new

Get trending papers in your email inbox!

Subscribe

Daily Papers

byAK and the research community

Nov 12

PatentSBERTa: A Deep NLP based Hybrid Model for Patent Distance and Classification using Augmented SBERT

This study provides an efficient approach for using text data to calculate patent-to-patent (p2p) technological similarity, and presents a hybrid framework for leveraging the resulting p2p similarity for applications such as semantic search and automated patent classification. We create embeddings using Sentence-BERT (SBERT) based on patent claims. We leverage SBERTs efficiency in creating embedding distance measures to map p2p similarity in large sets of patent data. We deploy our framework for classification with a simple Nearest Neighbors (KNN) model that predicts Cooperative Patent Classification (CPC) of a patent based on the class assignment of the K patents with the highest p2p similarity. We thereby validate that the p2p similarity captures their technological features in terms of CPC overlap, and at the same demonstrate the usefulness of this approach for automatic patent classification based on text data. Furthermore, the presented classification framework is simple and the results easy to interpret and evaluate by end-users. In the out-of-sample model validation, we are able to perform a multi-label prediction of all assigned CPC classes on the subclass (663) level on 1,492,294 patents with an accuracy of 54% and F1 score > 66%, which suggests that our model outperforms the current state-of-the-art in text-based multi-label and multi-class patent classification. We furthermore discuss the applicability of the presented framework for semantic IP search, patent landscaping, and technology intelligence. We finally point towards a future research agenda for leveraging multi-source patent embeddings, their appropriateness across applications, as well as to improve and validate patent embeddings by creating domain-expert curated Semantic Textual Similarity (STS) benchmark datasets.

  • 3 authors
·
Mar 22, 2021

Light Schrödinger Bridge

Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal solver which plays the role of simple-yet-effective baseline for SB just like, e.g., k-means method in clustering, logistic regression in classification or Sinkhorn algorithm in discrete optimal transport. We address this issue and propose a novel fast and simple SB solver. Our development is a smart combination of two ideas which recently appeared in the field: (a) parameterization of the Schr\"odinger potentials with sum-exp quadratic functions and (b) viewing the log-Schr\"odinger potentials as the energy functions. We show that combined together these ideas yield a lightweight, simulation-free and theoretically justified SB solver with a simple straightforward optimization objective. As a result, it allows solving SB in moderate dimensions in a matter of minutes on CPU without a painful hyperparameter selection. Our light solver resembles the Gaussian mixture model which is widely used for density estimation. Inspired by this similarity, we also prove an important theoretical result showing that our light solver is a universal approximator of SBs. Furthemore, we conduct the analysis of the generalization error of our light solver. The code for our solver can be found at https://github.com/ngushchin/LightSB

  • 3 authors
·
Oct 2, 2023

L3Cube-IndicSBERT: A simple approach for learning cross-lingual sentence representations using multilingual BERT

The multilingual Sentence-BERT (SBERT) models map different languages to common representation space and are useful for cross-language similarity and mining tasks. We propose a simple yet effective approach to convert vanilla multilingual BERT models into multilingual sentence BERT models using synthetic corpus. We simply aggregate translated NLI or STS datasets of the low-resource target languages together and perform SBERT-like fine-tuning of the vanilla multilingual BERT model. We show that multilingual BERT models are inherent cross-lingual learners and this simple baseline fine-tuning approach without explicit cross-lingual training yields exceptional cross-lingual properties. We show the efficacy of our approach on 10 major Indic languages and also show the applicability of our approach to non-Indic languages German and French. Using this approach, we further present L3Cube-IndicSBERT, the first multilingual sentence representation model specifically for Indian languages Hindi, Marathi, Kannada, Telugu, Malayalam, Tamil, Gujarati, Odia, Bengali, and Punjabi. The IndicSBERT exhibits strong cross-lingual capabilities and performs significantly better than alternatives like LaBSE, LASER, and paraphrase-multilingual-mpnet-base-v2 on Indic cross-lingual and monolingual sentence similarity tasks. We also release monolingual SBERT models for each of the languages and show that IndicSBERT performs competitively with its monolingual counterparts. These models have been evaluated using embedding similarity scores and classification accuracy.

  • 5 authors
·
Apr 22, 2023

Evaluating Unsupervised Text Classification: Zero-shot and Similarity-based Approaches

Text classification of unseen classes is a challenging Natural Language Processing task and is mainly attempted using two different types of approaches. Similarity-based approaches attempt to classify instances based on similarities between text document representations and class description representations. Zero-shot text classification approaches aim to generalize knowledge gained from a training task by assigning appropriate labels of unknown classes to text documents. Although existing studies have already investigated individual approaches to these categories, the experiments in literature do not provide a consistent comparison. This paper addresses this gap by conducting a systematic evaluation of different similarity-based and zero-shot approaches for text classification of unseen classes. Different state-of-the-art approaches are benchmarked on four text classification datasets, including a new dataset from the medical domain. Additionally, novel SimCSE and SBERT-based baselines are proposed, as other baselines used in existing work yield weak classification results and are easily outperformed. Finally, the novel similarity-based Lbl2TransformerVec approach is presented, which outperforms previous state-of-the-art approaches in unsupervised text classification. Our experiments show that similarity-based approaches significantly outperform zero-shot approaches in most cases. Additionally, using SimCSE or SBERT embeddings instead of simpler text representations increases similarity-based classification results even further.

  • 3 authors
·
Nov 29, 2022

Simulation-based Inference towards Gravitational-wave waveform systematics in Intermediate-Mass Binary Black Holes

Parameter estimation for gravitational-wave signals is computationally demanding due to the high dimensionality of the parameter space and the cost of repeated waveform generation in traditional Bayesian inference. These analyses require on the order of 10^8 likelihood evaluations and waveform generations, resulting in inference times of hours to days per event. Furthermore, discrepancies between waveform models introduce systematic uncertainties that can bias inferred source properties. To address these challenges, we propose a novel framework based on Simulation-based Inference (SBI) and Neural Posterior Estimation (NPE) and apply it to signals from Intermediate-Mass Black Holes (IMBH). In this framework, we train a single amortised neural posterior estimator on a large simulated dataset generated using two state-of-the-art waveform approximants, IMRPhenomXPHM and SEOBNRv5PHM. By treating the waveform model index as a latent variable, the network learns to produce posterior distributions that are naturally marginalized over the discrepancies of the two waveform models. Once trained, the model enables direct posterior sampling in milliseconds per event, eliminating the need for likelihood evaluations while simultaneously accounting for model systematics. We demonstrate that this approach recovers accurate posterior distributions for IMBH signals injected into Gaussian noise, achieving close agreement with traditional nested-sampling results while reducing inference time by several orders of magnitude. Our results show that NPE can robustly incorporate waveform-model systematics within a unified framework, offering a scalable path toward rapid, systematics-aware gravitational-wave inference. Establishing these methods as promising alternatives to classical likelihood-based pipelines for current and future high-mass gravitational-wave observations.

