Daily Papers

Markov categories are a novel framework to describe and treat problems in probability and information theory. In this work we combine the categorical formalism with the traditional quantitative notions of entropy, mutual information, and data processing inequalities. We show that several quantitative aspects of information theory can be captured by an enriched version of Markov categories, where the spaces of morphisms are equipped with a divergence or even a metric. As it is customary in information theory, mutual information can be defined as a measure of how far a joint source is from displaying independence of its components. More strikingly, Markov categories give a notion of determinism for sources and channels, and we can define entropy exactly by measuring how far a source or channel is from being deterministic. This recovers Shannon and R\'enyi entropies, as well as the Gini-Simpson index used in ecology to quantify diversity, and it can be used to give a conceptual definition of generalized entropy.

Markov categories are a recent categorical approach to the mathematical foundations of probability and statistics. Here, this approach is advanced by stating and proving equivalent conditions for second-order stochastic dominance, a widely used way of comparing probability distributions by their spread. Furthermore, we lay foundation for the theory of comparing statistical experiments within Markov categories by stating and proving the classical Blackwell-Sherman-Stein Theorem. Our version not only offers new insight into the proof, but its abstract nature also makes the result more general, automatically specializing to the standard Blackwell-Sherman-Stein Theorem in measure-theoretic probability as well as a Bayesian version that involves prior-dependent garbling. Along the way, we define and characterize representable Markov categories, within which one can talk about Markov kernels to or from spaces of distributions. We do so by exploring the relation between Markov categories and Kleisli categories of probability monads.

Auto-regressive language models factorize sequence probabilities and are trained by minimizing the negative log-likelihood (NLL) objective. While empirically powerful, a deep theoretical understanding of why this simple objective yields such versatile representations remains elusive. This work introduces a unifying analytical framework using Markov Categories (MCs) to deconstruct the AR generation process and the NLL objective. We model the single-step generation map as a composition of Markov kernels in the category Stoch. This compositional view, when enriched with statistical divergences, allows us to dissect information flow and learned geometry. Our framework makes three main contributions. First, we provide a formal, information-theoretic rationale for the success of modern speculative decoding methods like EAGLE, quantifying the information surplus in hidden states that these methods exploit. Second, we formalize how NLL minimization forces the model to learn not just the next token, but the data's intrinsic conditional stochasticity, a process we analyze using categorical entropy. Third, and most centrally, we prove that NLL training acts as an implicit form of spectral contrastive learning. By analyzing the information geometry of the model's prediction head, we show that NLL implicitly forces the learned representation space to align with the eigenspectrum of a predictive similarity operator, thereby learning a geometrically structured space without explicit contrastive pairs. This compositional and information-geometric perspective reveals the deep structural principles underlying the effectiveness of modern LMs. Project Page: https://github.com/asiresearch/lm-theory

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning and disintegration; various versions of conditional independence and its standard properties; conditional products; almost surely; sufficient statistics; versions of theorems on sufficient statistics due to Fisher--Neyman, Basu, and Bahadur. Besides the conceptual clarity offered by our categorical setup, its main advantage is that it provides a uniform treatment of various types of probability theory, including discrete probability theory, measure-theoretic probability with general measurable spaces, Gaussian probability, stochastic processes of either of these kinds, and many others.

Markov categories are a recent category-theoretic approach to the foundations of probability and statistics. Here we develop this approach further by treating infinite products and the Kolmogorov extension theorem. This is relevant for all aspects of probability theory in which infinitely many random variables appear at a time. These infinite tensor products bigotimes_{i in J} X_i come in two versions: a weaker but more general one for families of objects (X_i)_{i in J} in semicartesian symmetric monoidal categories, and a stronger but more specific one for families of objects in Markov categories. As a first application, we state and prove versions of the zero-one laws of Kolmogorov and Hewitt-Savage for Markov categories. This gives general versions of these results which can be instantiated not only in measure-theoretic probability, where they specialize to the standard ones in the setting of standard Borel spaces, but also in other contexts.

In this work we take a Category Theoretic perspective on the relationship between probabilistic modeling and function approximation. We begin by defining two extensions of function composition to stochastic process subordination: one based on the co-Kleisli category under the comonad (Omega x -) and one based on the parameterization of a category with a Lawvere theory. We show how these extensions relate to the category Stoch and other Markov Categories. Next, we apply the Para construction to extend stochastic processes to parameterized statistical models and we define a way to compose the likelihood functions of these models. We conclude with a demonstration of how the Maximum Likelihood Estimation procedure defines an identity-on-objects functor from the category of statistical models to the category of Learners. Code to accompany this paper can be found at https://github.com/dshieble/Categorical_Stochastic_Processes_and_Likelihood

We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural setting for studying stochastic maps with Bayesian inverses restricted to the points supported by a given prior. In order to state this formally we develop a proposed definition by Fritz of a support object in a Markov category and show that these give rise to a section into the category of dependent Bayesian lenses encoding a more canonical notion of Bayesian inversion.

Enhancing the intelligibility and interpretability of machine learning is a crucial task in responding to the demand for Explicability as an AI principle, and in promoting the better social implementation of AI. The aim of our research is to contribute to this improvement by reformulating machine learning models through the lens of category theory, thereby developing a semantic framework for structuring and understanding AI systems. Our categorical modeling in this paper clarifies and formalizes the structural interplay between residuals and parameters in supervised learning. The present paper focuses on the multiple linear regression model, which represents the most basic form of supervised learning. By defining two concrete categories corresponding to parameters and data, along with an adjoint pair of functors between them, we introduce our categorical formulation of supervised learning. We show that the essential structure of this framework is captured by what we call the Gauss-Markov Adjunction. Within this setting, the dual flow of information can be explicitly described as a correspondence between variations in parameters and residuals. The ordinary least squares estimator for the parameters and the minimum residual are related via the preservation of limits by the right adjoint functor. Furthermore, we position this formulation as an instance of extended denotational semantics for supervised learning, and propose applying a semantic perspective developed in theoretical computer science as a formal foundation for Explicability in AI.

We present a holistic approach to building a robust and useful natural language classification system for real-world content moderation. The success of such a system relies on a chain of carefully designed and executed steps, including the design of content taxonomies and labeling instructions, data quality control, an active learning pipeline to capture rare events, and a variety of methods to make the model robust and to avoid overfitting. Our moderation system is trained to detect a broad set of categories of undesired content, including sexual content, hateful content, violence, self-harm, and harassment. This approach generalizes to a wide range of different content taxonomies and can be used to create high-quality content classifiers that outperform off-the-shelf models.

GPT-4o is an autoregressive omni model that accepts as input any combination of text, audio, image, and video, and generates any combination of text, audio, and image outputs. It's trained end-to-end across text, vision, and audio, meaning all inputs and outputs are processed by the same neural network. GPT-4o can respond to audio inputs in as little as 232 milliseconds, with an average of 320 milliseconds, which is similar to human response time in conversation. It matches GPT-4 Turbo performance on text in English and code, with significant improvement on text in non-English languages, while also being much faster and 50\% cheaper in the API. GPT-4o is especially better at vision and audio understanding compared to existing models. In line with our commitment to building AI safely and consistent with our voluntary commitments to the White House, we are sharing the GPT-4o System Card, which includes our Preparedness Framework evaluations. In this System Card, we provide a detailed look at GPT-4o's capabilities, limitations, and safety evaluations across multiple categories, focusing on speech-to-speech while also evaluating text and image capabilities, and measures we've implemented to ensure the model is safe and aligned. We also include third-party assessments on dangerous capabilities, as well as discussion of potential societal impacts of GPT-4o's text and vision capabilities.

From the Bayesian perspective, the category of conditional probabilities (a variant of the Kleisli category of the Giry monad, whose objects are measurable spaces and arrows are Markov kernels) gives a nice framework for conceptualization and analysis of many aspects of machine learning. Using categorical methods, we construct models for parametric and nonparametric Bayesian reasoning on function spaces, thus providing a basis for the supervised learning problem. In particular, stochastic processes are arrows to these function spaces which serve as prior probabilities. The resulting inference maps can often be analytically constructed in this symmetric monoidal weakly closed category. We also show how to view general stochastic processes using functor categories and demonstrate the Kalman filter as an archetype for the hidden Markov model.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may observe that the inversion of the whole can be computed piecewise in terms of the component processes. We study the structure of this compositional rule, noting that it relates to the lens pattern in functional programming. Working in a suitably general axiomatic presentation of a category of Markov kernels, we see how we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a fibred category. We discuss the compositional nature of this, formulated as a functor on the underlying category and explore how this can used for a more type-driven approach to statistical inference.

We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space. Specifically, we seek to construct a projected Markov chain that optimizes various information-theoretic criteria under cardinality constraints. These criteria include entropy rate, information-theoretic distance to factorizability, independence, and stationarity. We formulate these tasks as best subset selection problems over multivariate Markov chains and leverage the submodular (or supermodular) structure of the objective functions to develop efficient greedy-based algorithms with theoretical guarantees. We extend our analysis to k-submodular settings and introduce a generalized version of the distorted greedy algorithm, which may be of independent interest. Finally, we illustrate the theory and algorithms through extensive numerical experiments with publicly available code on multivariate Markov chains associated with the Bernoulli-Laplace and Curie-Weiss model.

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.

We define and study a probability monad on the category of complete metric spaces and short maps. It assigns to each space the space of Radon probability measures on it with finite first moment, equipped with the Kantorovich-Wasserstein distance. This monad is analogous to the Giry monad on the category of Polish spaces, and it extends a construction due to van Breugel for compact and for 1-bounded complete metric spaces. We prove that this Kantorovich monad arises from a colimit construction on finite power-like constructions, which formalizes the intuition that probability measures are limits of finite samples. The proof relies on a criterion for when an ordinary left Kan extension of lax monoidal functors is a monoidal Kan extension. The colimit characterization allows the development of integration theory and the treatment of measures on spaces of measures, without measure theory. We also show that the category of algebras of the Kantorovich monad is equivalent to the category of closed convex subsets of Banach spaces with short affine maps as morphisms.

We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a multi-step process, involving (1) a subspace estimation step, (2) spectral clustering of trajectories using "pairwise distance estimators," along with refinement using the EM algorithm, (3) a model estimation step, and (4) a classification step for predicting labels of new trajectories. We provide end-to-end performance guarantees, where we only explicitly require the length of trajectories to be linear in the number of states and the number of trajectories to be linear in a mixing time parameter. Experimental results support these guarantees, where we attain 96.6% average accuracy on a mixture of two MDPs in gridworld, outperforming the EM algorithm with random initialization (73.2% average accuracy).

We give a conceptual treatment of the notion of joints, marginals, and independence in the setting of categorical probability. This is achieved by endowing the usual probability monads (like the Giry monad) with a monoidal and an opmonoidal structure, mutually compatible (i.e. a bimonoidal structure). If the underlying monoidal category is cartesian monoidal, a bimonoidal structure is given uniquely by a commutative strength. However, if the underlying monoidal category is not cartesian monoidal, a strength is not enough to guarantee all the desired properties of joints and marginals. A bimonoidal structure is then the correct requirement for the more general case. We explain the theory and the operational interpretation, with the help of the graphical calculus for monoidal categories. We give a definition of stochastic independence based on the bimonoidal structure, compatible with the intuition and with other approaches in the literature for cartesian monoidal categories. We then show as an example that the Kantorovich monad on the category of complete metric spaces is a bimonoidal monad for a non-cartesian monoidal structure.

We introduce the category of information structures, whose objects are suitable diagrams of measurable sets that encode the possible outputs of a given family of observables and their mutual relationships of refinement; they serve as mathematical models of contextuality in classical and quantum settings. Each information structure can be regarded as a ringed site with trivial topology; the structure ring is generated by the observables themselves and its multiplication corresponds to joint measurement. We extend Baudot and Bennequin's definition of information cohomology to this setting, as a derived functor in the category of modules over the structure ring, and show explicitly that the bar construction gives a projective resolution in that category, recovering in this way the cochain complexes previously considered in the literature. Finally, we study the particular case of a one-parameter family of coefficients made of functions of probability distributions. The only 1-cocycles are Shannon entropy or Tsallis alpha-entropy, depending on the value of the parameter.

