Bayesian Inference for Correlated Human Experts and Classifiers

Applications of machine learning often involve making predictions based on both model outputs and the opinions of human experts. In this context, we investigate the problem of querying experts for class label predictions, using as few human queries as possible, and leveraging the class probability estimates of pre-trained classifiers. We develop a general Bayesian framework for this problem, modeling expert correlation via a joint latent representation, enabling simulation-based inference about the utility of additional expert queries, as well as inference of posterior distributions over unobserved expert labels. We apply our approach to two real-world medical classification problems, as well as to CIFAR-10H and ImageNet-16H, demonstrating substantial reductions relative to baselines in the cost of querying human experts while maintaining high prediction accuracy.

Semantic Probabilistic Control of Language Models

Semantic control entails steering LM generations towards satisfying subtle non-lexical constraints, e.g., toxicity, sentiment, or politeness, attributes that can be captured by a sequence-level verifier. It can thus be viewed as sampling from the LM distribution conditioned on the target attribute, a computationally intractable problem due to the non-decomposable nature of the verifier. Existing approaches to LM control either only deal with syntactic constraints which cannot capture the aforementioned attributes, or rely on sampling to explore the conditional LM distribution, an ineffective estimator for low-probability events. In this work, we leverage a verifier's gradient information to efficiently reason over all generations that satisfy the target attribute, enabling precise steering of LM generations by reweighing the next-token distribution. Starting from an initial sample, we create a local LM distribution favoring semantically similar sentences. This approximation enables the tractable computation of an expected sentence embedding. We use this expected embedding, informed by the verifier's evaluation at the initial sample, to estimate the probability of satisfying the constraint, which directly informs the update to the next-token distribution. We evaluated the effectiveness of our approach in controlling the toxicity, sentiment, and topic-adherence of LMs yielding generations satisfying the constraint with high probability (>95%) without degrading their quality.

Deep Linear Hawkes Processes

Marked temporal point processes (MTPPs) are used to model sequences of different types of events with irregular arrival times, with broad applications ranging from healthcare and social networks to finance. We address shortcomings in existing point process models by drawing connections between modern deep state-space models (SSMs) and linear Hawkes processes (LHPs), culminating in an MTPP that we call the deep linear Hawkes process (DLHP). The DLHP modifies the linear differential equations in deep SSMs to be stochastic jump differential equations, akin to LHPs. After discretizing, the resulting recurrence can be implemented efficiently using a parallel scan. This brings parallelism and linear scaling to MTPP models. This contrasts with attention-based MTPPs, which scale quadratically, and RNN-based MTPPs, which do not parallelize across the sequence length. We show empirically that DLHPs match or outperform existing models across a broad range of metrics on eight real-world datasets. Our proposed DLHP model is the first instance of the unique architectural capabilities of SSMs being leveraged to construct a new class of MTPP models.

Benchmark Data Repositories for Better Benchmarking

In machine learning research, it is common to evaluate algorithms via their performance on standard benchmark datasets. While a growing body of work establishes guidelines for -- and levies criticisms at -- data and benchmarking practices in machine learning, comparatively less attention has been paid to the data repositories where these datasets are stored, documented, and shared. In this paper, we analyze the landscape of these $\textit{benchmark data repositories}$ and the role they can play in improving benchmarking. This role includes addressing issues with both datasets themselves (e.g., representational harms, construct validity) and the manner in which evaluation is carried out using such datasets (e.g., overemphasis on a few datasets and metrics, lack of reproducibility). To this end, we identify and discuss a set of considerations surrounding the design and use of benchmark data repositories, with a focus on improving benchmarking practices in machine learning.

ELBOing Stein: Variational Bayes with Stein Mixture Inference

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to underestimating uncertainty [Ba et al., 2021], even for moderately-dimensional models such as small Bayesian neural networks (BNNs). To address this issue, we generalize SVGD by letting each particle parameterize a component distribution in a mixture model. Our method, Stein Mixture Inference (SMI), optimizes a lower bound to the evidence (ELBO) and introduces user-specified guides parameterized by particles. SMI extends the Nonlinear SVGD framework [Wang and Liu, 2019] to the case of variational Bayes. SMI effectively avoids variance collapse, judging by a previously described test developed for this purpose, and performs well on standard data sets. In addition, SMI requires considerably fewer particles than SVGD to accurately estimate uncertainty for small BNNs. The synergistic combination of NSVGD, ELBO optimization and user-specified guides establishes a promising approach towards variational Bayesian inference in the case of tall and wide data.