  • 4 authors
·
Mar 26

BAM! Bayesian Anything Model: a foundation model for generative computational imaging

Generative models are transforming Bayesian computational imaging, yet the field still lacks physics-aware foundation models. Current practice falls into two camps. Large foundation image models are deployed as plug-and-play priors with zero-shot approximate likelihood guidance, which introduces significant bias and computational cost. Physics-aware generative models avoid this bias, but each is tied to a specific dataset, task and instrument. We introduce BAM (Bayesian Anything Model), a lightweight foundation model for few-step, physics-aware posterior sampling that generalises robustly to unseen data and tasks, zero-shot or with minimal finetuning. BAM upgrades the operator-conditioned Reconstruct Anything Model (RAM) backbone (Terris et al.) into a conditional flow map, so instrument physics is specified at inference time rather than fixed during training. BAM has just 36M parameters and is pre-trained jointly on large image corpora and libraries of forward operators. A single network then draws posterior samples in a few steps, with no likelihood approximation and no guidance weights to tune. Across linear inverse problems on FFHQ, AFHQ, LSUN, DIV2K and the Kohler camera-shake benchmark, BAM outperforms in just 3 steps both specialised models and leading zero-shot methods in sample quality, at a fraction of their computational cost. BAM gives the community an accessible entry point to generative computational imaging, lowers the economic and environmental cost of training imaging models, and opens a new path for research on physics-aware Bayesian computational imaging. Official page: https://bayesian-anything-model.github.io/

  • 5 authors
·
Sep 29

How to Train Your HiPPO: State Space Models with Generalized Orthogonal Basis Projections

Linear time-invariant state space models (SSM) are a classical model from engineering and statistics, that have recently been shown to be very promising in machine learning through the Structured State Space sequence model (S4). A core component of S4 involves initializing the SSM state matrix to a particular matrix called a HiPPO matrix, which was empirically important for S4's ability to handle long sequences. However, the specific matrix that S4 uses was actually derived in previous work for a particular time-varying dynamical system, and the use of this matrix as a time-invariant SSM had no known mathematical interpretation. Consequently, the theoretical mechanism by which S4 models long-range dependencies actually remains unexplained. We derive a more general and intuitive formulation of the HiPPO framework, which provides a simple mathematical interpretation of S4 as a decomposition onto exponentially-warped Legendre polynomials, explaining its ability to capture long dependencies. Our generalization introduces a theoretically rich class of SSMs that also lets us derive more intuitive S4 variants for other bases such as the Fourier basis, and explains other aspects of training S4, such as how to initialize the important timescale parameter. These insights improve S4's performance to 86% on the Long Range Arena benchmark, with 96% on the most difficult Path-X task.

  • 5 authors
·
Jun 23, 2022

A Review of Multi-Modal Large Language and Vision Models

Large Language Models (LLMs) have recently emerged as a focal point of research and application, driven by their unprecedented ability to understand and generate text with human-like quality. Even more recently, LLMs have been extended into multi-modal large language models (MM-LLMs) which extends their capabilities to deal with image, video and audio information, in addition to text. This opens up applications like text-to-video generation, image captioning, text-to-speech, and more and is achieved either by retro-fitting an LLM with multi-modal capabilities, or building a MM-LLM from scratch. This paper provides an extensive review of the current state of those LLMs with multi-modal capabilities as well as the very recent MM-LLMs. It covers the historical development of LLMs especially the advances enabled by transformer-based architectures like OpenAI's GPT series and Google's BERT, as well as the role of attention mechanisms in enhancing model performance. The paper includes coverage of the major and most important of the LLMs and MM-LLMs and also covers the techniques of model tuning, including fine-tuning and prompt engineering, which tailor pre-trained models to specific tasks or domains. Ethical considerations and challenges, such as data bias and model misuse, are also analysed to underscore the importance of responsible AI development and deployment. Finally, we discuss the implications of open-source versus proprietary models in AI research. Through this review, we provide insights into the transformative potential of MM-LLMs in various applications.

  • 3 authors
·
Mar 28, 2024

Resources for Brewing BEIR: Reproducible Reference Models and an Official Leaderboard

BEIR is a benchmark dataset for zero-shot evaluation of information retrieval models across 18 different domain/task combinations. In recent years, we have witnessed the growing popularity of a representation learning approach to building retrieval models, typically using pretrained transformers in a supervised setting. This naturally begs the question: How effective are these models when presented with queries and documents that differ from the training data? Examples include searching in different domains (e.g., medical or legal text) and with different types of queries (e.g., keywords vs. well-formed questions). While BEIR was designed to answer these questions, our work addresses two shortcomings that prevent the benchmark from achieving its full potential: First, the sophistication of modern neural methods and the complexity of current software infrastructure create barriers to entry for newcomers. To this end, we provide reproducible reference implementations that cover the two main classes of approaches: learned dense and sparse models. Second, there does not exist a single authoritative nexus for reporting the effectiveness of different models on BEIR, which has led to difficulty in comparing different methods. To remedy this, we present an official self-service BEIR leaderboard that provides fair and consistent comparisons of retrieval models. By addressing both shortcomings, our work facilitates future explorations in a range of interesting research questions that BEIR enables.

  • 6 authors
·
Jun 12, 2023

Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts

While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing classifier-free guidance methods use a simple heuristic to mix conditional and unconditional scores to approximately sample from conditional distributions. However, such methods do not approximate the intermediate distributions, necessitating additional 'corrector' steps. In this work, we provide an efficient and principled method for sampling from a sequence of annealed, geometric-averaged, or product distributions derived from pretrained score-based models. We derive a weighted simulation scheme which we call Feynman-Kac Correctors (FKCs) based on the celebrated Feynman-Kac formula by carefully accounting for terms in the appropriate partial differential equations (PDEs). To simulate these PDEs, we propose Sequential Monte Carlo (SMC) resampling algorithms that leverage inference-time scaling to improve sampling quality. We empirically demonstrate the utility of our methods by proposing amortized sampling via inference-time temperature annealing, improving multi-objective molecule generation using pretrained models, and improving classifier-free guidance for text-to-image generation. Our code is available at https://github.com/martaskrt/fkc-diffusion.

  • 9 authors
·
Mar 4, 2025 2

Efficient Massive Black Hole Binary parameter estimation for LISA using Sequential Neural Likelihood

The inspiral, merger, and ringdown of Massive Black Hole Binaries (MBHBs) is one the main sources of Gravitational Waves (GWs) for the future Laser Interferometer Space Antenna (LISA), an ESA-led mission in the implementation phase. It is expected that LISA will detect these systems throughout the entire observable universe. Robust and efficient data analysis algorithms are necessary to detect and estimate physical parameters for these systems. In this work, we explore the application of Sequential Neural Likelihood, a simulation-based inference algorithm, to detect and characterize MBHB GW signals in synthetic LISA data. We describe in detail the different elements of the method, their performance and possible alternatives that can be used to enhance the performance. Instead of sampling from the conventional likelihood function, which requires a forward simulation for each evaluation, this method constructs a surrogate likelihood that is ultimately described by a neural network trained from a dataset of simulations of the MBHB signals and noise. One important advantage of this method is that, given that the likelihood is independent of the priors, we can iteratively train models that target specific observations in a fraction of the time and computational cost that other traditional and machine learning-based strategies would require. Because of the iterative nature of the method, we are able to train models to obtain qualitatively similar posteriors with less than 2\% of the simulator calls that Markov Chain Monte Carlo methods would require. We compare these posteriors with those obtained from Markov Chain Monte Carlo techniques and discuss the differences that appear, in particular in relation with the important role that data compression has in the modular implementation of the method that we present. We also discuss different strategies to improve the performance of the algorithms.