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.

Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be far from trivial. In this work we introduce a methodology for zero-shot inference of Markov jump processes (MJPs), on bounded state spaces, from noisy and sparse observations, which consists of two components. First, a broad probability distribution over families of MJPs, as well as over possible observation times and noise mechanisms, with which we simulate a synthetic dataset of hidden MJPs and their noisy observation process. Second, a neural network model that processes subsets of the simulated observations, and that is trained to output the initial condition and rate matrix of the target MJP in a supervised way. We empirically demonstrate that one and the same (pretrained) model can infer, in a zero-shot fashion, hidden MJPs evolving in state spaces of different dimensionalities. Specifically, we infer MJPs which describe (i) discrete flashing ratchet systems, which are a type of Brownian motors, and the conformational dynamics in (ii) molecular simulations, (iii) experimental ion channel data and (iv) simple protein folding models. What is more, we show that our model performs on par with state-of-the-art models which are finetuned to the target datasets.

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language models (LLMs) can effectively model data generated by HMMs via in-context learning (ICL)x2013their ability to infer patterns from examples within a prompt. On a diverse set of synthetic HMMs, LLMs achieve predictive accuracy approaching the theoretical optimum. We uncover novel scaling trends influenced by HMM properties, and offer theoretical conjectures for these empirical observations. We also provide practical guidelines for scientists on using ICL as a diagnostic tool for complex data. On real-world animal decision-making tasks, ICL achieves competitive performance with models designed by human experts. To our knowledge, this is the first demonstration that ICL can learn and predict HMM-generated sequencesx2013an advance that deepens our understanding of in-context learning in LLMs and establishes its potential as a powerful tool for uncovering hidden structure in complex scientific data.

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential decision process. In the standard setting, the agent learns from stochastic feedback in the form of real-valued rewards. In many applications, however, numerical reward signals are not readily available -- instead, only weaker information is provided, in particular relative preferences in the form of qualitative comparisons between pairs of alternatives. This observation has motivated the study of variants of the multi-armed bandit problem, in which more general representations are used both for the type of feedback to learn from and the target of prediction. The aim of this paper is to provide a survey of the state of the art in this field, referred to as preference-based multi-armed bandits or dueling bandits. To this end, we provide an overview of problems that have been considered in the literature as well as methods for tackling them. Our taxonomy is mainly based on the assumptions made by these methods about the data-generating process and, related to this, the properties of the preference-based feedback.

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the assumption of exchangeability is not valid. The key idea of the proposed method is to partition the non-exchangeable Markovian data from the HMM into exchangeable blocks by exploiting the de Finetti's Theorem for Markov Chains discovered by Diaconis and Freedman (1980). The permutations of the exchangeable blocks are viewed as randomizations of the observed Markovian data from the HMM. The proposed method provably retains all desirable theoretical guarantees offered by the classical conformal prediction framework in both exchangeable and Markovian settings. In particular, while the lack of exchangeability introduced by Markovian samples constitutes a violation of a crucial assumption for classical conformal prediction, the proposed method views it as an advantage that can be exploited to improve the performance further. Detailed numerical and empirical results that complement the theoretical conclusions are provided to illustrate the practical feasibility of the proposed method.

Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of probability theory. Programs may use both higher-order functions and continuous distributions, or even define a probability distribution on functions. But standard probability theory does not handle higher-order functions well: the category of measurable spaces is not cartesian closed. Here we introduce quasi-Borel spaces. We show that these spaces: form a new formalization of probability theory replacing measurable spaces; form a cartesian closed category and so support higher-order functions; form a well-pointed category and so support good proof principles for equational reasoning; and support continuous probability distributions. We demonstrate the use of quasi-Borel spaces for higher-order functions and probability by: showing that a well-known construction of probability theory involving random functions gains a cleaner expression; and generalizing de Finetti's theorem, that is a crucial theorem in probability theory, to quasi-Borel spaces.

The Markov numbers are positive integers appearing as solutions to the Diophantine equation x^2 + y^2 + z^2 = 3xyz. These numbers are very well-studied and have many combinatorial properties, as well as being the source of the long-standing unicity conjecture. In 2018, Canakc{\i} and Schiffler showed that the Markov number m_{a{b}} is the number of perfect matchings of a certain snake graph corresponding to the Christoffel path from (0,0) to (a,b). Based on this correspondence, Schiffler in 2023 introduced two orderings on lattice paths. For any path omega, associate a snake graph G(omega) and a continued fraction g(omega). The ordering <_M is given by the number of perfect matchings on G(omega), and the ordering <_L is given by the Lagrange number of g(omega). In this work, we settle two conjectures of Schiffler. First, we show that the path omega(a,b) = RRcdots R UU cdots U is the unique maximum over all lattice paths from (0,0) to (a,b) with respect to both orderings <_M and <_L. We then use this result to prove that sup L(omega) over all lattice paths is exactly 1+sqrt5.

Over the past two decades machine learning has permeated almost every realm of technology. At the same time, many researchers have begun using category theory as a unifying language, facilitating communication between different scientific disciplines. It is therefore unsurprising that there is a burgeoning interest in applying category theory to machine learning. We aim to document the motivations, goals and common themes across these applications. We touch on gradient-based learning, probability, and equivariant learning.

Discrete diffusion has recently emerged as a promising paradigm in discrete data modeling. However, existing methods typically rely on a fixed rate transition matrix during training, which not only limits the expressiveness of latent representations, a fundamental strength of variational methods, but also constrains the overall design space. To address these limitations, we propose Discrete Markov Bridge, a novel framework specifically designed for discrete representation learning. Our approach is built upon two key components: Matrix Learning and Score Learning. We conduct a rigorous theoretical analysis, establishing formal performance guarantees for Matrix Learning and proving the convergence of the overall framework. Furthermore, we analyze the space complexity of our method, addressing practical constraints identified in prior studies. Extensive empirical evaluations validate the effectiveness of the proposed Discrete Markov Bridge, which achieves an Evidence Lower Bound (ELBO) of 1.38 on the Text8 dataset, outperforming established baselines. Moreover, the proposed model demonstrates competitive performance on the CIFAR-10 dataset, achieving results comparable to those obtained by image-specific generation approaches.

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM) for fault detection and prognostics of equipments based on sensors' data. It is a particular dynamic Bayesian network that allows to represent the dynamics of a system by means of a Hidden Markov Model (HMM) and an autoregressive (AR) process. The Markov chain assumes that the system is switching back and forth between internal states while the AR process ensures a temporal coherence on sensor measurements. A sound learning procedure of standard ARHMM based on maximum likelihood allows to iteratively estimate all parameters simultaneously. This paper suggests a modification of the learning procedure considering that one may have prior knowledge about the structure which becomes partially hidden. The integration of the prior is based on the Theory of Weighted Distributions which is compatible with the Expectation-Maximization algorithm in the sense that the convergence properties are still satisfied. We show how to apply this model to estimate the remaining useful life based on health indicators. The autoregressive parameters can indeed be used for prediction while the latent structure can be used to get information about the degradation level. The interest of the proposed method for prognostics and health assessment is demonstrated on CMAPSS datasets.

Reinforcement learning (RL) in recommendation systems offers the potential to optimize recommendations for long-term user engagement. However, the environment often involves large state and action spaces, which makes it hard to efficiently learn and explore. In this work, we propose a sample-efficient representation learning algorithm, using the standard slate recommendation setup, to treat this as an online RL problem with low-rank Markov decision processes (MDPs). We also construct the recommender simulation environment with the proposed setup and sampling method.

We introduce a new dataset named WikiVitals which contains a large graph of 48k mutually referred Wikipedia articles classified into 32 categories and connected by 2.3M edges. Our aim is to rigorously evaluate the contributions of three distinct sources of information to the label prediction in a semi-supervised node classification setting, namely the content of the articles, their connections with each other and the correlations among their labels. We perform this evaluation using a Graph Markov Neural Network which provides a theoretically principled model for this task and we conduct a detailed evaluation of the contributions of each sources of information using a clear separation of model selection and model assessment. One interesting observation is that including the effect of label dependencies is more relevant for sparse train sets than it is for dense train sets.

Given time series data, how can we answer questions like "what will happen in the future?" and "how did we get here?" These sorts of probabilistic inference questions are challenging when observations are high-dimensional. In this paper, we show how these questions can have compact, closed form solutions in terms of learned representations. The key idea is to apply a variant of contrastive learning to time series data. Prior work already shows that the representations learned by contrastive learning encode a probability ratio. By extending prior work to show that the marginal distribution over representations is Gaussian, we can then prove that joint distribution of representations is also Gaussian. Taken together, these results show that representations learned via temporal contrastive learning follow a Gauss-Markov chain, a graphical model where inference (e.g., prediction, planning) over representations corresponds to inverting a low-dimensional matrix. In one special case, inferring intermediate representations will be equivalent to interpolating between the learned representations. We validate our theory using numerical simulations on tasks up to 46-dimensions.

Inspired by the foundational works by Spivak and Fong and Cruttwell et al., we introduce a categorical framework to formalize Bayesian inference and learning. The two key ideas at play here are the notions of Bayesian inversions and the functor GL as constructed by Cruttwell et al.. In this context, we find that Bayesian learning is the simplest case of the learning paradigm. We then obtain categorical formulations of batch and sequential Bayes updates while also verifying that the two coincide in a specific example.

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.

Diffusion models have emerged as a promising alternative to autoregressive models in modeling discrete categorical data. Yet diffusion models that directly work on discrete data space do not fully exploit the power of iterative refinement, as the signals are lost during the transition between discrete states. Existing continuous diffusion models for discrete data have limited performance compared to discrete approaches, and the unclear link between them restricts the development of diffusion models for discrete data. In this work, we propose a continuous diffusion model for language modeling that incorporates the geometry of the underlying categorical distribution. We establish a connection between the discrete diffusion and continuous flow on the statistical manifold, and building on the analogy, we introduce a simple design for the diffusion process that generalizes previous discrete diffusion models. We further propose a simulation-free training framework based on radial symmetry and a simple technique to address the high dimensionality of the manifold. Comprehensive experiments on language modeling benchmarks and other modalities show that our method outperforms existing discrete diffusion models and approaches the performance of autoregressive models. Codes available at https://github.com/harryjo97/RDLM{https://github.com/harryjo97/RDLM}.

Large language models (LLMs) have proven to be remarkably efficient, both across a wide range of natural language processing tasks and well beyond them. However, a comprehensive theoretical analysis of the origins of their impressive performance remains elusive. In this paper, we approach this challenging task by drawing an equivalence between generic autoregressive language models with vocabulary of size T and context window of size K and Markov chains defined on a finite state space of size O(T^K). We derive several surprising findings related to the existence of a stationary distribution of Markov chains that capture the inference power of LLMs, their speed of convergence to it, and the influence of the temperature on the latter. We then prove pre-training and in-context generalization bounds and show how the drawn equivalence allows us to enrich their interpretation. Finally, we illustrate our theoretical guarantees with experiments on several recent LLMs to highlight how they capture the behavior observed in practice.

This paper studies the topic modeling problem of tagged documents and images. Higher-order relations among tagged documents and images are major and ubiquitous characteristics, and play positive roles in extracting reliable and interpretable topics. In this paper, we propose the tag-topic models (TTM) to depict such higher-order topic structural dependencies within the Markov random field (MRF) framework. First, we use the novel factor graph representation of latent Dirichlet allocation (LDA)-based topic models from the MRF perspective, and present an efficient loopy belief propagation (BP) algorithm for approximate inference and parameter estimation. Second, we propose the factor hypergraph representation of TTM, and focus on both pairwise and higher-order relation modeling among tagged documents and images. Efficient loopy BP algorithm is developed to learn TTM, which encourages the topic labeling smoothness among tagged documents and images. Extensive experimental results confirm the incorporation of higher-order relations to be effective in enhancing the overall topic modeling performance, when compared with current state-of-the-art topic models, in many text and image mining tasks of broad interests such as word and link prediction, document classification, and tag recommendation.

Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific formulations. This paper introduces a new formulation for risk-sensitive MDPs, which assesses risk in a slightly different manner compared to the classical Markov risk measure (Ruszczy\'nski 2010), and establishes its equivalence with a class of regularized robust MDP (RMDP) problems, including the standard RMDP as a special case. Leveraging this equivalence, we further derive the policy gradient theorem for both problems, proving gradient domination and global convergence of the exact policy gradient method under the tabular setting with direct parameterization. This forms a sharp contrast to the Markov risk measure, known to be potentially non-gradient-dominant (Huang et al. 2021). We also propose a sample-based offline learning algorithm, namely the robust fitted-Z iteration (RFZI), for a specific regularized RMDP problem with a KL-divergence regularization term (or equivalently the risk-sensitive MDP with an entropy risk measure). We showcase its streamlined design and less stringent assumptions due to the equivalence and analyze its sample complexity.

This paper generalises the treatment of compositional game theory as introduced by the second and third authors with Ghani and Winschel, where games are modelled as morphisms of a symmetric monoidal category. From an economic modelling perspective, the existing notion of an open game is not expressive enough for many applications. This includes stochastic environments, stochastic choices by players, as well as incomplete information regarding the game being played. The current paper addresses these three issue all at once. To achieve this we make significant use of category theory, especially the 'coend optics' of Riley.

We present a novel application of category theory for deep learning. We show how category theory can be used to understand and work with the linear layer functions of group equivariant neural networks whose layers are some tensor power space of R^{n} for the groups S_n, O(n), Sp(n), and SO(n). By using category theoretic constructions, we build a richer structure that is not seen in the original formulation of these neural networks, leading to new insights. In particular, we outline the development of an algorithm for quickly computing the result of a vector that is passed through an equivariant, linear layer for each group in question. The success of our approach suggests that category theory could be beneficial for other areas of deep learning.

In this paper, we address the problem of generalized category discovery (GCD), \ie, given a set of images where part of them are labelled and the rest are not, the task is to automatically cluster the images in the unlabelled data, leveraging the information from the labelled data, while the unlabelled data contain images from the labelled classes and also new ones. GCD is similar to semi-supervised learning (SSL) but is more realistic and challenging, as SSL assumes all the unlabelled images are from the same classes as the labelled ones. We also do not assume the class number in the unlabelled data is known a-priori, making the GCD problem even harder. To tackle the problem of GCD without knowing the class number, we propose an EM-like framework that alternates between representation learning and class number estimation. We propose a semi-supervised variant of the Gaussian Mixture Model (GMM) with a stochastic splitting and merging mechanism to dynamically determine the prototypes by examining the cluster compactness and separability. With these prototypes, we leverage prototypical contrastive learning for representation learning on the partially labelled data subject to the constraints imposed by the labelled data. Our framework alternates between these two steps until convergence. The cluster assignment for an unlabelled instance can then be retrieved by identifying its nearest prototype. We comprehensively evaluate our framework on both generic image classification datasets and challenging fine-grained object recognition datasets, achieving state-of-the-art performance.

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal assumptions made on the density) into a sequence of sampling from log-concave conditional densities via accumulation of noisy measurements with equal noise levels. Our construction is unique in that it keeps track of a history of samples, making it non-Markovian as a whole, but it is lightweight algorithmically as the history only shows up in the form of a running empirical mean of samples. Our sampling algorithm generalizes walk-jump sampling (Saremi & Hyv\"arinen, 2019). The "walk" phase becomes a (non-Markovian) chain of (log-concave) Markov chains. The "jump" from the accumulated measurements is obtained by empirical Bayes. We study our sampling algorithm quantitatively using the 2-Wasserstein metric and compare it with various Langevin MCMC algorithms. We also report a remarkable capacity of our algorithm to "tunnel" between modes of a distribution.

We consider three monads on Top, the category of topological spaces, which formalize topological aspects of probability and possibility in categorical terms. The first one is the Hoare hyperspace monad H, which assigns to every space its space of closed subsets equipped with the lower Vietoris topology. The second is the monad V of continuous valuations, also known as the extended probabilistic powerdomain. We construct both monads in a unified way in terms of double dualization. This reveals a close analogy between them, and allows us to prove that the operation of taking the support of a continuous valuation is a morphism of monads from V to H. In particular, this implies that every H-algebra (topological complete semilattice) is also a V-algebra. Third, we show that V can be restricted to a submonad of tau-smooth probability measures on Top. By composing these two morphisms of monads, we obtain that taking the support of a tau-smooth probability measure is also a morphism of monads.

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov chain from its samples, is still far from understood. We consider two problems related to the min-max risk (expected loss) of estimating an unknown k-state Markov chain from its n sequential samples: predicting the conditional distribution of the next sample with respect to the KL-divergence, and estimating the transition matrix with respect to a natural loss induced by KL or a more general f-divergence measure. For the first measure, we determine the min-max prediction risk to within a linear factor in the alphabet size, showing it is Omega(kloglog n / n) and O(k^2loglog n / n). For the second, if the transition probabilities can be arbitrarily small, then only trivial uniform risk upper bounds can be derived. We therefore consider transition probabilities that are bounded away from zero, and resolve the problem for essentially all sufficiently smooth f-divergences, including KL-, L_2-, Chi-squared, Hellinger, and Alpha-divergences.

Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest shift/imbalance in covariates (i.e., secondary non-imaging data). Controlling for such nuisance variables is common within standard statistical analysis, but the ideas do not directly apply to overparameterized models. Consequently, recent work has shown how strategies from invariant representation learning provides a meaningful starting point, but the current repertoire of methods is limited to accounting for shifts/imbalances in just a couple of covariates at a time. In this paper, we show how viewing this problem from the perspective of Category theory provides a simple and effective solution that completely avoids elaborate multi-stage training pipelines that would otherwise be needed. We show the effectiveness of this approach via extensive experiments on real datasets. Further, we discuss how this style of formulation offers a unified perspective on at least 5+ distinct problem settings, from self-supervised learning to matching problems in 3D reconstruction.

Reverse derivative categories (RDCs) have recently been shown to be a suitable semantic framework for studying machine learning algorithms. Whereas emphasis has been put on training methodologies, less attention has been devoted to particular model classes: the concrete categories whose morphisms represent machine learning models. In this paper we study presentations by generators and equations of classes of RDCs. In particular, we propose polynomial circuits as a suitable machine learning model. We give an axiomatisation for these circuits and prove a functional completeness result. Finally, we discuss the use of polynomial circuits over specific semirings to perform machine learning with discrete values.

We develop tools for explicitly constructing categories enriched over generating data and that compose via ordinary scalar and matrix arithmetic arithmetic operations. We characterize meaningful size maps, weightings, and magnitude that reveal features analogous to outliers that these same notions have previously been shown to reveal in the context of metric spaces. Throughout, we provide examples of such "outlier detection" relevant to the analysis of computer programs, neural networks, cyber-physical systems, and networks of communications channels.

Given a set of K probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify multi-way correspondences among the prescribed marginals. We formalize an approach to this task within a generalization of the stochastic interpolant framework, leading to efficient learning algorithms built upon dynamical transport of measure. Our generative models are defined by velocity and score fields that can be characterized as the minimizers of simple quadratic objectives, and they are defined on a simplex that generalizes the time variable in the usual dynamical transport framework. The resulting transport on the simplex is influenced by all marginals, and we show that multi-way correspondences can be extracted. The identification of such correspondences has applications to style transfer, algorithmic fairness, and data decorruption. In addition, the multimarginal perspective enables an efficient algorithm for reducing the dynamical transport cost in the ordinary two-marginal setting. We demonstrate these capacities with several numerical examples.

Multiple types of inference are available for probabilistic graphical models, e.g., marginal, maximum-a-posteriori, and even marginal maximum-a-posteriori. Which one do researchers mean when they talk about ``planning as inference''? There is no consistency in the literature, different types are used, and their ability to do planning is further entangled with specific approximations or additional constraints. In this work we use the variational framework to show that, just like all commonly used types of inference correspond to different weightings of the entropy terms in the variational problem, planning corresponds exactly to a different set of weights. This means that all the tricks of variational inference are readily applicable to planning. We develop an analogue of loopy belief propagation that allows us to perform approximate planning in factored-state Markov decisions processes without incurring intractability due to the exponentially large state space. The variational perspective shows that the previous types of inference for planning are only adequate in environments with low stochasticity, and allows us to characterize each type by its own merits, disentangling the type of inference from the additional approximations that its practical use requires. We validate these results empirically on synthetic MDPs and tasks posed in the International Planning Competition.

In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis. It comes with almost arbitrary isotropic and state-dependent noise instead of normal and state-independent one as in most related papers. Moreover, in our chain the drift and diffusion coefficient can be inexact in order to cover wide range of applications as Stochastic Gradient Langevin Dynamics, sampling, Stochastic Gradient Descent or Stochastic Gradient Boosting. We prove the bound in W_{2}-distance between the laws of our Ito chain and corresponding differential equation. These results improve or cover most of the known estimates. And for some particular cases, our analysis is the first.

Traditional image classification requires a predefined list of semantic categories. In contrast, Large Multimodal Models (LMMs) can sidestep this requirement by classifying images directly using natural language (e.g., answering the prompt "What is the main object in the image?"). Despite this remarkable capability, most existing studies on LMM classification performance are surprisingly limited in scope, often assuming a closed-world setting with a predefined set of categories. In this work, we address this gap by thoroughly evaluating LMM classification performance in a truly open-world setting. We first formalize the task and introduce an evaluation protocol, defining various metrics to assess the alignment between predicted and ground truth classes. We then evaluate 13 models across 10 benchmarks, encompassing prototypical, non-prototypical, fine-grained, and very fine-grained classes, demonstrating the challenges LMMs face in this task. Further analyses based on the proposed metrics reveal the types of errors LMMs make, highlighting challenges related to granularity and fine-grained capabilities, showing how tailored prompting and reasoning can alleviate them.

Chain of Thought (CoT) of multi-step benefits from the logical structure of the reasoning steps and task-specific actions, significantly enhancing the mathematical reasoning capabilities of large language models. As the prevalence of long CoT, the number of reasoning steps exceeds manageable token limits and leads to higher computational demands. Inspired by the fundamental logic of human cognition, ``derive, then reduce'', we conceptualize the standard multi-step CoT as a novel Markov Chain of Thought (MCoT). In this study, we consider the mathematical reasoning task, defining each reasoning step as text accompanied by a Python code snippet. To facilitate a longer reasoning path, self-correction is enabled through interactions with the code interpreter. Our MCoT aims to compress previous reasoning steps into a simplified question, enabling efficient next-step inference without relying on a lengthy KV cache. In our experiments, we curate the MCoTInstruct dataset, and the empirical results indicate that MCoT not only significantly enhances efficiency but also maintains comparable accuracy. While much remains to be explored, this work paves the way for exploring the long CoT reasoning abilities of LLMs.

Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required for accurate integration. In this paper, we introduce an inference process that maps complex systems into a simplified representational space and models large jumps in time. To achieve this, we propose Time-lagged Information Bottleneck (T-IB), a principled objective rooted in information theory, which aims to capture relevant temporal features while discarding high-frequency information to simplify the simulation task and minimize the inference error. Our experiments demonstrate that T-IB learns information-optimal representations for accurately modeling the statistical properties and dynamics of the original process at a selected time lag, outperforming existing time-lagged dimensionality reduction methods.

