A. J. Boyd

Alex Boyd, Sam Showalter, Stephan Mandt et al.

In reasoning about sequential events it is natural to pose probabilistic queries such as "when will event A occur next" or "what is the probability of A occurring before B", with applications in areas such as user modeling, medicine, and finance. However, with machine learning shifting towards neural autoregressive models such as RNNs and transformers, probabilistic querying has been largely restricted to simple cases such as next-event prediction. This is in part due to the fact that future querying involves marginalization over large path spaces, which is not straightforward to do efficiently in such models. In this paper we introduce a general typology for predictive queries in neural autoregressive sequence models and show that such queries can be systematically represented by sets of elementary building blocks. We leverage this typology to develop new query estimation methods based on beam search, importance sampling, and hybrids. Across four large-scale sequence datasets from different application domains, as well as for the GPT-2 language model, we demonstrate the ability to make query answering tractable for arbitrary queries in exponentially-large predictive path-spaces, and find clear differences in cost-accuracy tradeoffs between search and sampling methods.

Eliot Wong-Toi, Alex Boyd, Vincent Fortuin et al.

Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit all training data perfectly, eliminating residual noise entirely; at the other, they overfit the residual noise while predicting a constant, uninformative mean. We observe a lack of middle ground, suggesting a phase transition dependent on model regularization strength. Empirical verification supports this conjecture by fitting numerous models with varying mean and variance regularization. To explain the transition, we develop a theoretical framework based on a statistical field theory, yielding qualitative agreement with experiments. As a practical consequence, our analysis simplifies hyperparameter tuning from a two-dimensional to a one-dimensional search, substantially reducing the computational burden. Experiments on diverse datasets, including UCI datasets and the large-scale ClimSim climate dataset, demonstrate significantly improved performance in various calibration tasks.

Alex Boyd, Yuxin Chang, Stephan Mandt et al.

Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior modeling. Since these data are typically modeled autoregressively (e.g., using neural Hawkes processes or their classical counterparts), it is natural to ask questions about future scenarios such as "what kind of event will occur next" or "will an event of type $A$ occur before one of type $B$". Unfortunately, some of these queries are notoriously hard to address since current methods are limited to naive simulation, which can be highly inefficient. This paper introduces a new typology of query types and a framework for addressing them using importance sampling. Example queries include predicting the $n^\text{th}$ event type in a sequence and the hitting time distribution of one or more event types. We also leverage these findings further to be applicable for estimating general "$A$ before $B$" type of queries. We prove theoretically that our estimation method is effectively always better than naive simulation and show empirically based on three real-world datasets that it is on average 1,000 times more efficient than existing approaches.

Alex Boyd, Andrew Warrington, Taha Kass-Hout et al.

Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this interpretability in favor of absolute predictive performance. In this work, we present a new family MTPP models: the hyper Hawkes process (HHP), which aims to be as flexible and performant as neural MTPPs, while retaining interpretable aspects. To achieve this, the HHP extends the classical Hawkes process to increase its expressivity by first expanding the dimension of the process into a latent space, and then introducing a hypernetwork to allow time- and data-dependent dynamics. These extensions define a highly performant MTPP family, achieving state-of-the-art performance across a range of benchmark tasks and metrics. Furthermore, by retaining the linearity of the recurrence, albeit now piecewise and conditionally linear, the HHP also retains much of the structure of the original Hawkes process, which we exploit to create direct probes into how the model creates predictions. HHP models therefore offer both state-of-the-art predictions, while also providing an opportunity to ``open the box'' and inspect how predictions were generated.

Aofei Chang, Le Huang, Alex James Boyd et al.

Medical Large Vision-Language Models (Med-LVLMs) often exhibit suboptimal attention distribution on visual inputs, leading to hallucinated or inaccurate outputs. Existing mitigation methods primarily rely on inference-time interventions, which are limited in attention adaptation or require additional supervision. To address this, we propose A$^3$Tune, a novel fine-tuning framework for Automatic Attention Alignment Tuning. A$^3$Tune leverages zero-shot weak labels from SAM, refines them into prompt-aware labels using BioMedCLIP, and then selectively modifies visually-critical attention heads to improve alignment while minimizing interference. Additionally, we introduce a A$^3$MoE module, enabling adaptive parameter selection for attention tuning across diverse prompts and images. Extensive experiments on medical VQA and report generation benchmarks show that A$^3$Tune outperforms state-of-the-art baselines, achieving enhanced attention distributions and performance in Med-LVLMs.

Eliot Wong-Toi, Alex Boyd, Vincent Fortuin et al.

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty quantification. However, overparameterized mean-variance models struggle with signal-to-noise ambiguity, deciding whether prediction targets should be attributed to signal (mean) or noise (variance). At one extreme, models fit all training targets perfectly with zero residual noise, while at the other, they provide constant, uninformative predictions and explain the targets as noise. We observe a sharp phase transition between these extremes, driven by model regularization. Empirical studies with varying regularization levels illustrate this transition, revealing substantial variability across repeated runs. To explain this behavior, we develop a statistical field theory framework, which captures the observed phase transition in alignment with experimental results. This analysis reduces the regularization hyperparameter search space from two dimensions to one, significantly lowering computational costs. Experiments on UCI datasets and the large-scale ClimSim dataset demonstrate robust calibration performance, effectively quantifying predictive uncertainty.

Chenliang Li, Adel Elmahdy, Alex Boyd et al.

Reinforcement learning (RL) algorithms such as PPO and GRPO are widely used to train large language models (LLMs) for multi-turn agentic tasks. However, in off-policy training pipelines, these methods often exhibit unstable optimization dynamics and are prone to performance collapse. Through empirical analysis, we identify two fundamental sources of instability in this setting: (1)~a granularity mismatch between token-level policy optimization and turn-structured interactions, and (2) high-variance and unreliable gradient updates induced by off-policy importance sampling and inaccurate advantage estimation. To address these challenges, we propose SORL, \underline{S}tabilizing \underline{O}ff-Policy \underline{R}einforcement \underline{L}earning for Long-Horizon Agent Training. SORL introduces principled mechanisms that align policy optimization with the structure of multi-turn interactions and adaptively suppress unreliable off-policy updates, yielding more conservative and robust learning dynamics. Within this framework, we instantiate two stabilized algorithms: SO-PPO and SO-GRPO. Both algorithms are designed to mitigate gradient variance and prevent optimization collapse without requiring careful early stopping or heuristic tuning. We evaluate SO-PPO and SO-GRPO on a range of multi-turn search benchmarks, including general question answering, multi-hop question answering, and medical multiple-choice QA tasks. Experimental results show that both methods consistently prevent training instabilities and performance collapses observed in standard PPO and GRPO, maintain lower clipping ratios and more stable optimization trajectories, and achieve superior or comparable task performance. These results demonstrate that the proposed algorithm provides a practical, scalable, and general framework for stabilizing reinforcement learning in multi-turn LLM agent training.

Alex Boyd

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these contexts, with autoregressive models being especially prominent. This dissertation focuses on using autoregressive models to answer complex probabilistic queries that go beyond single-step prediction, such as the timing of future events or the likelihood of a specific event occurring before another. In particular, we develop a broad class of novel and efficient approximation techniques for marginalization in sequential models that are model-agnostic. These techniques rely solely on access to and sampling from next-step conditional distributions of a pre-trained autoregressive model, including both traditional parametric models as well as more recent neural autoregressive models. Specific approaches are presented for discrete sequential models, for marked temporal point processes, and for stochastic jump processes, each tailored to a well-defined class of informative, long-range probabilistic queries.