  • 2 authors
·
Jun 1, 2024

A Hierarchical Bayesian Model for Deep Few-Shot Meta Learning

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

  • 2 authors
·
Jun 16, 2023

Hierarchical Bayesian Operator-induced Symbolic Regression Trees for Structural Learning of Scientific Expressions

The advent of Scientific Machine Learning has heralded a transformative era in scientific discovery, driving progress across diverse domains. Central to this progress is uncovering scientific laws from experimental data through symbolic regression. However, existing approaches are dominated by heuristic algorithms or data-hungry black-box methods, which often demand low-noise settings and lack principled uncertainty quantification. Motivated by interpretable Statistical Artificial Intelligence, we develop a hierarchical Bayesian framework for symbolic regression that represents scientific laws as ensembles of tree-structured symbolic expressions endowed with a regularized tree prior. This coherent probabilistic formulation enables full posterior inference via an efficient Markov chain Monte Carlo algorithm, yielding a balance between predictive accuracy and structural parsimony. To guide symbolic model selection, we develop a marginal posterior-based criterion adhering to the Occam's window principle and further quantify structural fidelity to ground truth through a tailored expression-distance metric. On the theoretical front, we establish near-minimax rate of Bayesian posterior concentration, providing the first rigorous guarantee in context of symbolic regression. Empirical evaluation demonstrates robust performance of our proposed methodology against state-of-the-art competing modules on a simulated example, a suite of canonical Feynman equations, and single-atom catalysis dataset.

  • 4 authors
·
Sep 23, 2025

Mining Subscenario Refactoring Opportunities in Behaviour-Driven Software Test Suites: ML Classifiers and LLM-Judge Baselines

Context. Behaviour-Driven Development (BDD) software test suites accumulate duplicated step subsequences. Three published refactoring patterns are available (within-file Background, within-repo reusable-scenario invocation, cross-organisational shared higher-level step), but no prior work automates which recurring subsequences are worth extracting or which mechanism applies. Objective. Rank recurring step subsequences ("slices") by refactoring suitability (extraction-worthy), pre-map each to one of the three patterns, and quantify prevalence across the public BDD ecosystem. Method. Every contiguous L-step window (L in [2, 18]) in a 339-repository / 276-upstream-owner Gherkin corpus is keyed by paraphrase-robust cluster identifiers and counted under three scopes. Sentence-BERT (SBERT) / Uniform Manifold Approximation and Projection (UMAP) / Hierarchical Density-Based Clustering (HDBSCAN) recovers paraphrase-equivalent slices. Three authors label a stratified 200-slice pool against a written rubric. An eXtreme Gradient Boosting (XGBoost) extraction-worthy classifier trained under 5-fold cross-validation is compared with a tuned rule baseline and two open-weight Large Language Model (LLM) judges. Results. The miner produces 5,382,249 slices collapsing to 692,020 recurring patterns. Three-author Fleiss' kappa = 0.56 (extraction-worthy) and 0.79 (mechanism). The classifier reaches out-of-fold F1 = 0.891 (95% CI [0.852, 0.927]), outperforming both the rule baseline (F1 = 0.836, p = 0.017) and the better LLM judge (F1 = 0.728, p < 1e-4). 75.0%, 59.5%, and 11.7% of scenarios carry a within-file Background, within-repo reusable-scenario, or cross-organisational shared-step candidate. Conclusion. Paraphrase-robust subscenario discovery yields a corpus-wide census of BDD refactoring opportunities; pipeline, classifier predictions, labelled pool, and rubric are released under Apache-2.0.

  • 3 authors
·
May 13 1

Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior sampling methods proposed for solving common BIPs rely on heuristic approximations to the generative process. To exploit the generative capability of DMs and avoid the usage of such approximations, we propose an ensemble-based algorithm that performs posterior sampling without the use of heuristic approximations. Our algorithm is motivated by existing works that combine DM-based methods with the sequential Monte Carlo (SMC) method. By examining how the prior evolves through the diffusion process encoded by the pre-trained score function, we derive a modified partial differential equation (PDE) governing the evolution of the corresponding posterior distribution. This PDE includes a modified diffusion term and a reweighting term, which can be simulated via stochastic weighted particle methods. Theoretically, we prove that the error between the true posterior distribution can be bounded in terms of the training error of the pre-trained score function and the number of particles in the ensemble. Empirically, we validate our algorithm on several inverse problems in imaging to show that our method gives more accurate reconstructions compared to existing DM-based methods.

  • 5 authors
·
Jun 4, 2025

Predicting integers from continuous parameters

We study the problem of predicting numeric labels that are constrained to the integers or to a subrange of the integers. For example, the number of up-votes on social media posts, or the number of bicycles available at a public rental station. While it is possible to model these as continuous values, and to apply traditional regression, this approach changes the underlying distribution on the labels from discrete to continuous. Discrete distributions have certain benefits, which leads us to the question whether such integer labels can be modeled directly by a discrete distribution, whose parameters are predicted from the features of a given instance. Moreover, we focus on the use case of output distributions of neural networks, which adds the requirement that the parameters of the distribution be continuous so that backpropagation and gradient descent may be used to learn the weights of the network. We investigate several options for such distributions, some existing and some novel, and test them on a range of tasks, including tabular learning, sequential prediction and image generation. We find that overall the best performance comes from two distributions: Bitwise, which represents the target integer in bits and places a Bernoulli distribution on each, and a discrete analogue of the Laplace distribution, which uses a distribution with exponentially decaying tails around a continuous mean.

Cluster on the Subject, Not the Record: Confidence Intervals and Simultaneous Bands for Additive-Hazards Sequential Trial Emulation

Sequential trial emulation (STE) estimates the effect of a sustained treatment by stacking nested emulated trials with inverse-probability weighting. Additive-hazards STE estimators of the marginal risk difference recommend the nonparametric bootstrap without evaluating its coverage. Using a correctly-specifiable mechanism (up to a small, disclosed residual), we compare analytic and bootstrap standard errors for both estimands. Exploiting the closed-form linearity of the additive-hazards estimating equation, we derive the influence functions and prove the default row-level robust variance inconsistent for the marginal risk-difference curve, and show the same failure empirically for the constant hazard difference: the row-level variance omits a within-subject cross-trial covariance that is positive under a sign condition we verify across our mechanisms, and is anticonservative at every horizon except the first - only there, where the covariance is zero, is the row-level standard error unimpaired. The subject-clustered variance and multiplier bootstrap are consistent for the fixed-weight linearisation and support simultaneous confidence bands, whose measured coverage is 0.88. Across our simulations the model-based and row-level robust intervals are anticonservative and worsen with sample size, coverage falling to 0.71 at n=5000; clustering leaves the constant-hazard-difference coverage near 0.86 at n=5000, and the multiplier bootstrap leaves the risk-difference-curve coverage near 0.90 (0.86 at the longest horizon). The STE constant hazard difference is a design-weighted summary of a time-varying effect, dependent on the trial structure. We illustrate on the Stanford heart transplant data and provide them in the steCI R package.