The Brownian sphere is a random metric space, homeomorphic to the two-dimensional sphere, which arises as the universal scaling limit of many types of random planar maps. The direct construction of the Brownian sphere is via a continuous analogue of the Cori--Vauquelin--Schaeffer (CVS) bijection. The CVS bijection maps labeled trees to planar maps, and the continuous version maps Aldous' continuum random tree with Brownian labels (the Brownian snake) to the Brownian sphere. In this work, we describe the inverse of the continuous CVS bijection, by constructing the Brownian snake as a measurable function of the Brownian sphere. Special care is needed to work with the orientation of the Brownian sphere.

Autoregressive modeling has been a huge success in the field of natural language processing (NLP). Recently, autoregressive models have emerged as a significant area of focus in computer vision, where they excel in producing high-quality visual content. Autoregressive models in NLP typically operate on subword tokens. However, the representation strategy in computer vision can vary in different levels, i.e., pixel-level, token-level, or scale-level, reflecting the diverse and hierarchical nature of visual data compared to the sequential structure of language. This survey comprehensively examines the literature on autoregressive models applied to vision. To improve readability for researchers from diverse research backgrounds, we start with preliminary sequence representation and modeling in vision. Next, we divide the fundamental frameworks of visual autoregressive models into three general sub-categories, including pixel-based, token-based, and scale-based models based on the strategy of representation. We then explore the interconnections between autoregressive models and other generative models. Furthermore, we present a multi-faceted categorization of autoregressive models in computer vision, including image generation, video generation, 3D generation, and multi-modal generation. We also elaborate on their applications in diverse domains, including emerging domains such as embodied AI and 3D medical AI, with about 250 related references. Finally, we highlight the current challenges to autoregressive models in vision with suggestions about potential research directions. We have also set up a Github repository to organize the papers included in this survey at: https://github.com/ChaofanTao/Autoregressive-Models-in-Vision-Survey.

The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we interpret the resulting training dynamics and the phase transitions that characterize different trajectories? To understand the effect of randomness on the dynamics and outcomes of neural network training, we train models multiple times with different random seeds and compute a variety of metrics throughout training, such as the L_2 norm, mean, and variance of the neural network's weights. We then fit a hidden Markov model (HMM) over the resulting sequences of metrics. The HMM represents training as a stochastic process of transitions between latent states, providing an intuitive overview of significant changes during training. Using our method, we produce a low-dimensional, discrete representation of training dynamics on grokking tasks, image classification, and masked language modeling. We use the HMM representation to study phase transitions and identify latent "detour" states that slow down convergence.

Many learning algorithms have invariances: when their training data is transformed in certain ways, the function they learn transforms in a predictable manner. Here we formalize this notion using concepts from the mathematical field of category theory. The invariances that a supervised learning algorithm possesses are formalized by categories of predictor and target spaces, whose morphisms represent the algorithm's invariances, and an index category whose morphisms represent permutations of the training examples. An invariant learning algorithm is a natural transformation between two functors from the product of these categories to the category of sets, representing training datasets and learned functions respectively. We illustrate the framework by characterizing and contrasting the invariances of linear regression and ridge regression.

While transformer-based language models have driven the AI revolution thus far, their computational complexity has spurred growing interest in viable alternatives, such as structured state space sequence models (SSMs) and Selective SSMs. Among these, Mamba (S6) and its variant Mamba-2 have shown remarkable inference speed ups over transformers while achieving comparable or superior performance on complex language modeling tasks. However, despite these architectural innovations and empirical successes, the fundamental learning capabilities of Mamba remain poorly understood. In this paper, we address this gap by studying in-context learning (ICL) on Markov chains and uncovering a surprising phenomenon: unlike transformers, even a single-layer Mamba efficiently learns the in-context Laplacian smoothing estimator, which is both Bayes and minimax optimal, for all Markovian orders. To explain this, we theoretically characterize the representation capacity of Mamba and reveal the fundamental role of convolution in enabling it to represent the optimal Laplacian smoothing. These theoretical insights align strongly with empirical results and, to the best of our knowledge, represent the first formal connection between Mamba and optimal statistical estimators. Finally, we outline promising research directions inspired by these findings.

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In this paper, we propose a distributed sampling scheme based on the alternating direction method of multipliers, which is commonly used in the optimization literature due to its fast convergence. In contrast to distributed optimization, distributed sampling allows for uncertainty quantification in Bayesian inference tasks. We provide both theoretical guarantees of our algorithm's convergence and experimental evidence of its superiority to the state-of-the-art. For our theoretical results, we use convex optimization tools to establish a fundamental inequality on the generated local sample iterates. This inequality enables us to show convergence of the distribution associated with these iterates to the underlying target distribution in Wasserstein distance. In simulation, we deploy our algorithm on linear and logistic regression tasks and illustrate its fast convergence compared to existing gradient-based methods.

Retrosynthesis planning is a fundamental challenge in chemistry which aims at designing reaction pathways from commercially available starting materials to a target molecule. Each step in multi-step retrosynthesis planning requires accurate prediction of possible precursor molecules given the target molecule and confidence estimates to guide heuristic search algorithms. We model single-step retrosynthesis planning as a distribution learning problem in a discrete state space. First, we introduce the Markov Bridge Model, a generative framework aimed to approximate the dependency between two intractable discrete distributions accessible via a finite sample of coupled data points. Our framework is based on the concept of a Markov bridge, a Markov process pinned at its endpoints. Unlike diffusion-based methods, our Markov Bridge Model does not need a tractable noise distribution as a sampling proxy and directly operates on the input product molecules as samples from the intractable prior distribution. We then address the retrosynthesis planning problem with our novel framework and introduce RetroBridge, a template-free retrosynthesis modeling approach that achieves state-of-the-art results on standard evaluation benchmarks.

The Markov entropy decomposition (MED) is a recently-proposed, cluster-based simulation method for finite temperature quantum systems with arbitrary geometry. In this paper, we detail numerical algorithms for performing the required steps of the MED, principally solving a minimization problem with a preconditioned Newton's algorithm, as well as how to extract global susceptibilities and thermal responses. We demonstrate the power of the method with the spin-1/2 XXZ model on the 2D square lattice, including the extraction of critical points and details of each phase. Although the method shares some qualitative similarities with exact-diagonalization, we show the MED is both more accurate and significantly more flexible.

The Schr\"odinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space R^{D} and leaves open theoretical and algorithmic questions about applying SB methods to discrete data, e.g, on finite spaces S^{D}. Notable examples of such sets S are codebooks of vector-quantized (VQ) representations of modern autoencoders, tokens in texts, categories of atoms in molecules, etc. In this paper, we provide a theoretical and algorithmic foundation for solving SB in discrete spaces using the recently introduced Iterative Markovian Fitting (IMF) procedure. Specifically, we theoretically justify the convergence of discrete-time IMF (D-IMF) to SB in discrete spaces. This enables us to develop a practical computational algorithm for SB which we call Categorical Schr\"odinger Bridge Matching (CSBM). We show the performance of CSBM via a series of experiments with synthetic data and VQ representations of images.

Large Language Models (LLMs) achieve superior performance through training-time scaling, and test-time scaling further enhances their capabilities by conducting effective reasoning during inference. However, as the scale of reasoning increases, existing test-time scaling methods suffer from accumulated historical information, which not only wastes computational resources but also interferes with effective reasoning. To address this issue, we observe that complex reasoning progress is often achieved by solving a sequence of independent subquestions, each being self-contained and verifiable. These subquestions are essentially atomic questions, relying primarily on their current state rather than accumulated history, similar to the memoryless transitions in a Markov process. Based on this observation, we propose Atom of Thoughts (AoT), where each state transition in the reasoning process consists of decomposing the current question into a dependency-based directed acyclic graph and contracting its subquestions, forming a new atomic question state. This iterative decomposition-contraction process continues until reaching directly solvable atomic questions, naturally realizing Markov transitions between question states. Furthermore, these atomic questions can be seamlessly integrated into existing test-time scaling methods, enabling AoT to serve as a plug-in enhancement for improving reasoning capabilities. Experiments across six benchmarks demonstrate the effectiveness of AoT both as a standalone framework and a plug-in enhancement. Notably, on HotpotQA, when applied to gpt-4o-mini, AoT achieves an 80.6% F1 score, surpassing o3-mini by 3.4% and DeepSeek-R1 by 10.6%. The code will be available at https://github.com/qixucen/atom.

The two dominant approaches to neural text generation are fully autoregressive models, using serial beam search decoding, and non-autoregressive models, using parallel decoding with no output dependencies. This work proposes an autoregressive model with sub-linear parallel time generation. Noting that conditional random fields with bounded context can be decoded in parallel, we propose an efficient cascaded decoding approach for generating high-quality output. To parameterize this cascade, we introduce a Markov transformer, a variant of the popular fully autoregressive model that allows us to simultaneously decode with specific autoregressive context cutoffs. This approach requires only a small modification from standard autoregressive training, while showing competitive accuracy/speed tradeoff compared to existing methods on five machine translation datasets.

While 3D Gaussian Splatting has recently become popular for neural rendering, current methods rely on carefully engineered cloning and splitting strategies for placing Gaussians, which can lead to poor-quality renderings, and reliance on a good initialization. In this work, we rethink the set of 3D Gaussians as a random sample drawn from an underlying probability distribution describing the physical representation of the scene-in other words, Markov Chain Monte Carlo (MCMC) samples. Under this view, we show that the 3D Gaussian updates can be converted as Stochastic Gradient Langevin Dynamics (SGLD) updates by simply introducing noise. We then rewrite the densification and pruning strategies in 3D Gaussian Splatting as simply a deterministic state transition of MCMC samples, removing these heuristics from the framework. To do so, we revise the 'cloning' of Gaussians into a relocalization scheme that approximately preserves sample probability. To encourage efficient use of Gaussians, we introduce a regularizer that promotes the removal of unused Gaussians. On various standard evaluation scenes, we show that our method provides improved rendering quality, easy control over the number of Gaussians, and robustness to initialization.

Neural algorithmic reasoning is an emerging research direction that endows neural networks with the ability to mimic algorithmic executions step-by-step. A common paradigm in existing designs involves the use of historical embeddings in predicting the results of future execution steps. Our observation in this work is that such historical dependence intrinsically contradicts the Markov nature of algorithmic reasoning tasks. Based on this motivation, we present our ForgetNet, which does not use historical embeddings and thus is consistent with the Markov nature of the tasks. To address challenges in training ForgetNet at early stages, we further introduce G-ForgetNet, which uses a gating mechanism to allow for the selective integration of historical embeddings. Such an enhanced capability provides valuable computational pathways during the model's early training phase. Our extensive experiments, based on the CLRS-30 algorithmic reasoning benchmark, demonstrate that both ForgetNet and G-ForgetNet achieve better generalization capability than existing methods. Furthermore, we investigate the behavior of the gating mechanism, highlighting its degree of alignment with our intuitions and its effectiveness for robust performance.

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from the game. Existing works consider relatively restricted tabular or linear models and handle each equilibria separately. In this work, we provide the first framework for sample-efficient offline learning in Markov games under general function approximation, handling all 3 equilibria in a unified manner. By using Bellman-consistent pessimism, we obtain interval estimation for policies' returns, and use both the upper and the lower bounds to obtain a relaxation on the gap of a candidate policy, which becomes our optimization objective. Our results generalize prior works and provide several additional insights. Importantly, we require a data coverage condition that improves over the recently proposed "unilateral concentrability". Our condition allows selective coverage of deviation policies that optimally trade-off between their greediness (as approximate best responses) and coverage, and we show scenarios where this leads to significantly better guarantees. As a new connection, we also show how our algorithmic framework can subsume seemingly different solution concepts designed for the special case of two-player zero-sum games.

The optimized certainty equivalent (OCE) is a family of risk measures that cover important examples such as entropic risk, conditional value-at-risk and mean-variance models. In this paper, we propose a new episodic risk-sensitive reinforcement learning formulation based on tabular Markov decision processes with recursive OCEs. We design an efficient learning algorithm for this problem based on value iteration and upper confidence bound. We derive an upper bound on the regret of the proposed algorithm, and also establish a minimax lower bound. Our bounds show that the regret rate achieved by our proposed algorithm has optimal dependence on the number of episodes and the number of actions.

