows for inference refinement in a streaming fashion, without the need to recompute posteriors from scratch whenever new data arrives. In principle, Bayesian streaming is straightforward: we update our prior with the available data and use the resulting posterior as a prior when processing the next data chunk. In practice, however, this recipe entails i) approximating an intractable posterior at each time step; and ii) encapsulating results appropriately to allow for posterior propagation. For continuous state spaces, variational inference (VI) is particularly convenient due to its scalability and the tractability of variational posteriors. For discrete state spaces, however, state-of-the-art VI results in analytically intractable approximations that are ill-suited for streaming settings. To enable streaming Bayesian inference over discrete parameter spaces, we propose streaming Bayes GFlowNets (abbreviated as SB-GFlowNets) by leveraging the recently proposed GFlowNets -- a powerful class of amortized samplers for discrete compositional objects. Notably, SB-GFlowNet approximates the initial posterior using a standard GFlowNet and subsequently updates it using a tailored procedure that requires only the newly observed data. Our case studies in linear preference learning and phylogenetic inference showcase the effectiveness of SB-GFlowNets in sampling from an unnormalized posterior in a streaming setting. As expected, we also observe that SB-GFlowNets is significantly faster than repeatedly training a GFlowNet from scratch to sample from the full posterior.