  • 1 authors
·
Aug 1

Forecasting Thermoacoustic Instabilities in Liquid Propellant Rocket Engines Using Multimodal Bayesian Deep Learning

The 100 MW cryogenic liquid oxygen/hydrogen multi-injector combustor BKD operated by the DLR Institute of Space Propulsion is a research platform that allows the study of thermoacoustic instabilities under realistic conditions, representative of small upper stage rocket engines. We use data from BKD experimental campaigns in which the static chamber pressure and fuel-oxidizer ratio are varied such that the first tangential mode of the combustor is excited under some conditions. We train an autoregressive Bayesian neural network model to forecast the amplitude of the dynamic pressure time series, inputting multiple sensor measurements (injector pressure/ temperature measurements, static chamber pressure, high-frequency dynamic pressure measurements, high-frequency OH* chemiluminescence measurements) and future flow rate control signals. The Bayesian nature of our algorithms allows us to work with a dataset whose size is restricted by the expense of each experimental run, without making overconfident extrapolations. We find that the networks are able to accurately forecast the evolution of the pressure amplitude and anticipate instability events on unseen experimental runs 500 milliseconds in advance. We compare the predictive accuracy of multiple models using different combinations of sensor inputs. We find that the high-frequency dynamic pressure signal is particularly informative. We also use the technique of integrated gradients to interpret the influence of different sensor inputs on the model prediction. The negative log-likelihood of data points in the test dataset indicates that predictive uncertainties are well-characterized by our Bayesian model and simulating a sensor failure event results as expected in a dramatic increase in the epistemic component of the uncertainty.

  • 5 authors
·
Jul 1, 2021

Discovery of Nonlinear Dynamics with Automated Basis Function Generation

Discovering governing equations from observational data remains a fundamental challenge in scientific modeling, particularly when the underlying mathematical structure is unknown. Traditional sparse identification methods like SINDy excel at discovering parsimonious models but require researchers to specify candidate basis functions a priori, a limitation that often leads to model failure when critical terms are omitted or when systems exhibit unconventional dynamics. Purely symbolic regression approaches offer unlimited flexibility but struggle with noise sensitivity and frequently produce overly complex, unstable equations. We present AutoSINDy, a hybrid Discovery-then-Solve framework that combines the exploratory power of symbolic regression with the robust sparsity-promoting capabilities of SINDy. Our method operates in three stages: (1) PySR-based symbolic regression discovers candidate functional forms from bootstrapped data chunks; (2) a curation pipeline decomposes, expands, and filters these expressions using collinearity analysis to construct a minimal yet comprehensive library; and (3) SINDy identifies sparse governing equations from this custom-tailored library. Extensive experiments across canonical nonlinear systems demonstrate that AutoSINDy consistently recovers ground-truth equations even under high observational noise, achieving a ground-truth recovery rate of 92.8% across all trials. Compared with standard SINDy using enriched libraries and standalone symbolic regression, AutoSINDy achieves higher predictive accuracy, superior generalization to unseen trajectories, and substantially lower symbolic complexity.

  • 2 authors
·
May 9

BT^2: Backward-compatible Training with Basis Transformation

Modern retrieval system often requires recomputing the representation of every piece of data in the gallery when updating to a better representation model. This process is known as backfilling and can be especially costly in the real world where the gallery often contains billions of samples. Recently, researchers have proposed the idea of Backward Compatible Training (BCT) where the new representation model can be trained with an auxiliary loss to make it backward compatible with the old representation. In this way, the new representation can be directly compared with the old representation, in principle avoiding the need for any backfilling. However, followup work shows that there is an inherent tradeoff where a backward compatible representation model cannot simultaneously maintain the performance of the new model itself. This paper reports our ``not-so-surprising'' finding that adding extra dimensions to the representation can help here. However, we also found that naively increasing the dimension of the representation did not work. To deal with this, we propose Backward-compatible Training with a novel Basis Transformation (BT^2). A basis transformation (BT) is basically a learnable set of parameters that applies an orthonormal transformation. Such a transformation possesses an important property whereby the original information contained in its input is retained in its output. We show in this paper how a BT can be utilized to add only the necessary amount of additional dimensions. We empirically verify the advantage of BT^2 over other state-of-the-art methods in a wide range of settings. We then further extend BT^2 to other challenging yet more practical settings, including significant change in model architecture (CNN to Transformers), modality change, and even a series of updates in the model architecture mimicking the evolution of deep learning models.

  • 7 authors
·
Nov 7, 2022

Design Amortization for Bayesian Optimal Experimental Design

Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically well-justified) expected information gain (EIG); unfortunately however, under most circumstances the EIG is intractable to evaluate. In this work we build off of successful variational approaches, which optimize a parameterized variational model with respect to bounds on the EIG. Past work focused on learning a new variational model from scratch for each new design considered. Here we present a novel neural architecture that allows experimenters to optimize a single variational model that can estimate the EIG for potentially infinitely many designs. To further improve computational efficiency, we also propose to train the variational model on a significantly cheaper-to-evaluate lower bound, and show empirically that the resulting model provides an excellent guide for more accurate, but expensive to evaluate bounds on the EIG. We demonstrate the effectiveness of our technique on generalized linear models, a class of statistical models that is widely used in the analysis of controlled experiments. Experiments show that our method is able to greatly improve accuracy over existing approximation strategies, and achieve these results with far better sample efficiency.

  • 3 authors
·
Oct 19, 2022

State and parameter learning with PaRIS particle Gibbs

Non-linear state-space models, also known as general hidden Markov models, are ubiquitous in statistical machine learning, being the most classical generative models for serial data and sequences in general. The particle-based, rapid incremental smoother PaRIS is a sequential Monte Carlo (SMC) technique allowing for efficient online approximation of expectations of additive functionals under the smoothing distribution in these models. Such expectations appear naturally in several learning contexts, such as likelihood estimation (MLE) and Markov score climbing (MSC). PARIS has linear computational complexity, limited memory requirements and comes with non-asymptotic bounds, convergence results and stability guarantees. Still, being based on self-normalised importance sampling, the PaRIS estimator is biased. Our first contribution is to design a novel additive smoothing algorithm, the Parisian particle Gibbs PPG sampler, which can be viewed as a PaRIS algorithm driven by conditional SMC moves, resulting in bias-reduced estimates of the targeted quantities. We substantiate the PPG algorithm with theoretical results, including new bounds on bias and variance as well as deviation inequalities. Our second contribution is to apply PPG in a learning framework, covering MLE and MSC as special examples. In this context, we establish, under standard assumptions, non-asymptotic bounds highlighting the value of bias reduction and the implicit Rao--Blackwellization of PPG. These are the first non-asymptotic results of this kind in this setting. We illustrate our theoretical results with numerical experiments supporting our claims.

  • 5 authors
·
Jan 2, 2023

Extending Mixture of Experts Model to Investigate Heterogeneity of Trajectories: When, Where and How to Add Which Covariates

Researchers are usually interested in examining the impact of covariates when separating heterogeneous samples into latent classes that are more homogeneous. The majority of theoretical and empirical studies with such aims have focused on identifying covariates as predictors of class membership in the structural equation modeling framework. In other words, the covariates only indirectly affect the sample heterogeneity. However, the covariates' influence on between-individual differences can also be direct. This article presents a mixture model that investigates covariates to explain within-cluster and between-cluster heterogeneity simultaneously, known as a mixture-of-experts (MoE) model. This study aims to extend the MoE framework to investigate heterogeneity in nonlinear trajectories: to identify latent classes, covariates as predictors to clusters, and covariates that explain within-cluster differences in change patterns over time. Our simulation studies demonstrate that the proposed model generally estimates the parameters unbiasedly, precisely and exhibits appropriate empirical coverage for a nominal 95% confidence interval. This study also proposes implementing structural equation model forests to shrink the covariate space of the proposed mixture model. We illustrate how to select covariates and construct the proposed model with longitudinal mathematics achievement data. Additionally, we demonstrate that the proposed mixture model can be further extended in the structural equation modeling framework by allowing the covariates that have direct effects to be time-varying.