Many clustering schemes are defined by optimizing an objective function defined on the partitions of the underlying set of a finite metric space. In this paper, we construct a framework for studying what happens when we instead impose various structural conditions on the clustering schemes, under the general heading of functoriality. Functoriality refers to the idea that one should be able to compare the results of clustering algorithms as one varies the data set, for example by adding points or by applying functions to it. We show that within this framework, one can prove a theorems analogous to one of J. Kleinberg, in which for example one obtains an existence and uniqueness theorem instead of a non-existence result. We obtain a full classification of all clustering schemes satisfying a condition we refer to as excisiveness. The classification can be changed by varying the notion of maps of finite metric spaces. The conditions occur naturally when one considers clustering as the statistical version of the geometric notion of connected components. By varying the degree of functoriality that one requires from the schemes it is possible to construct richer families of clustering schemes that exhibit sensitivity to density.

We define a probabilistic programming language for Gaussian random variables with a first-class exact conditioning construct. We give operational, denotational and equational semantics for this language, establishing convenient properties like exchangeability of conditions. Conditioning on equality of continuous random variables is nontrivial, as the exact observation may have probability zero; this is Borel's paradox. Using categorical formulations of conditional probability, we show that the good properties of our language are not particular to Gaussians, but can be derived from universal properties, thus generalizing to wider settings. We define the Cond construction, which internalizes conditioning as a morphism, providing general compositional semantics for probabilistic programming with exact conditioning.

Although powerful graph neural networks (GNNs) have boosted numerous real-world applications, the potential privacy risk is still underexplored. To close this gap, we perform the first comprehensive study of graph reconstruction attack that aims to reconstruct the adjacency of nodes. We show that a range of factors in GNNs can lead to the surprising leakage of private links. Especially by taking GNNs as a Markov chain and attacking GNNs via a flexible chain approximation, we systematically explore the underneath principles of graph reconstruction attack, and propose two information theory-guided mechanisms: (1) the chain-based attack method with adaptive designs for extracting more private information; (2) the chain-based defense method that sharply reduces the attack fidelity with moderate accuracy loss. Such two objectives disclose a critical belief that to recover better in attack, you must extract more multi-aspect knowledge from the trained GNN; while to learn safer for defense, you must forget more link-sensitive information in training GNNs. Empirically, we achieve state-of-the-art results on six datasets and three common GNNs. The code is publicly available at: https://github.com/tmlr-group/MC-GRA.

Titles of short sections within long documents support readers by guiding their focus towards relevant passages and by providing anchor-points that help to understand the progression of the document. The positive effects of section titles are even more pronounced when measured on readers with less developed reading abilities, for example in communities with limited labeled text resources. We, therefore, aim to develop techniques to generate section titles in low-resource environments. In particular, we present an extractive pipeline for section title generation by first selecting the most salient sentence and then applying deletion-based compression. Our compression approach is based on a Semi-Markov Conditional Random Field that leverages unsupervised word-representations such as ELMo or BERT, eliminating the need for a complex encoder-decoder architecture. The results show that this approach leads to competitive performance with sequence-to-sequence models with high resources, while strongly outperforming it with low resources. In a human-subject study across subjects with varying reading abilities, we find that our section titles improve the speed of completing comprehension tasks while retaining similar accuracy.

In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization. During the COVID period (2019-2022), this dual-model approach achieved a 83% return with a Sharpe ratio of 0.77. It incorporates two risk models to enhance risk management, showing efficiency during volatile periods. The methodology was implemented on the QuantConnect platform, which was chosen for its robust framework and experimental reproducibility. The system, which predicts future price movements, includes a three-year warm-up to ensure proper algorithm function. It targets highly liquid, large-cap energy stocks to ensure stable and predictable performance while also considering broker payments. The dual-model alpha system utilizes log returns to select the optimal state based on the historical performance. It combines state predictions with neural network outputs, which are based on historical data, to generate trading signals. This study examined the architecture of the trading system, data pre-processing, training, and performance. The full code and backtesting data are available under the QuantConnect terms.

A recent line of works showed regret bounds in reinforcement learning (RL) can be (nearly) independent of planning horizon, a.k.a.~the horizon-free bounds. However, these regret bounds only apply to settings where a polynomial dependency on the size of transition model is allowed, such as tabular Markov Decision Process (MDP) and linear mixture MDP. We give the first horizon-free bound for the popular linear MDP setting where the size of the transition model can be exponentially large or even uncountable. In contrast to prior works which explicitly estimate the transition model and compute the inhomogeneous value functions at different time steps, we directly estimate the value functions and confidence sets. We obtain the horizon-free bound by: (1) maintaining multiple weighted least square estimators for the value functions; and (2) a structural lemma which shows the maximal total variation of the inhomogeneous value functions is bounded by a polynomial factor of the feature dimension.

Discrete-action reinforcement learning algorithms often falter in tasks with high-dimensional discrete action spaces due to the vast number of possible actions. A recent advancement leverages value-decomposition, a concept from multi-agent reinforcement learning, to tackle this challenge. This study delves deep into the effects of this value-decomposition, revealing that whilst it curtails the over-estimation bias inherent to Q-learning algorithms, it amplifies target variance. To counteract this, we present an ensemble of critics to mitigate target variance. Moreover, we introduce a regularisation loss that helps to mitigate the effects that exploratory actions in one dimension can have on the value of optimal actions in other dimensions. Our novel algorithm, REValueD, tested on discretised versions of the DeepMind Control Suite tasks, showcases superior performance, especially in the challenging humanoid and dog tasks. We further dissect the factors influencing REValueD's performance, evaluating the significance of the regularisation loss and the scalability of REValueD with increasing sub-actions per dimension.

We consider the problem of linear estimation, and establish an extension of the Gauss-Markov theorem, in which the bias operator is allowed to be non-zero but bounded with respect to a matrix norm of Schatten type. We derive simple and explicit formulas for the optimal estimator in the cases of Nuclear and Spectral norms (with the Frobenius case recovering ridge regression). Additionally, we analytically derive the generalization error in multiple random matrix ensembles, and compare with Ridge regression. Finally, we conduct an extensive simulation study, in which we show that the cross-validated Nuclear and Spectral regressors can outperform Ridge in several circumstances.

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the existing literature provides a sample complexity upper bound of widetilde O(|S||A|t_{mix}^2 epsilon^{-2}) and a lower bound of Omega(|S||A|t_{mix} epsilon^{-2}). In these expressions, |S| and |A| denote the cardinalities of the state and action spaces respectively, t_{mix} serves as a uniform upper limit for the total variation mixing times, and epsilon signifies the error tolerance. Therefore, a notable gap of t_{mix} still remains to be bridged. Our primary contribution is the development of an estimator for the optimal policy of average reward MDPs with a sample complexity of widetilde O(|S||A|t_{mix}epsilon^{-2}). This marks the first algorithm and analysis to reach the literature's lower bound. Our new algorithm draws inspiration from ideas in Li et al. (2020), Jin and Sidford (2021), and Wang et al. (2023). Additionally, we conduct numerical experiments to validate our theoretical findings.

We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to no-regret for each player, analogous to celebrated convergence results in normal-form games. While recent work has shown that such algorithms exist for restricted settings (notably, when regret is defined with respect to deviations to Markovian policies), the question of whether independent no-regret learning can be achieved in the standard Markov game framework was open. We provide a decisive negative resolution this problem, both from a computational and statistical perspective. We show that: - Under the widely-believed assumption that PPAD-hard problems cannot be solved in polynomial time, there is no polynomial-time algorithm that attains no-regret in general-sum Markov games when executed independently by all players, even when the game is known to the algorithm designer and the number of players is a small constant. - When the game is unknown, no algorithm, regardless of computational efficiency, can achieve no-regret without observing a number of episodes that is exponential in the number of players. Perhaps surprisingly, our lower bounds hold even for seemingly easier setting in which all agents are controlled by a a centralized algorithm. They are proven via lower bounds for a simpler problem we refer to as SparseCCE, in which the goal is to compute a coarse correlated equilibrium that is sparse in the sense that it can be represented as a mixture of a small number of product policies. The crux of our approach is a novel application of aggregation techniques from online learning, whereby we show that any algorithm for the SparseCCE problem can be used to compute approximate Nash equilibria for non-zero sum normal-form games.

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility of regret minimization under the assumption that all parties adopt the same learning procedure. In this work, we present the first (to our knowledge) algorithm for learning in general-sum Markov games that provides sublinear regret guarantees when executed by all agents. The bounds we obtain are for swap regret, and thus, along the way, imply convergence to a correlated equilibrium. Our algorithm is decentralized, computationally efficient, and does not require any communication between agents. Our key observation is that online learning via policy optimization in Markov games essentially reduces to a form of weighted regret minimization, with unknown weights determined by the path length of the agents' policy sequence. Consequently, controlling the path length leads to weighted regret objectives for which sufficiently adaptive algorithms provide sublinear regret guarantees.

Memorization in language models is typically treated as a homogenous phenomenon, neglecting the specifics of the memorized data. We instead model memorization as the effect of a set of complex factors that describe each sample and relate it to the model and corpus. To build intuition around these factors, we break memorization down into a taxonomy: recitation of highly duplicated sequences, reconstruction of inherently predictable sequences, and recollection of sequences that are neither. We demonstrate the usefulness of our taxonomy by using it to construct a predictive model for memorization. By analyzing dependencies and inspecting the weights of the predictive model, we find that different factors influence the likelihood of memorization differently depending on the taxonomic category.

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this assumption, yet they are commonly modelled as MDPs after an artificial reshaping of the data. In addition, most healthcare (and similar) problems are offline by nature, allowing for only retrospective studies. To address both challenges, we begin by discussing the Semi-MDP (SMDP) framework, which formally handles actions of variable timings. We next present a formal way to apply SMDP modifications to nearly any given value-based offline RL method. We use this theory to introduce three SMDP-based offline RL algorithms, namely, SDQN, SDDQN, and SBCQ. We then experimentally demonstrate that only these SMDP-based algorithms learn the optimal policy in variable-time environments, whereas their MDP counterparts do not. Finally, we apply our new algorithms to a real-world offline dataset pertaining to warfarin dosing for stroke prevention and demonstrate similar results.

Today, most large-scale conversational AI agents (e.g. Alexa, Siri, or Google Assistant) are built using manually annotated data to train the different components of the system. Typically, the accuracy of the ML models in these components are improved by manually transcribing and annotating data. As the scope of these systems increase to cover more scenarios and domains, manual annotation to improve the accuracy of these components becomes prohibitively costly and time consuming. In this paper, we propose a system that leverages user-system interaction feedback signals to automate learning without any manual annotation. Users here tend to modify a previous query in hopes of fixing an error in the previous turn to get the right results. These reformulations, which are often preceded by defective experiences caused by errors in ASR, NLU, ER or the application. In some cases, users may not properly formulate their requests (e.g. providing partial title of a song), but gleaning across a wider pool of users and sessions reveals the underlying recurrent patterns. Our proposed self-learning system automatically detects the errors, generate reformulations and deploys fixes to the runtime system to correct different types of errors occurring in different components of the system. In particular, we propose leveraging an absorbing Markov Chain model as a collaborative filtering mechanism in a novel attempt to mine these patterns. We show that our approach is highly scalable, and able to learn reformulations that reduce Alexa-user errors by pooling anonymized data across millions of customers. The proposed self-learning system achieves a win/loss ratio of 11.8 and effectively reduces the defect rate by more than 30% on utterance level reformulations in our production A/B tests. To the best of our knowledge, this is the first self-learning large-scale conversational AI system in production.

