Yue Wu

Steven Mascaro, Owen Woodberry, Charlie McLeod et al.

Loss of lung function in cystic fibrosis (CF) occurs progressively, punctuated by acute pulmonary exacerbations (PEx) in which abrupt declines in lung function are not fully recovered. A key component of CF management over the past half century has been the treatment of PEx to slow lung function decline. This has been credited with improvements in survival for people with CF (PwCF), but there is no consensus on the optimal approach to PEx management. BEAT-CF (Bayesian evidence-adaptive treatment of CF) was established to build an evidence-informed knowledge base for CF management. The BEAT-CF causal model is a directed acyclic graph (DAG) and Bayesian network (BN) for PEx that aims to inform the design and analysis of clinical trials comparing the effectiveness of alternative approaches to PEx management. The causal model describes relationships between background risk factors, treatments, and pathogen colonisation of the airways that affect the outcome of an individual PEx episode. The key factors, outcomes, and causal relationships were elicited from CF clinical experts and together represent current expert understanding of the pathophysiology of a PEx episode, guiding the design of data collection and studies and enabling causal inference. Here, we present the DAG that documents this understanding, along with the processes used in its development, providing transparency around our trial design and study processes, as well as a reusable framework for others.

Marah Abdin, Sahaj Agarwal, Ahmed Awadallah et al. · cmu

We introduce Phi-4-reasoning, a 14-billion parameter reasoning model that achieves strong performance on complex reasoning tasks. Trained via supervised fine-tuning of Phi-4 on carefully curated set of "teachable" prompts-selected for the right level of complexity and diversity-and reasoning demonstrations generated using o3-mini, Phi-4-reasoning generates detailed reasoning chains that effectively leverage inference-time compute. We further develop Phi-4-reasoning-plus, a variant enhanced through a short phase of outcome-based reinforcement learning that offers higher performance by generating longer reasoning traces. Across a wide range of reasoning tasks, both models outperform significantly larger open-weight models such as DeepSeek-R1-Distill-Llama-70B model and approach the performance levels of full DeepSeek-R1 model. Our comprehensive evaluations span benchmarks in math and scientific reasoning, coding, algorithmic problem solving, planning, and spatial understanding. Interestingly, we observe a non-trivial transfer of improvements to general-purpose benchmarks as well. In this report, we provide insights into our training data, our training methodologies, and our evaluations. We show that the benefit of careful data curation for supervised fine-tuning (SFT) extends to reasoning language models, and can be further amplified by reinforcement learning (RL). Finally, our evaluation points to opportunities for improving how we assess the performance and robustness of reasoning models.

Steven Mascaro, Owen Woodberry, Yue Wu et al.

The typical phases of Bayesian network (BN) structured development include specification of purpose and scope, structure development, parameterisation and validation. Structure development is typically focused on qualitative issues and parameterisation quantitative issues, however there are qualitative and quantitative issues that arise in both phases. A common step that occurs after the initial structure has been developed is to perform a rough parameterisation that only captures and illustrates the intended qualitative behaviour of the model. This is done prior to a more rigorous parameterisation, ensuring that the structure is fit for purpose, as well as supporting later development and validation. In our collective experience and in discussions with other modellers, this step is an important part of the development process, but is under-reported in the literature. Since the practice focuses on qualitative issues, despite being quantitative in nature, we call this step qualitative parameterisation and provide an outline of its role in the BN development process.

Steven Mascaro, Yue Wu, Ross Pearson et al.

COVID-19 appeared abruptly in early 2020, requiring a rapid response amid a context of great uncertainty. Good quality data and knowledge was initially lacking, and many early models had to be developed with causal assumptions and estimations built in to supplement limited data, often with no reliable approach for identifying, validating and documenting these causal assumptions. Our team embarked on a knowledge engineering process to develop a causal knowledge base consisting of several causal BNs for diverse aspects of COVID-19. The unique challenges of the setting lead to experiments with the elicitation approach, and what emerged was a knowledge engineering method we call Causal Knowledge Engineering (CKE). The CKE provides a structured approach for building a causal knowledge base that can support the development of a variety of application-specific models. Here we describe the CKE method, and use our COVID-19 work as a case study to provide a detailed discussion and analysis of the method.

Yue Wu, Jose Miguel Hernandez Lobato, Zoubin Ghahramani

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function parameters are usually learned using maximum likelihood, which can lead to overfitting. To address these problems we introduce a novel model for time-changing variances using Gaussian Processes. A Gaussian Process (GP) defines a distribution over functions, which allows us to capture highly flexible functional relationships for the variances. In addition, we develop an online algorithm to perform inference. The algorithm has two main advantages. First, it takes a Bayesian approach, thereby avoiding overfitting. Second, it is much quicker than current offline inference procedures. Finally, our new model was evaluated on financial data and showed significant improvement in predictive performance over current standard models.

Yue Wu, José Miguel Hernández-Lobato, Zoubin Ghahramani

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.