  • 2 authors
·
Jul 5, 2020

Scaling Particle Collision Data Analysis

For decades, researchers have developed task-specific models to address scientific challenges across diverse disciplines. Recently, large language models (LLMs) have shown enormous capabilities in handling general tasks; however, these models encounter difficulties in addressing real-world scientific problems, particularly in domains involving large-scale numerical data analysis, such as experimental high energy physics. This limitation is primarily due to BPE tokenization's inefficacy with numerical data. In this paper, we propose a task-agnostic architecture, BBT-Neutron, which employs a binary tokenization method to facilitate pretraining on a mixture of textual and large-scale numerical experimental data. We demonstrate the application of BBT-Neutron to Jet Origin Identification (JoI), a critical categorization challenge in high-energy physics that distinguishes jets originating from various quarks or gluons. Our results indicate that BBT-Neutron achieves comparable performance to state-of-the-art task-specific JoI models. Furthermore, we examine the scaling behavior of BBT-Neutron's performance with increasing data volume, suggesting the potential for BBT-Neutron to serve as a foundational model for particle physics data analysis, with possible extensions to a broad spectrum of scientific computing applications for Big Science experiments, industrial manufacturing and spacial computing. The project code is available at https://github.com/supersymmetry-technologies/bbt-neutron.

  • 13 authors
·
Nov 28, 2024

Amortized Bayesian Meta-Learning for Low-Rank Adaptation of Large Language Models

Fine-tuning large language models (LLMs) with low-rank adaptaion (LoRA) is a cost-effective way to incorporate information from a specific dataset. However, it is often unclear how well the fine-tuned LLM will generalize, i.e., how well it will perform on unseen datasets. Methods have been proposed to improve generalization by optimizing with in-context prompts, or by using meta-learning to fine-tune LLMs. However, these methods are expensive in memory and computation, requiring either long-context prompts or saving copies of parameters and using second-order gradient updates. To address these challenges, we propose Amortized Bayesian Meta-Learning for LoRA (ABMLL). This method builds on amortized Bayesian meta-learning for smaller models, adapting this approach to LLMs while maintaining its computational efficiency. We reframe task-specific and global parameters in the context of LoRA and use a set of new hyperparameters to balance reconstruction accuracy and the fidelity of task-specific parameters to the global ones. ABMLL provides effective generalization and scales to large models such as Llama3-8B. Furthermore, as a result of using a Bayesian framework, ABMLL provides improved uncertainty quantification. We test ABMLL on Unified-QA and CrossFit datasets and find that it outperforms existing methods on these benchmarks in terms of both accuracy and expected calibration error.

  • 3 authors
·
Aug 19, 2025

Accelerated Bayesian Inference for Pulsar Timing Arrays: Normalizing Flows for Rapid Model Comparison Across Stochastic Gravitational-Wave Background Sources

The recent detection of nanohertz stochastic gravitational-wave backgrounds (SGWBs) by pulsar timing arrays (PTAs) promises unique insights into astrophysical and cosmological origins. However, traditional Markov Chain Monte Carlo (MCMC) approaches become prohibitively expensive for large datasets. We employ a normalizing flow (NF)-based machine learning framework to accelerate Bayesian inference in PTA analyses. For the first time, we perform Bayesian model comparison across SGWB source models in the framework of machine learning by training NF architectures on the PTA dataset (NANOGrav 15-year) and enabling direct evidence estimation via learned harmonic mean estimators. Our examples include 10 conventional SGWB source models such as supermassive black hole binaries, power-law spectrum, cosmic strings, domain walls, scalar-induced GWs, first-order phase transitions, and dual scenario/inflationary gravitational wave. Our approach jointly infers 20 red noise parameters and 2 SGWB parameters per model in sim 20\,hours (including training), compared to sim 10\,days with MCMC. Critically, the NF method preserves rigorous model selection accuracy, with small Hellinger distances (lesssim 0.3) relative to MCMC posteriors, and reproduces MCMC-based Bayes factors across all tested scenarios. This scalable technique for SGWB source comparison will be essential for future PTA expansions and next-generation arrays such as the SKA, offering orders-of-magnitude efficiency gains without sacrificing physical interpretability.

  • 2 authors
·
Apr 5, 2025

Accurate Machine Learning Atmospheric Retrieval via a Neural Network Surrogate Model for Radiative Transfer

Atmospheric retrieval determines the properties of an atmosphere based on its measured spectrum. The low signal-to-noise ratio of exoplanet observations require a Bayesian approach to determine posterior probability distributions of each model parameter, given observed spectra. This inference is computationally expensive, as it requires many executions of a costly radiative transfer (RT) simulation for each set of sampled model parameters. Machine learning (ML) has recently been shown to provide a significant reduction in runtime for retrievals, mainly by training inverse ML models that predict parameter distributions, given observed spectra, albeit with reduced posterior accuracy. Here we present a novel approach to retrieval by training a forward ML surrogate model that predicts spectra given model parameters, providing a fast approximate RT simulation that can be used in a conventional Bayesian retrieval framework without significant loss of accuracy. We demonstrate our method on the emission spectrum of HD 189733 b and find good agreement with a traditional retrieval from the Bayesian Atmospheric Radiative Transfer (BART) code (Bhattacharyya coefficients of 0.9843--0.9972, with a mean of 0.9925, between 1D marginalized posteriors). This accuracy comes while still offering significant speed enhancements over traditional RT, albeit not as much as ML methods with lower posterior accuracy. Our method is ~9x faster per parallel chain than BART when run on an AMD EPYC 7402P central processing unit (CPU). Neural-network computation using an NVIDIA Titan Xp graphics processing unit is 90--180x faster per chain than BART on that CPU.

  • 11 authors
·
Mar 4, 2020

Denotational validation of higher-order Bayesian inference

We present a modular semantic account of Bayesian inference algorithms for probabilistic programming languages, as used in data science and machine learning. Sophisticated inference algorithms are often explained in terms of composition of smaller parts. However, neither their theoretical justification nor their implementation reflects this modularity. We show how to conceptualise and analyse such inference algorithms as manipulating intermediate representations of probabilistic programs using higher-order functions and inductive types, and their denotational semantics. Semantic accounts of continuous distributions use measurable spaces. However, our use of higher-order functions presents a substantial technical difficulty: it is impossible to define a measurable space structure over the collection of measurable functions between arbitrary measurable spaces that is compatible with standard operations on those functions, such as function application. We overcome this difficulty using quasi-Borel spaces, a recently proposed mathematical structure that supports both function spaces and continuous distributions. We define a class of semantic structures for representing probabilistic programs, and semantic validity criteria for transformations of these representations in terms of distribution preservation. We develop a collection of building blocks for composing representations. We use these building blocks to validate common inference algorithms such as Sequential Monte Carlo and Markov Chain Monte Carlo. To emphasize the connection between the semantic manipulation and its traditional measure theoretic origins, we use Kock's synthetic measure theory. We demonstrate its usefulness by proving a quasi-Borel counterpart to the Metropolis-Hastings-Green theorem.