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic and a value-optimistic solver. We prove an O(mathsf{Var^star M Gamma S A K}) regret bound where O hides logarithm factors, M is the number of contexts, S is the number of states, A is the number of actions, K is the number of episodes, Gamma le S is the maximum transition degree of any state-action pair, and Var^star is a variance quantity describing the determinism of the LMDP. The regret bound only scales logarithmically with the planning horizon, thus yielding the first (nearly) horizon-free regret bound for LMDP. This is also the first problem-dependent regret bound for LMDP. Key in our proof is an analysis of the total variance of alpha vectors (a generalization of value functions), which is handled with a truncation method. We complement our positive result with a novel Omega(mathsf{Var^star M S A K}) regret lower bound with Gamma = 2, which shows our upper bound minimax optimal when Gamma is a constant for the class of variance-bounded LMDPs. Our lower bound relies on new constructions of hard instances and an argument inspired by the symmetrization technique from theoretical computer science, both of which are technically different from existing lower bound proof for MDPs, and thus can be of independent interest.

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.

Modelling compositionality has been a longstanding area of research in the field of vector space semantics. The categorical approach to compositionality maps grammar onto vector spaces in a principled way, but comes under fire for requiring the formation of very high-dimensional matrices and tensors, and therefore being computationally infeasible. In this paper I show how a linear simplification of recursive neural tensor network models can be mapped directly onto the categorical approach, giving a way of computing the required matrices and tensors. This mapping suggests a number of lines of research for both categorical compositional vector space models of meaning and for recursive neural network models of compositionality.

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems, but also in the training of large language models. In contrast to infinite horizon MDPs optimal policies are not stationary, policies must be learned for every single epoch. In practice all parameters are often trained simultaneously, ignoring the inherent structure suggested by dynamic programming. This paper introduces a combination of dynamic programming and policy gradient called dynamic policy gradient, where the parameters are trained backwards in time. For the tabular softmax parametrisation we carry out the convergence analysis for simultaneous and dynamic policy gradient towards global optima, both in the exact and sampled gradient settings without regularisation. It turns out that the use of dynamic policy gradient training much better exploits the structure of finite-time problems which is reflected in improved convergence bounds.

We explore the use of quantum generative adversarial networks QGANs for modeling eye movement velocity data. We assess whether the advanced computational capabilities of QGANs can enhance the modeling of complex stochastic distribution beyond the traditional mathematical models, particularly the Markov model. The findings indicate that while QGANs demonstrate potential in approximating complex distributions, the Markov model consistently outperforms in accurately replicating the real data distribution. This comparison underlines the challenges and avenues for refinement in time series data generation using quantum computing techniques. It emphasizes the need for further optimization of quantum models to better align with real-world data characteristics.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-dimension cost of exact filtering and smoothing to be avoided. We prove that the approximation accuracy, measured in a local total variation norm, is "dimension-free" in the sense that as the overall dimension of the model increases the error bounds we derive do not necessarily degrade. A key step in the analysis is to quantify the error introduced by localizing the likelihood function in a Bayes' rule update. The factorial structure of the likelihood function which we exploit arises naturally when data have known spatial or network structure. We demonstrate the new algorithms on synthetic examples and a London Underground passenger flow problem, where the factor graph is effectively given by the train network.

Masked language models (MLM) do not explicitly define a distribution over language, i.e., they are not language models per se. However, recent work has implicitly treated them as such for the purposes of generation and scoring. This paper studies methods for deriving explicit joint distributions from MLMs, focusing on distributions over two tokens, which makes it possible to calculate exact distributional properties. We find that an approach based on identifying joints whose conditionals are closest to those of the MLM works well and outperforms existing Markov random field-based approaches. We further find that this derived model's conditionals can even occasionally outperform the original MLM's conditionals.

Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially observable Markov decision processes (POMDPs). Many representation learning methods and theoretical frameworks have been developed to understand what constitutes an effective representation. However, the relationships between these methods and the shared properties among them remain unclear. In this paper, we show that many of these seemingly distinct methods and frameworks for state and history abstractions are, in fact, based on a common idea of self-predictive abstraction. Furthermore, we provide theoretical insights into the widely adopted objectives and optimization, such as the stop-gradient technique, in learning self-predictive representations. These findings together yield a minimalist algorithm to learn self-predictive representations for states and histories. We validate our theories by applying our algorithm to standard MDPs, MDPs with distractors, and POMDPs with sparse rewards. These findings culminate in a set of preliminary guidelines for RL practitioners.

We present metrics for measuring state similarity in Markov decision processes (MDPs) with infinitely many states, including MDPs with continuous state spaces. Such metrics provide a stable quantitative analogue of the notion of bisimulation for MDPs, and are suitable for use in MDP approximation. We show that the optimal value function associated with a discounted infinite horizon planning task varies continuously with respect to our metric distances.

We show that BERT (Devlin et al., 2018) is a Markov random field language model. This formulation gives way to a natural procedure to sample sentences from BERT. We generate from BERT and find that it can produce high-quality, fluent generations. Compared to the generations of a traditional left-to-right language model, BERT generates sentences that are more diverse but of slightly worse quality.

We give a geometry of interaction model for a typed lambda-calculus endowed with operators for sampling from a continuous uniform distribution and soft conditioning, namely a paradigmatic calculus for higher-order Bayesian programming. The model is based on the category of measurable spaces and partial measurable functions, and is proved adequate with respect to both a distribution-based and a sampling based operational semantics.

Most algorithms in reinforcement learning (RL) require that the objective is formalised with a Markovian reward function. However, it is well-known that certain tasks cannot be expressed by means of an objective in the Markov rewards formalism, motivating the study of alternative objective-specification formalisms in RL such as Linear Temporal Logic and Multi-Objective Reinforcement Learning. To date, there has not yet been any thorough analysis of how these formalisms relate to each other in terms of their expressivity. We fill this gap in the existing literature by providing a comprehensive comparison of 17 salient objective-specification formalisms. We place these formalisms in a preorder based on their expressive power, and present this preorder as a Hasse diagram. We find a variety of limitations for the different formalisms, and argue that no formalism is both dominantly expressive and straightforward to optimise with current techniques. For example, we prove that each of Regularised RL, (Outer) Nonlinear Markov Rewards, Reward Machines, Linear Temporal Logic, and Limit Average Rewards can express a task that the others cannot. The significance of our results is twofold. First, we identify important expressivity limitations to consider when specifying objectives for policy optimization. Second, our results highlight the need for future research which adapts reward learning to work with a greater variety of formalisms, since many existing reward learning methods assume that the desired objective takes a Markovian form. Our work contributes towards a more cohesive understanding of the costs and benefits of different RL objective-specification formalisms.

Modern deep learning-based recommendation systems exploit hundreds to thousands of different categorical features, each with millions of different categories ranging from clicks to posts. To respect the natural diversity within the categorical data, embeddings map each category to a unique dense representation within an embedded space. Since each categorical feature could take on as many as tens of millions of different possible categories, the embedding tables form the primary memory bottleneck during both training and inference. We propose a novel approach for reducing the embedding size in an end-to-end fashion by exploiting complementary partitions of the category set to produce a unique embedding vector for each category without explicit definition. By storing multiple smaller embedding tables based on each complementary partition and combining embeddings from each table, we define a unique embedding for each category at smaller memory cost. This approach may be interpreted as using a specific fixed codebook to ensure uniqueness of each category's representation. Our experimental results demonstrate the effectiveness of our approach over the hashing trick for reducing the size of the embedding tables in terms of model loss and accuracy, while retaining a similar reduction in the number of parameters.

We extend the simply-typed guarded lambda-calculus with discrete probabilities and endow it with a program logic for reasoning about relational properties of guarded probabilistic computations. This provides a framework for programming and reasoning about infinite stochastic processes like Markov chains. We demonstrate the logic sound by interpreting its judgements in the topos of trees and by using probabilistic couplings for the semantics of relational assertions over distributions on discrete types. The program logic is designed to support syntax-directed proofs in the style of relational refinement types, but retains the expressiveness of higher-order logic extended with discrete distributions, and the ability to reason relationally about expressions that have different types or syntactic structure. In addition, our proof system leverages a well-known theorem from the coupling literature to justify better proof rules for relational reasoning about probabilistic expressions. We illustrate these benefits with a broad range of examples that were beyond the scope of previous systems, including shift couplings and lump couplings between random walks.

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute rewards for them. The success of the traditional RL framework crucially relies on the underlying agent-reward model, which, however, depends on how accurately a system designer can express an appropriate reward function and often a non-trivial task. The main novelty of our framework is the ability to learn from preference-based trajectory feedback that eliminates the need to hand-craft numeric reward models. This paper sets up a formal framework for the PbRL problem with non-markovian rewards, where the trajectory preferences are encoded by a generalized linear model of dimension d. Assuming the transition model is known, we then propose an algorithm with almost optimal regret guarantee of mathcal{O}left( SH d log (T / delta) T right). We further, extend the above algorithm to the case of unknown transition dynamics, and provide an algorithm with near optimal regret guarantee mathcal{O}((d + H^2 + |S|)dT +|mathcal{S||A|TH} ). To the best of our knowledge, our work is one of the first to give tight regret guarantees for preference based RL problems with trajectory preferences.

Inferring music time structures has a broad range of applications in music production, processing and analysis. Scholars have proposed various methods to analyze different aspects of time structures, such as beat, downbeat, tempo and meter. Many state-of-the-art (SOFA) methods, however, are computationally expensive. This makes them inapplicable in real-world industrial settings where the scale of the music collections can be millions. This paper proposes a new state space and a semi-Markov model for music time structure analysis. The proposed approach turns the commonly used 2D state spaces into a 1D model through a jump-back reward strategy. It reduces the state spaces size drastically. We then utilize the proposed method for causal, joint beat, downbeat, tempo, and meter tracking, and compare it against several previous methods. The proposed method delivers similar performance with the SOFA joint causal models with a much smaller state space and a more than 30 times speedup.

We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a critical role in the convergence of the optimization iterates. In this paper, we take a novel approach by replacing the standard linear Markovian token by one which follows a nonlinear Markov chain - namely the Self-Repellent Radom Walk (SRRW). Defined for any given 'base' Markov chain, the SRRW, parameterized by a positive scalar {\alpha}, is less likely to transition to states that were highly visited in the past, thus the name. In the context of MCMC sampling on a graph, a recent breakthrough in Doshi et al. (2023) shows that the SRRW achieves O(1/{\alpha}) decrease in the asymptotic variance for sampling. We propose the use of a 'generalized' version of the SRRW to drive token algorithms for distributed stochastic optimization in the form of stochastic approximation, termed SA-SRRW. We prove that the optimization iterate errors of the resulting SA-SRRW converge to zero almost surely and prove a central limit theorem, deriving the explicit form of the resulting asymptotic covariance matrix corresponding to iterate errors. This asymptotic covariance is always smaller than that of an algorithm driven by the base Markov chain and decreases at rate O(1/{\alpha}^2) - the performance benefit of using SRRW thereby amplified in the stochastic optimization context. Empirical results support our theoretical findings.

It is well known that ensemble methods often provide enhanced performance in reinforcement learning. In this paper, we explore this concept further by using group-aided training within the distributional reinforcement learning paradigm. Specifically, we propose an extension to categorical reinforcement learning, where distributional learning targets are implicitly based on the total information gathered by an ensemble. We empirically show that this may lead to much more robust initial learning, a stronger individual performance level, and good efficiency on a per-sample basis.

This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between frequentism and Bayesianism fundamentally stem from differing definitions of probability, a philosophical divide which leads to distinct approaches to the solution of statistical problems as well as contrasting ways of asking and answering questions about unknown parameters. After an example-driven discussion of these differences, we briefly compare several leading Python statistical packages which implement frequentist inference using classical methods and Bayesian inference using Markov Chain Monte Carlo.

As the capabilities of artificial agents improve, they are being increasingly deployed to service multiple diverse objectives and stakeholders. However, the composition of these objectives is often performed ad hoc, with no clear justification. This paper takes a normative approach to multi-objective agency: from a set of intuitively appealing axioms, it is shown that Markovian aggregation of Markovian reward functions is not possible when the time preference (discount factor) for each objective may vary. It follows that optimal multi-objective agents must admit rewards that are non-Markovian with respect to the individual objectives. To this end, a practical non-Markovian aggregation scheme is proposed, which overcomes the impossibility with only one additional parameter for each objective. This work offers new insights into sequential, multi-objective agency and intertemporal choice, and has practical implications for the design of AI systems deployed to serve multiple generations of principals with varying time preference.