EventFlow: Forecasting Continuous-Time Event Data with Flow Matching

Continuous-time event sequences, in which events occur at irregular intervals, are ubiquitous across a wide range of industrial and scientific domains. The contemporary modeling paradigm is to treat such data as realizations of a temporal point process, and in machine learning it is common to model temporal point processes in an autoregressive fashion using a neural network. While autoregressive models are successful in predicting the time of a single subsequent event, their performance can be unsatisfactory in forecasting longer horizons due to cascading errors. We propose EventFlow, a non-autoregressive generative model for temporal point processes. Our model builds on the flow matching framework in order to directly learn joint distributions over event times, side-stepping the autoregressive process. EventFlow is likelihood-free, easy to implement and sample from, and either matches or surpasses the performance of state-of-the-art models in both unconditional and conditional generation tasks on a set of standard benchmarks

Perceptions of Linguistic Uncertainty by Language Models and Humans

Uncertainty expressions such as ``probably'' or ``highly unlikely'' are pervasive in human language. While prior work has established that there is population-level agreement in terms of how humans interpret these expressions, there has been little inquiry into the abilities of language models to interpret such expressions. In this paper, we investigate how language models map linguistic expressions of uncertainty to numerical responses. Our approach assesses whether language models can employ theory of mind in this setting: understanding the uncertainty of another agent about a particular statement, independently of the model's own certainty about that statement. We evaluate both humans and 10 popular language models on a task created to assess these abilities. Unexpectedly, we find that 8 out of 10 models are able to map uncertainty expressions to probabilistic responses in a human-like manner. However, we observe systematically different behavior depending on whether a statement is actually true or false. This sensitivity indicates that language models are substantially more susceptible to bias based on their prior knowledge (as compared to humans). These findings raise important questions and have broad implications for human-AI alignment and AI-AI communication.

JANET: Joint Adaptive predictioN-region Estimation for Time-series

Conformal prediction provides machine learning models with prediction sets that offer theoretical guarantees, but the underlying assumption of exchangeability limits its applicability to time series data. Furthermore, existing approaches struggle to handle multi-step ahead prediction tasks, where uncertainty estimates across multiple future time points are crucial. We propose JANET (Joint Adaptive predictioN-region Estimation for Time-series), a novel framework for constructing conformal prediction regions that are valid for both univariate and multivariate time series. JANET generalises the inductive conformal framework and efficiently produces joint prediction regions with controlled K-familywise error rates, enabling flexible adaptation to specific application needs. Our empirical evaluation demonstrates JANET's superior performance in multi-step prediction tasks across diverse time series datasets, highlighting its potential for reliable and interpretable uncertainty quantification in sequential data.

Anomaly Detection of Tabular Data Using LLMs

Large language models (LLMs) have shown their potential in long-context understanding and mathematical reasoning. In this paper, we study the problem of using LLMs to detect tabular anomalies and show that pre-trained LLMs are zero-shot batch-level anomaly detectors. That is, without extra distribution-specific model fitting, they can discover hidden outliers in a batch of data, demonstrating their ability to identify low-density data regions. For LLMs that are not well aligned with anomaly detection and frequently output factual errors, we apply simple yet effective data-generating processes to simulate synthetic batch-level anomaly detection datasets and propose an end-to-end fine-tuning strategy to bring out the potential of LLMs in detecting real anomalies. Experiments on a large anomaly detection benchmark (ODDS) showcase i) GPT-4 has on-par performance with the state-of-the-art transductive learning-based anomaly detection methods and ii) the efficacy of our synthetic dataset and fine-tuning strategy in aligning LLMs to this task.

Dynamic Conditional Optimal Transport through Simulation-Free Flows

We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. With these tools, we propose a simulation-free flow-based method for conditional generative modeling. Our method couples an arbitrary source distribution to a specified target distribution through a triangular COT plan. We build on the framework of flow matching to train a conditional generative model by approximating the geodesic path of measures induced by this COT plan. Our theory and methods are applicable in the infinite-dimensional setting, making them well suited for inverse problems. Empirically, we demonstrate our proposed method on two image-to-image translation tasks and an infinite-dimensional Bayesian inverse problem.