  • 10 authors
·
Nov 8, 2017

Bayesian Hierarchical Models for Quantitative Estimates for Performance metrics applied to Saddle Search Algorithms

Rigorous performance evaluation is essential for developing robust algorithms for high-throughput computational chemistry. Traditional benchmarking, however, often struggles to account for system-specific variability, making it difficult to form actionable conclusions. We present a Bayesian hierarchical modeling framework that rigorously quantifies performance metrics and their uncertainty, enabling a nuanced comparison of algorithmic strategies. We apply this framework to analyze the Dimer method, comparing Conjugate Gradient (CG) and L-BFGS rotation optimizers, with and without the removal of external rotations, across a benchmark of 500 molecular systems. Our analysis confirms that CG offers higher overall robustness than L-BFGS in this context. While the theoretically-motivated removal of external rotations led to higher computational cost (>40% more energy and force calls) for most systems in this set, our models also reveal a subtle interplay, hinting that this feature may improve the reliability of the L-BFGS optimizer. Rather than identifying a single superior method, our findings support the design of adaptive "chain of methods" workflows. This work showcases how a robust statistical paradigm can move beyond simple performance rankings to inform the intelligent, context-dependent application of computational chemistry methods.

  • 1 authors
·
May 19, 2025 2

Robustifying State-space Models for Long Sequences via Approximate Diagonalization

State-space models (SSMs) have recently emerged as a framework for learning long-range sequence tasks. An example is the structured state-space sequence (S4) layer, which uses the diagonal-plus-low-rank structure of the HiPPO initialization framework. However, the complicated structure of the S4 layer poses challenges; and, in an effort to address these challenges, models such as S4D and S5 have considered a purely diagonal structure. This choice simplifies the implementation, improves computational efficiency, and allows channel communication. However, diagonalizing the HiPPO framework is itself an ill-posed problem. In this paper, we propose a general solution for this and related ill-posed diagonalization problems in machine learning. We introduce a generic, backward-stable "perturb-then-diagonalize" (PTD) methodology, which is based on the pseudospectral theory of non-normal operators, and which may be interpreted as the approximate diagonalization of the non-normal matrices defining SSMs. Based on this, we introduce the S4-PTD and S5-PTD models. Through theoretical analysis of the transfer functions of different initialization schemes, we demonstrate that the S4-PTD/S5-PTD initialization strongly converges to the HiPPO framework, while the S4D/S5 initialization only achieves weak convergences. As a result, our new models show resilience to Fourier-mode noise-perturbed inputs, a crucial property not achieved by the S4D/S5 models. In addition to improved robustness, our S5-PTD model averages 87.6% accuracy on the Long-Range Arena benchmark, demonstrating that the PTD methodology helps to improve the accuracy of deep learning models.

  • 5 authors
·
Oct 2, 2023

Learning Physical Models that Can Respect Conservation Laws

Recent work in scientific machine learning (SciML) has focused on incorporating partial differential equation (PDE) information into the learning process. Much of this work has focused on relatively ``easy'' PDE operators (e.g., elliptic and parabolic), with less emphasis on relatively ``hard'' PDE operators (e.g., hyperbolic). Within numerical PDEs, the latter problem class requires control of a type of volume element or conservation constraint, which is known to be challenging. Delivering on the promise of SciML requires seamlessly incorporating both types of problems into the learning process. To address this issue, we propose ProbConserv, a framework for incorporating conservation constraints into a generic SciML architecture. To do so, ProbConserv combines the integral form of a conservation law with a Bayesian update. We provide a detailed analysis of ProbConserv on learning with the Generalized Porous Medium Equation (GPME), a widely-applicable parameterized family of PDEs that illustrates the qualitative properties of both easier and harder PDEs. ProbConserv is effective for easy GPME variants, performing well with state-of-the-art competitors; and for harder GPME variants it outperforms other approaches that do not guarantee volume conservation. ProbConserv seamlessly enforces physical conservation constraints, maintains probabilistic uncertainty quantification (UQ), and deals well with shocks and heteroscedasticities. In each case, it achieves superior predictive performance on downstream tasks.

  • 5 authors
·
Feb 21, 2023

vstash: Local-First Hybrid Retrieval with Adaptive Fusion for LLM Agents

We present **vstash**, a local-first document memory system that combines vector similarity search with full-text keyword matching via Reciprocal Rank Fusion (RRF) and adaptive per-query IDF weighting. All data resides in a single SQLite file using sqlite-vec for approximate nearest neighbor search and FTS5 for keyword matching. We make four primary contributions. **(1)** Self-supervised embedding refinement via hybrid retrieval disagreement: across 753 BEIR queries on SciFact, NFCorpus, and FiQA, 74.5% produce top-10 disagreement between vector-heavy (vec=0.95, fts=0.05) and FTS-heavy (vec=0.05, fts=0.95) search (per-dataset rates 63.4% / 73.4% / 86.7%, Section 5.2), providing a free training signal without human labels. Fine-tuning BGE-small (33M params) with MultipleNegativesRankingLoss on 76K disagreement triples improves NDCG@10 on all 5 BEIR datasets (up to +19.5% on NFCorpus vs. BGE-small base RRF, Table 6). On 3 of 5 datasets, under different preprocessing, the tuned 33M-parameter pipeline matches or exceeds published ColBERTv2 results (110M params) and an untrained BGE-base (110M); on FiQA and ArguAna it underperforms ColBERTv2 (Section 5.5). **(2)** Adaptive RRF with per-query IDF weighting improves NDCG@10 on all 5 BEIR datasets versus fixed weights (up to +21.4% on ArguAna), achieving 0.7263 on SciFact with BGE-small. **(3)** A negative result on post-RRF scoring: frequency+decay, history-augmented recall, and cross-encoder reranking all failed to improve NDCG. **(4)** A production-grade substrate with integrity checking, schema versioning, ranking diagnostics, and a distance-based relevance signal validated on 50,425 relevance-judged queries across the 5 BEIR datasets. Search latency remains 20.9 ms median at 50K chunks with stable NDCG. The fine-tuned model is published as `Stffens/bge-small-rrf-v2` on HuggingFace. All code, data, and experiments are open-source.

  • 1 authors
·
Apr 15

Mistral-SPLADE: LLMs for better Learned Sparse Retrieval

Learned Sparse Retrievers (LSR) have evolved into an effective retrieval strategy that can bridge the gap between traditional keyword-based sparse retrievers and embedding-based dense retrievers. At its core, learned sparse retrievers try to learn the most important semantic keyword expansions from a query and/or document which can facilitate better retrieval with overlapping keyword expansions. LSR like SPLADE has typically been using encoder only models with MLM (masked language modeling) style objective in conjunction with known ways of retrieval performance improvement such as hard negative mining, distillation, etc. In this work, we propose to use decoder-only model for learning semantic keyword expansion. We posit, decoder only models that have seen much higher magnitudes of data are better equipped to learn keyword expansions needed for improved retrieval. We use Mistral as the backbone to develop our Learned Sparse Retriever similar to SPLADE and train it on a subset of sentence-transformer data which is often used for training text embedding models. Our experiments support the hypothesis that a sparse retrieval model based on decoder only large language model (LLM) surpasses the performance of existing LSR systems, including SPLADE and all its variants. The LLM based model (Echo-Mistral-SPLADE) now stands as a state-of-the-art learned sparse retrieval model on the BEIR text retrieval benchmark.