Understanding how semantic meaning is encoded in the representation spaces of large language models is a fundamental problem in interpretability. In this paper, we study the two foundational questions in this area. First, how are categorical concepts, such as {'mammal', 'bird', 'reptile', 'fish'}, represented? Second, how are hierarchical relations between concepts encoded? For example, how is the fact that 'dog' is a kind of 'mammal' encoded? We show how to extend the linear representation hypothesis to answer these questions. We find a remarkably simple structure: simple categorical concepts are represented as simplices, hierarchically related concepts are orthogonal in a sense we make precise, and (in consequence) complex concepts are represented as polytopes constructed from direct sums of simplices, reflecting the hierarchical structure. We validate these theoretical results on the Gemma large language model, estimating representations for 957 hierarchically related concepts using data from WordNet.

This thesis introduces quantum natural language processing (QNLP) models based on a simple yet powerful analogy between computational linguistics and quantum mechanics: grammar as entanglement. The grammatical structure of text and sentences connects the meaning of words in the same way that entanglement structure connects the states of quantum systems. Category theory allows to make this language-to-qubit analogy formal: it is a monoidal functor from grammar to vector spaces. We turn this abstract analogy into a concrete algorithm that translates the grammatical structure onto the architecture of parameterised quantum circuits. We then use a hybrid classical-quantum algorithm to train the model so that evaluating the circuits computes the meaning of sentences in data-driven tasks. The implementation of QNLP models motivated the development of DisCoPy (Distributional Compositional Python), the toolkit for applied category theory of which the first chapter gives a comprehensive overview. String diagrams are the core data structure of DisCoPy, they allow to reason about computation at a high level of abstraction. We show how they can encode both grammatical structures and quantum circuits, but also logical formulae, neural networks or arbitrary Python code. Monoidal functors allow to translate these abstract diagrams into concrete computation, interfacing with optimised task-specific libraries. The second chapter uses DisCopy to implement QNLP models as parameterised functors from grammar to quantum circuits. It gives a first proof-of-concept for the more general concept of functorial learning: generalising machine learning from functions to functors by learning from diagram-like data. In order to learn optimal functor parameters via gradient descent, we introduce the notion of diagrammatic differentiation: a graphical calculus for computing the gradients of parameterised diagrams.

In statistics, independent, identically distributed random samples do not carry a natural ordering, and their statistics are typically invariant with respect to permutations of their order. Thus, an n-sample in a space M can be considered as an element of the quotient space of M^n modulo the permutation group. The present paper takes this definition of sample space and the related concept of orbit types as a starting point for developing a geometric perspective on statistics. We aim at deriving a general mathematical setting for studying the behavior of empirical and population means in spaces ranging from smooth Riemannian manifolds to general stratified spaces. We fully describe the orbifold and path-metric structure of the sample space when M is a manifold or path-metric space, respectively. These results are non-trivial even when M is Euclidean. We show that the infinite sample space exists in a Gromov-Hausdorff type sense and coincides with the Wasserstein space of probability distributions on M. We exhibit Fr\'echet means and k-means as metric projections onto 1-skeleta or k-skeleta in Wasserstein space, and we define a new and more general notion of polymeans. This geometric characterization via metric projections applies equally to sample and population means, and we use it to establish asymptotic properties of polymeans such as consistency and asymptotic normality.

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk, and mean-risk utility. To resolve the time-inconsistency issue, we consider an augmented state space and an auxiliary variable and recast the problem as a two-state optimization problem. We propose a customized Actor-Critic algorithm and establish some theoretical approximation guarantees. A key theoretical contribution is that our results do not require the Markov decision process to be continuous. Additionally, we propose an auxiliary variable sampling method inspired by the alternating minimization algorithm, which is convergent under certain conditions. We validate our approach in simulation experiments with a financial application in statistical arbitrage trading, demonstrating the effectiveness of the algorithm.

Generalized Category Discovery (GCD) is an intriguing open-world problem that has garnered increasing attention. Given a dataset that includes both labelled and unlabelled images, GCD aims to categorize all images in the unlabelled subset, regardless of whether they belong to known or unknown classes. In GCD, the common practice typically involves applying a spherical projection operator at the end of the self-supervised pretrained backbone, operating within Euclidean or spherical space. However, both of these spaces have been shown to be suboptimal for encoding samples that possesses hierarchical structures. In contrast, hyperbolic space exhibits exponential volume growth relative to radius, making it inherently strong at capturing the hierarchical structure of samples from both seen and unseen categories. Therefore, we propose to tackle the category discovery challenge in the hyperbolic space. We introduce HypCD, a simple Hyperbolic framework for learning hierarchy-aware representations and classifiers for generalized Category Discovery. HypCD first transforms the Euclidean embedding space of the backbone network into hyperbolic space, facilitating subsequent representation and classification learning by considering both hyperbolic distance and the angle between samples. This approach is particularly helpful for knowledge transfer from known to unknown categories in GCD. We thoroughly evaluate HypCD on public GCD benchmarks, by applying it to various baseline and state-of-the-art methods, consistently achieving significant improvements.

The notions of disintegration and Bayesian inversion are fundamental in conditional probability theory. They produce channels, as conditional probabilities, from a joint state, or from an already given channel (in opposite direction). These notions exist in the literature, in concrete situations, but are presented here in abstract graphical formulations. The resulting abstract descriptions are used for proving basic results in conditional probability theory. The existence of disintegration and Bayesian inversion is discussed for discrete probability, and also for measure-theoretic probability --- via standard Borel spaces and via likelihoods. Finally, the usefulness of disintegration and Bayesian inversion is illustrated in several examples.

Continuous latent variables (LVs) are a key ingredient of many generative models, as they allow modelling expressive mixtures with an uncountable number of components. In contrast, probabilistic circuits (PCs) are hierarchical discrete mixtures represented as computational graphs composed of input, sum and product units. Unlike continuous LV models, PCs provide tractable inference but are limited to discrete LVs with categorical (i.e. unordered) states. We bridge these model classes by introducing probabilistic integral circuits (PICs), a new language of computational graphs that extends PCs with integral units representing continuous LVs. In the first place, PICs are symbolic computational graphs and are fully tractable in simple cases where analytical integration is possible. In practice, we parameterise PICs with light-weight neural nets delivering an intractable hierarchical continuous mixture that can be approximated arbitrarily well with large PCs using numerical quadrature. On several distribution estimation benchmarks, we show that such PIC-approximating PCs systematically outperform PCs commonly learned via expectation-maximization or SGD.

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.

This work presents an unsupervised method for automatically constructing and expanding topic taxonomies by using instruction-based fine-tuned LLMs (Large Language Models). We apply topic modeling and keyword extraction techniques to create initial topic taxonomies and LLMs to post-process the resulting terms and create a hierarchy. To expand an existing taxonomy with new terms, we use zero-shot prompting to find out where to add new nodes, which, to our knowledge, is the first work to present such an approach to taxonomy tasks. We use the resulting taxonomies to assign tags that characterize merchants from a retail bank dataset. To evaluate our work, we asked 12 volunteers to answer a two-part form in which we first assessed the quality of the taxonomies created and then the tags assigned to merchants based on that taxonomy. The evaluation revealed a coherence rate exceeding 90% for the chosen taxonomies, while the average coherence for merchant tagging surpassed 80%.

We introduce Probabilistic Dependent Type Systems (PDTS) via a functional language based on a subsystem of intuitionistic type theory including dependent sums and products, which is expanded to include stochastic functions. We provide a sampling-based semantics for the language based on non-deterministic beta reduction. Further, we derive a probabilistic logic from the PDTS introduced as a direct result of the Curry-Howard isomorphism. The probabilistic logic derived is shown to provide a universal representation for finite discrete distributions.

Formal and distributional semantic models offer complementary benefits in modeling meaning. The categorical compositional distributional (DisCoCat) model of meaning of Coecke et al. (arXiv:1003.4394v1 [cs.CL]) combines aspected of both to provide a general framework in which meanings of words, obtained distributionally, are composed using methods from the logical setting to form sentence meaning. Concrete consequences of this general abstract setting and applications to empirical data are under active study (Grefenstette et al., arxiv:1101.0309; Grefenstette and Sadrzadeh, arXiv:1106.4058v1 [cs.CL]). . In this paper, we extend this study by examining transitive verbs, represented as matrices in a DisCoCat. We discuss three ways of constructing such matrices, and evaluate each method in a disambiguation task developed by Grefenstette and Sadrzadeh (arXiv:1106.4058v1 [cs.CL]).

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance tau. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision Processes (MDPs) setting. To extend CVaR RL to settings where state space is large, function approximation must be deployed. We study CVaR RL in low-rank MDPs with nonlinear function approximation. Low-rank MDPs assume the underlying transition kernel admits a low-rank decomposition, but unlike prior linear models, low-rank MDPs do not assume the feature or state-action representation is known. We propose a novel Upper Confidence Bound (UCB) bonus-driven algorithm to carefully balance the interplay between exploration, exploitation, and representation learning in CVaR RL. We prove that our algorithm achieves a sample complexity of Oleft(H^7 A^2 d^4{tau^2 epsilon^2}right) to yield an epsilon-optimal CVaR, where H is the length of each episode, A is the capacity of action space, and d is the dimension of representations. Computational-wise, we design a novel discretized Least-Squares Value Iteration (LSVI) algorithm for the CVaR objective as the planning oracle and show that we can find the near-optimal policy in a polynomial running time with a Maximum Likelihood Estimation oracle. To our knowledge, this is the first provably efficient CVaR RL algorithm in low-rank MDPs.

Recent work has shown that, under certain assumptions, zero-shot reinforcement learning (RL) methods can generalise to any unseen task in an environment after reward-free pre-training. Access to Markov states is one such assumption, yet, in many real-world applications, the Markov state is only partially observable. Here, we explore how the performance of standard zero-shot RL methods degrades when subjected to partially observability, and show that, as in single-task RL, memory-based architectures are an effective remedy. We evaluate our memory-based zero-shot RL methods in domains where the states, rewards and a change in dynamics are partially observed, and show improved performance over memory-free baselines. Our code is open-sourced via: https://enjeeneer.io/projects/bfms-with-memory/.

The reverse derivative is a fundamental operation in machine learning and automatic differentiation. This paper gives a direct axiomatization of a category with a reverse derivative operation, in a similar style to that given by Cartesian differential categories for a forward derivative. Intriguingly, a category with a reverse derivative also has a forward derivative, but the converse is not true. In fact, we show explicitly what a forward derivative is missing: a reverse derivative is equivalent to a forward derivative with a dagger structure on its subcategory of linear maps. Furthermore, we show that these linear maps form an additively enriched category with dagger biproducts.

We formalize constraint-based structure learning of the "true" causal graph from observed data when unobserved variables are also existent. We provide conditions for a "natural" family of constraint-based structure-learning algorithms that output graphs that are Markov equivalent to the causal graph. Under the faithfulness assumption, this natural family contains all exact structure-learning algorithms. We also provide a set of assumptions, under which any natural structure-learning algorithm outputs Markov equivalent graphs to the causal graph. These assumptions can be thought of as a relaxation of faithfulness, and most of them can be directly tested from (the underlying distribution) of the data, particularly when one focuses on structural causal models. We specialize the definitions and results for structural causal models.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may ask whether composing the inversions of the component processes gives the same belief update as the inversion of the whole. We answer this question affirmatively, showing that the relevant compositional structure is precisely that of the lens pattern, and that we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a corresponding fibred category. We define a general notion of (mixed) Bayesian lens, and discuss the (un)lawfulness of these lenses when their contravariant components are exact Bayesian inversions. We prove our main result both abstractly and concretely, for both discrete and continuous states, taking care to illustrate the common structures.

We propose a new framework for estimating generative models via an adversarial process, in which we simultaneously train two models: a generative model G that captures the data distribution, and a discriminative model D that estimates the probability that a sample came from the training data rather than G. The training procedure for G is to maximize the probability of D making a mistake. This framework corresponds to a minimax two-player game. In the space of arbitrary functions G and D, a unique solution exists, with G recovering the training data distribution and D equal to 1/2 everywhere. In the case where G and D are defined by multilayer perceptrons, the entire system can be trained with backpropagation. There is no need for any Markov chains or unrolled approximate inference networks during either training or generation of samples. Experiments demonstrate the potential of the framework through qualitative and quantitative evaluation of the generated samples.

With infinitely many high-quality data points, infinite computational power, an infinitely large foundation model with a perfect training algorithm and guaranteed zero generalization error on the pretext task, can the model be used for everything? This question cannot be answered by the existing theory of representation, optimization or generalization, because the issues they mainly investigate are assumed to be nonexistent here. In this paper, we show that category theory provides powerful machinery to answer this question. We have proved three results. The first one limits the power of prompt-based learning, saying that the model can solve a downstream task with prompts if and only if the task is representable. The second one says fine tuning does not have this limit, as a foundation model with the minimum required power (up to symmetry) can theoretically solve downstream tasks for the category defined by pretext task, with fine tuning and enough resources. Our final result can be seen as a new type of generalization theorem, showing that the foundation model can generate unseen objects from the target category (e.g., images) using the structural information from the source category (e.g., texts). Along the way, we provide a categorical framework for supervised and self-supervised learning, which might be of independent interest.

In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be constructed from given data. In contrast, some studies, including this paper, used the trees to represent stochastic data observation processes behind given data. Moreover, they derived the statistically optimal prediction, which is robust against overfitting, based on the Bayesian decision theory by assuming a prior distribution for the trees. However, these studies still have a problem in computing this Bayes optimal prediction because it involves an infeasible summation for all division patterns of a feature space, which is represented by the trees and some parameters. In particular, an open problem is a summation with respect to combinations of division axes, i.e., the assignment of features to inner nodes of the tree. We solve this by a Markov chain Monte Carlo method, whose step size is adaptively tuned according to a posterior distribution for the trees.

The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is critical for advertisers to devise a learning algorithm to cleverly bid an ad impression in real-time. Most previous works consider the bid decision as a static optimization problem of either treating the value of each impression independently or setting a bid price to each segment of ad volume. However, the bidding for a given ad campaign would repeatedly happen during its life span before the budget runs out. As such, each bid is strategically correlated by the constrained budget and the overall effectiveness of the campaign (e.g., the rewards from generated clicks), which is only observed after the campaign has completed. Thus, it is of great interest to devise an optimal bidding strategy sequentially so that the campaign budget can be dynamically allocated across all the available impressions on the basis of both the immediate and future rewards. In this paper, we formulate the bid decision process as a reinforcement learning problem, where the state space is represented by the auction information and the campaign's real-time parameters, while an action is the bid price to set. By modeling the state transition via auction competition, we build a Markov Decision Process framework for learning the optimal bidding policy to optimize the advertising performance in the dynamic real-time bidding environment. Furthermore, the scalability problem from the large real-world auction volume and campaign budget is well handled by state value approximation using neural networks.

Semantic word embeddings represent the meaning of a word via a vector, and are created by diverse methods. Many use nonlinear operations on co-occurrence statistics, and have hand-tuned hyperparameters and reweighting methods. This paper proposes a new generative model, a dynamic version of the log-linear topic model of~mnih2007three. The methodological novelty is to use the prior to compute closed form expressions for word statistics. This provides a theoretical justification for nonlinear models like PMI, word2vec, and GloVe, as well as some hyperparameter choices. It also helps explain why low-dimensional semantic embeddings contain linear algebraic structure that allows solution of word analogies, as shown by~mikolov2013efficient and many subsequent papers. Experimental support is provided for the generative model assumptions, the most important of which is that latent word vectors are fairly uniformly dispersed in space.

Reinforcement learning from Human Feedback (RLHF) learns from preference signals, while standard Reinforcement Learning (RL) directly learns from reward signals. Preferences arguably contain less information than rewards, which makes preference-based RL seemingly more difficult. This paper theoretically proves that, for a wide range of preference models, we can solve preference-based RL directly using existing algorithms and techniques for reward-based RL, with small or no extra costs. Specifically, (1) for preferences that are drawn from reward-based probabilistic models, we reduce the problem to robust reward-based RL that can tolerate small errors in rewards; (2) for general arbitrary preferences where the objective is to find the von Neumann winner, we reduce the problem to multiagent reward-based RL which finds Nash equilibria for factored Markov games under a restricted set of policies. The latter case can be further reduce to adversarial MDP when preferences only depend on the final state. We instantiate all reward-based RL subroutines by concrete provable algorithms, and apply our theory to a large class of models including tabular MDPs and MDPs with generic function approximation. We further provide guarantees when K-wise comparisons are available.

We generalise the problem of reward modelling (RM) for reinforcement learning (RL) to handle non-Markovian rewards. Existing work assumes that human evaluators observe each step in a trajectory independently when providing feedback on agent behaviour. In this work, we remove this assumption, extending RM to capture temporal dependencies in human assessment of trajectories. We show how RM can be approached as a multiple instance learning (MIL) problem, where trajectories are treated as bags with return labels, and steps within the trajectories are instances with unseen reward labels. We go on to develop new MIL models that are able to capture the time dependencies in labelled trajectories. We demonstrate on a range of RL tasks that our novel MIL models can reconstruct reward functions to a high level of accuracy, and can be used to train high-performing agent policies.

MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive function approximation for value-based learning and has been studied extensively. In this work, we instead investigate sample-efficient learning with density features, i.e., the right matrix, which induce powerful models for state-occupancy distributions. This setting not only sheds light on leveraging unsupervised learning in RL, but also enables plug-in solutions for convex RL. In the offline setting, we propose an algorithm for off-policy estimation of occupancies that can handle non-exploratory data. Using this as a subroutine, we further devise an online algorithm that constructs exploratory data distributions in a level-by-level manner. As a central technical challenge, the additive error of occupancy estimation is incompatible with the multiplicative definition of data coverage. In the absence of strong assumptions like reachability, this incompatibility easily leads to exponential error blow-up, which we overcome via novel technical tools. Our results also readily extend to the representation learning setting, when the density features are unknown and must be learned from an exponentially large candidate set.

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the planning phase, the agent is given a reward function and is expected to find a near-optimal policy based on samples collected in the exploration phase. The sample complexities of existing reward-free algorithms have a polynomial dependence on the planning horizon, which makes them intractable for long planning horizon RL problems. In this paper, we propose a new reward-free algorithm for learning linear mixture Markov decision processes (MDPs), where the transition probability can be parameterized as a linear combination of known feature mappings. At the core of our algorithm is uncertainty-weighted value-targeted regression with exploration-driven pseudo-reward and a high-order moment estimator for the aleatoric and epistemic uncertainties. When the total reward is bounded by 1, we show that our algorithm only needs to explore tilde O( d^2varepsilon^{-2}) episodes to find an varepsilon-optimal policy, where d is the dimension of the feature mapping. The sample complexity of our algorithm only has a polylogarithmic dependence on the planning horizon and therefore is ``horizon-free''. In addition, we provide an Omega(d^2varepsilon^{-2}) sample complexity lower bound, which matches the sample complexity of our algorithm up to logarithmic factors, suggesting that our algorithm is optimal.

Diffusion models have emerged as a powerful new family of deep generative models with record-breaking performance in many applications, including image synthesis, video generation, and molecule design. In this survey, we provide an overview of the rapidly expanding body of work on diffusion models, categorizing the research into three key areas: efficient sampling, improved likelihood estimation, and handling data with special structures. We also discuss the potential for combining diffusion models with other generative models for enhanced results. We further review the wide-ranging applications of diffusion models in fields spanning from computer vision, natural language generation, temporal data modeling, to interdisciplinary applications in other scientific disciplines. This survey aims to provide a contextualized, in-depth look at the state of diffusion models, identifying the key areas of focus and pointing to potential areas for further exploration. Github: https://github.com/YangLing0818/Diffusion-Models-Papers-Survey-Taxonomy.

Kernelized Stein discrepancy (KSD) is a score-based discrepancy widely used in goodness-of-fit tests. It can be applied even when the target distribution has an unknown normalising factor, such as in Bayesian analysis. We show theoretically and empirically that the KSD test can suffer from low power when the target and the alternative distributions have the same well-separated modes but differ in mixing proportions. We propose to perturb the observed sample via Markov transition kernels, with respect to which the target distribution is invariant. This allows us to then employ the KSD test on the perturbed sample. We provide numerical evidence that with suitably chosen transition kernels the proposed approach can lead to substantially higher power than the KSD test.

The problem of categorizing short speech sentences according to their semantic features with high accuracy is a subject studied in natural language processing. In this study, a data set created with samples classified in 46 different categories was used. Examples consist of sentences taken from chat conversations between a company's customer representatives and the company's website visitors. The primary purpose is to automatically tag questions and requests from visitors in the most accurate way for 46 predetermined categories for use in a chat application to generate meaningful answers to the questions asked by the website visitors. For this, different BERT models and one GPT-2 model, pre-trained in Turkish, were preferred. The classification performances of the relevant models were analyzed in detail and reported accordingly.

Polar slice sampling (Roberts & Rosenthal, 2002) is a Markov chain approach for approximate sampling of distributions that is difficult, if not impossible, to implement efficiently, but behaves provably well with respect to the dimension. By updating the directional and radial components of chain iterates separately, we obtain a family of samplers that mimic polar slice sampling, and yet can be implemented efficiently. Numerical experiments in a variety of settings indicate that our proposed algorithm outperforms the two most closely related approaches, elliptical slice sampling (Murray et al., 2010) and hit-and-run uniform slice sampling (MacKay, 2003). We prove the well-definedness and convergence of our methods under suitable assumptions on the target distribution.

Extracting causal relationships from observed correlations is a growing area in probabilistic reasoning, originating with the seminal work of Pearl and others from the early 1990s. This paper develops a new, categorically oriented view based on a clear distinction between syntax (string diagrams) and semantics (stochastic matrices), connected via interpretations as structure-preserving functors. A key notion in the identification of causal effects is that of an intervention, whereby a variable is forcefully set to a particular value independent of any prior propensities. We represent the effect of such an intervention as an endofunctor which performs `string diagram surgery' within the syntactic category of string diagrams. This diagram surgery in turn yields a new, interventional distribution via the interpretation functor. While in general there is no way to compute interventional distributions purely from observed data, we show that this is possible in certain special cases using a calculational tool called comb disintegration. We demonstrate the use of this technique on a well-known toy example, where we predict the causal effect of smoking on cancer in the presence of a confounding common cause. After developing this specific example, we show this technique provides simple sufficient conditions for computing interventions which apply to a wide variety of situations considered in the causal inference literature.

Finding the mode of a high dimensional probability distribution D is a fundamental algorithmic problem in statistics and data analysis. There has been particular interest in efficient methods for solving the problem when D is represented as a mixture model or kernel density estimate, although few algorithmic results with worst-case approximation and runtime guarantees are known. In this work, we significantly generalize a result of (LeeLiMusco:2021) on mode approximation for Gaussian mixture models. We develop randomized dimensionality reduction methods for mixtures involving a broader class of kernels, including the popular logistic, sigmoid, and generalized Gaussian kernels. As in Lee et al.'s work, our dimensionality reduction results yield quasi-polynomial algorithms for mode finding with multiplicative accuracy (1-epsilon) for any epsilon > 0. Moreover, when combined with gradient descent, they yield efficient practical heuristics for the problem. In addition to our positive results, we prove a hardness result for box kernels, showing that there is no polynomial time algorithm for finding the mode of a kernel density estimate, unless P = NP. Obtaining similar hardness results for kernels used in practice (like Gaussian or logistic kernels) is an interesting future direction.