  • 5 authors
·
Aug 20, 2024

Multi-marginal Schrödinger Bridges with Iterative Reference Refinement

Practitioners frequently aim to infer an unobserved population trajectory using sample snapshots at multiple time points. For instance, in single-cell sequencing, scientists would like to learn how gene expression evolves over time. But sequencing any cell destroys that cell. So we cannot access any cell's full trajectory, but we can access snapshot samples from many cells. Stochastic differential equations are commonly used to analyze systems with full individual-trajectory access; since here we have only sample snapshots, these methods are inapplicable. The deep learning community has recently explored using Schr\"odinger bridges (SBs) and their extensions to estimate these dynamics. However, these methods either (1) interpolate between just two time points or (2) require a single fixed reference dynamic within the SB, which is often just set to be Brownian motion. But learning piecewise from adjacent time points can fail to capture long-term dependencies. And practitioners are typically able to specify a model class for the reference dynamic but not the exact values of the parameters within it. So we propose a new method that (1) learns the unobserved trajectories from sample snapshots across multiple time points and (2) requires specification only of a class of reference dynamics, not a single fixed one. In particular, we suggest an iterative projection method inspired by Schr\"odinger bridges; we alternate between learning a piecewise SB on the unobserved trajectories and using the learned SB to refine our best guess for the dynamics within the reference class. We demonstrate the advantages of our method via a well-known simulated parametric model from ecology, simulated and real data from systems biology, and real motion-capture data.

  • 3 authors
·
Aug 12, 2024

AstroMLab 1: Who Wins Astronomy Jeopardy!?

We present a comprehensive evaluation of proprietary and open-weights large language models using the first astronomy-specific benchmarking dataset. This dataset comprises 4,425 multiple-choice questions curated from the Annual Review of Astronomy and Astrophysics, covering a broad range of astrophysical topics. Our analysis examines model performance across various astronomical subfields and assesses response calibration, crucial for potential deployment in research environments. Claude-3.5-Sonnet outperforms competitors by up to 4.6 percentage points, achieving 85.0% accuracy. For proprietary models, we observed a universal reduction in cost every 3-to-12 months to achieve similar score in this particular astronomy benchmark. Open-source models have rapidly improved, with LLaMA-3-70b (80.6%) and Qwen-2-72b (77.7%) now competing with some of the best proprietary models. We identify performance variations across topics, with non-English-focused models generally struggling more in exoplanet-related fields, stellar astrophysics, and instrumentation related questions. These challenges likely stem from less abundant training data, limited historical context, and rapid recent developments in these areas. This pattern is observed across both open-weights and proprietary models, with regional dependencies evident, highlighting the impact of training data diversity on model performance in specialized scientific domains. Top-performing models demonstrate well-calibrated confidence, with correlations above 0.9 between confidence and correctness, though they tend to be slightly underconfident. The development for fast, low-cost inference of open-weights models presents new opportunities for affordable deployment in astronomy. The rapid progress observed suggests that LLM-driven research in astronomy may become feasible in the near future.

  • 11 authors
·
Jul 15, 2024

Inference Scaling scriptsizeFLaws: The Limits of LLM Resampling with Imperfect Verifiers

Recent research has generated hope that inference scaling could allow weaker language models to match or exceed the accuracy of stronger models, such as by repeatedly sampling solutions to a coding problem until it passes unit tests. The central thesis of this paper is that there is no free lunch for inference scaling: indefinite accuracy improvement through resampling can only be realized if the "verifier" (in this case, a set of unit tests) is perfect. When the verifier is imperfect, as it almost always is in domains such as reasoning or coding (for example, unit tests have imperfect coverage), there is a nonzero probability of false positives: incorrect solutions that pass the verifier. Resampling cannot decrease this probability, so it imposes an upper bound to the accuracy of resampling-based inference scaling even with an infinite compute budget. We find that there is a very strong correlation between the model's single-sample accuracy (i.e. accuracy without unit tests) and its false positive rate on coding benchmarks HumanEval and MBPP, whose unit tests have limited coverage. Therefore, no amount of inference scaling of weaker models can enable them to match the single-sample accuracy of a sufficiently strong model (Fig. 1a). When we consider that false positives have a negative utility compared to abstaining from producing a solution, it bends the inference scaling curve further downward. Empirically, we find that the optimal number of samples can be less than 10 under realistic assumptions (Fig. 1b). Finally, we show that beyond accuracy, false positives may have other undesirable qualities, such as poor adherence to coding style conventions.

  • 3 authors
·
Nov 26, 2024

Evaluating Binary Decision Biases in Large Language Models: Implications for Fair Agent-Based Financial Simulations

Large Language Models (LLMs) are increasingly being used to simulate human-like decision making in agent-based financial market models (ABMs). As models become more powerful and accessible, researchers can now incorporate individual LLM decisions into ABM environments. However, integration may introduce inherent biases that need careful evaluation. In this paper we test three state-of-the-art GPT models for bias using two model sampling approaches: one-shot and few-shot API queries. We observe significant variations in distributions of outputs between specific models, and model sub versions, with GPT-4o-Mini-2024-07-18 showing notably better performance (32-43% yes responses) compared to GPT-4-0125-preview's extreme bias (98-99% yes responses). We show that sampling methods and model sub-versions significantly impact results: repeated independent API calls produce different distributions compared to batch sampling within a single call. While no current GPT model can simultaneously achieve a uniform distribution and Markovian properties in one-shot testing, few-shot sampling can approach uniform distributions under certain conditions. We explore the Temperature parameter, providing a definition and comparative results. We further compare our results to true random binary series and test specifically for the common human bias of Negative Recency - finding LLMs have a mixed ability to 'beat' humans in this one regard. These findings emphasise the critical importance of careful LLM integration into ABMs for financial markets and more broadly.

  • 2 authors
·
Jan 20, 2025

Selection Function of Clusters in Dark Energy Survey Year 3 Data from Cross-Matching with South Pole Telescope Detections

Galaxy clusters selected based on overdensities of galaxies in photometric surveys provide the largest cluster samples. Yet modeling the selection function of such samples is complicated by non-cluster members projected along the line of sight (projection effects) and the potential detection of unvirialized objects (contamination). We empirically constrain the magnitude of these effects by cross-matching galaxy clusters selected in the Dark Energy survey data with the \rdmpr, algorithm with significant detections in three South Pole Telescope surveys (SZ, pol-ECS, pol-500d). For matched clusters, we augment the \rdmpr,catalog by the SPT detection significance. For unmatched objects we use the SPT detection threshold as an upper limit on the SZe signature. Using a Bayesian population model applied to the collected multi-wavelength data, we explore various physically motivated models to describe the relationship between observed richness and halo mass. Our analysis reveals the limitations of a simple lognormal scatter model in describing the data. We rule out significant contamination by unvirialized objects at the high-richness end of the sample. While dedicated simulations offer a well-fitting calibration of projection effects, our findings suggest the presence of redshift-dependent trends that these simulations may not have captured. Our findings highlight that modeling the selection function of optically detected clusters remains a complicated challenge, requiring a combination of simulation and data-driven approaches.

  • 55 authors
·
Feb 18, 2025

Likelihood Training of Cascaded Diffusion Models via Hierarchical Volume-preserving Maps

Cascaded models are multi-scale generative models with a marked capacity for producing perceptually impressive samples at high resolutions. In this work, we show that they can also be excellent likelihood models, so long as we overcome a fundamental difficulty with probabilistic multi-scale models: the intractability of the likelihood function. Chiefly, in cascaded models each intermediary scale introduces extraneous variables that cannot be tractably marginalized out for likelihood evaluation. This issue vanishes by modeling the diffusion process on latent spaces induced by a class of transformations we call hierarchical volume-preserving maps, which decompose spatially structured data in a hierarchical fashion without introducing local distortions in the latent space. We demonstrate that two such maps are well-known in the literature for multiscale modeling: Laplacian pyramids and wavelet transforms. Not only do such reparameterizations allow the likelihood function to be directly expressed as a joint likelihood over the scales, we show that the Laplacian pyramid and wavelet transform also produces significant improvements to the state-of-the-art on a selection of benchmarks in likelihood modeling, including density estimation, lossless compression, and out-of-distribution detection. Investigating the theoretical basis of our empirical gains we uncover deep connections to score matching under the Earth Mover's Distance (EMD), which is a well-known surrogate for perceptual similarity. Code can be found at https://github.com/lihenryhfl/pcdm{this https url}.

  • 3 authors
·
Jan 12, 2025

A Heat Diffusion Perspective on Geodesic Preserving Dimensionality Reduction

Diffusion-based manifold learning methods have proven useful in representation learning and dimensionality reduction of modern high dimensional, high throughput, noisy datasets. Such datasets are especially present in fields like biology and physics. While it is thought that these methods preserve underlying manifold structure of data by learning a proxy for geodesic distances, no specific theoretical links have been established. Here, we establish such a link via results in Riemannian geometry explicitly connecting heat diffusion to manifold distances. In this process, we also formulate a more general heat kernel based manifold embedding method that we call heat geodesic embeddings. This novel perspective makes clearer the choices available in manifold learning and denoising. Results show that our method outperforms existing state of the art in preserving ground truth manifold distances, and preserving cluster structure in toy datasets. We also showcase our method on single cell RNA-sequencing datasets with both continuum and cluster structure, where our method enables interpolation of withheld timepoints of data. Finally, we show that parameters of our more general method can be configured to give results similar to PHATE (a state-of-the-art diffusion based manifold learning method) as well as SNE (an attraction/repulsion neighborhood based method that forms the basis of t-SNE).

  • 7 authors
·
May 30, 2023

Flow Matching for Atmospheric Retrieval of Exoplanets: Where Reliability meets Adaptive Noise Levels

Inferring atmospheric properties of exoplanets from observed spectra is key to understanding their formation, evolution, and habitability. Since traditional Bayesian approaches to atmospheric retrieval (e.g., nested sampling) are computationally expensive, a growing number of machine learning (ML) methods such as neural posterior estimation (NPE) have been proposed. We seek to make ML-based atmospheric retrieval (1) more reliable and accurate with verified results, and (2) more flexible with respect to the underlying neural networks and the choice of the assumed noise models. First, we adopt flow matching posterior estimation (FMPE) as a new ML approach to atmospheric retrieval. FMPE maintains many advantages of NPE, but provides greater architectural flexibility and scalability. Second, we use importance sampling (IS) to verify and correct ML results, and to compute an estimate of the Bayesian evidence. Third, we condition our ML models on the assumed noise level of a spectrum (i.e., error bars), thus making them adaptable to different noise models. Both our noise level-conditional FMPE and NPE models perform on par with nested sampling across a range of noise levels when tested on simulated data. FMPE trains about 3 times faster than NPE and yields higher IS efficiencies. IS successfully corrects inaccurate ML results, identifies model failures via low efficiencies, and provides accurate estimates of the Bayesian evidence. FMPE is a powerful alternative to NPE for fast, amortized, and parallelizable atmospheric retrieval. IS can verify results, thus helping to build confidence in ML-based approaches, while also facilitating model comparison via the evidence ratio. Noise level conditioning allows design studies for future instruments to be scaled up, for example, in terms of the range of signal-to-noise ratios.

  • 7 authors
·
Oct 27, 2024

TIDES: Implicit Time-Awareness in Selective State Space Models

Selective state space models (SSMs), such as Mamba, achieve strong per-token expressivity by making the time discretization step TildeΔ a learned function of the input. However, in doing so, TildeΔ no longer equals the physical time gap Δ between consecutive observations, limiting the ability of these models to handle irregular time series. Continuous time SSMs, such as S5, keep TildeΔequivΔ and therefore handle irregular timestamps natively, but their dynamics remain linear time invariant (LTI), limiting per token expressivity. We propose TIDES, a selective SSM variant that reconciles selective and continuous architectures by moving input dependence off the step size and onto the diagonal state matrix. As a result, TildeΔequivΔ as in S5, allowing the model to handle irregular timestamps natively without sacrificing the per-token expressivity that makes selective SSMs effective. We show this on a novel Fading Flash experimental benchmark, a compact controlled diagnostic for sequence models that jointly tests input dependence and extrapolation to out-of-distribution Δ values, and isolates the distinct failure modes of current state-of-the-art architectures that TIDES avoids by construction. On large-scale benchmarks, TIDES sets the new best average rank on UEA time series classification and the Physiome ODE regression benchmark, and matches or exceeds the reference baseline model on 6 of 8 natively irregular datasets from astronomy, agriculture, neuromorphic sensing, and climate events. Code available at: https://github.com/TaylanSoydan/TIDES.

ethz ETH Zurich
·
Oct 4 2

Scalable Stochastic Parametric Verification with Stochastic Variational Smoothed Model Checking

Parametric verification of linear temporal properties for stochastic models can be expressed as computing the satisfaction probability of a certain property as a function of the parameters of the model. Smoothed model checking (smMC) aims at inferring the satisfaction function over the entire parameter space from a limited set of observations obtained via simulation. As observations are costly and noisy, smMC is framed as a Bayesian inference problem so that the estimates have an additional quantification of the uncertainty. In smMC the authors use Gaussian Processes (GP), inferred by means of the Expectation Propagation algorithm. This approach provides accurate reconstructions with statistically sound quantification of the uncertainty. However, it inherits the well-known scalability issues of GP. In this paper, we exploit recent advances in probabilistic machine learning to push this limitation forward, making Bayesian inference of smMC scalable to larger datasets and enabling its application to models with high dimensional parameter spaces. We propose Stochastic Variational Smoothed Model Checking (SV-smMC), a solution that exploits stochastic variational inference (SVI) to approximate the posterior distribution of the smMC problem. The strength and flexibility of SVI make SV-smMC applicable to two alternative probabilistic models: Gaussian Processes (GP) and Bayesian Neural Networks (BNN). The core ingredient of SVI is a stochastic gradient-based optimization that makes inference easily parallelizable and that enables GPU acceleration. In this paper, we compare the performances of smMC against those of SV-smMC by looking at the scalability, the computational efficiency and the accuracy of the reconstructed satisfaction function.

  • 4 authors
·
Apr 5, 2023

Optimized Conformal Selection: Powerful Selective Inference After Conformity Score Optimization

Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to select ``interesting'' instances with large unobserved labels from a pool of unlabeled data, while controlling the FDR in finite sample. For validity, existing solutions require the model choice to be independent of the data used to construct the p-values and calibrate the selection set. However, when presented with many model choices and limited labeled data, it is desirable to (i) select the best model in a data-driven manner, and (ii) mitigate power loss due to sample splitting. This paper presents OptCS, a general framework that allows valid statistical testing (selection) after flexible data-driven model optimization. We introduce general conditions under which OptCS constructs valid conformal p-values despite substantial data reuse and handles complex p-value dependencies to maintain finite-sample FDR control via a novel multiple testing procedure. We instantiate this general recipe to propose three FDR-controlling procedures, each optimizing the models differently: (i) selecting the most powerful one among multiple pre-trained candidate models, (ii) using all data for model fitting without sample splitting, and (iii) combining full-sample model fitting and selection. We demonstrate the efficacy of our methods via simulation studies and real applications in drug discovery and alignment of large language models in radiology report generation.

  • 2 authors
·
Nov 26, 2024