Wouter Kouw

ML
h-index7
4papers
11citations
Novelty50%
AI Score37

4 Papers

MLApr 2, 2022
Variational message passing for online polynomial NARMAX identification

Wouter Kouw, Albert Podusenko, Magnus Koudahl et al.

We propose a variational Bayesian inference procedure for online nonlinear system identification. For each output observation, a set of parameter posterior distributions is updated, which is then used to form a posterior predictive distribution for future outputs. We focus on the class of polynomial NARMAX models, which we cast into probabilistic form and represent in terms of a Forney-style factor graph. Inference in this graph is efficiently performed by a variational message passing algorithm. We show empirically that our variational Bayesian estimator outperforms an online recursive least-squares estimator, most notably in small sample size settings and low noise regimes, and performs on par with an iterative least-squares estimator trained offline.

24.5LGMar 27
Curvature-aware Expected Free Energy as an Acquisition Function for Bayesian Optimization

Ajith Anil Meera, Wouter Kouw

We propose an Expected Free Energy-based acquisition function for Bayesian optimization to solve the joint learning and optimization problem, i.e., optimize and learn the underlying function simultaneously. We show that, under specific assumptions, Expected Free Energy reduces to Upper Confidence Bound, Lower Confidence Bound, and Expected Information Gain. We prove that Expected Free Energy has unbiased convergence guarantees for concave functions. Using the results from these derivations, we introduce a curvature-aware update law for Expected Free Energy and show its proof of concept using a system identification problem on a Van der Pol oscillator. Through rigorous simulation experiments, we show that our adaptive Expected Free Energy-based acquisition function outperforms state-of-the-art acquisition functions with the least final simple regret and error in learning the Gaussian process.

MLApr 21, 2025
Expected Free Energy-based Planning as Variational Inference

Bert de Vries, Wouter Nuijten, Thijs van de Laar et al.

We address the problem of planning under uncertainty, where an agent must choose actions that not only achieve desired outcomes but also reduce uncertainty. Traditional methods often treat exploration and exploitation as separate objectives, lacking a unified inferential foundation. Active inference, grounded in the Free Energy Principle, provides such a foundation by minimizing Expected Free Energy (EFE), a cost function that combines utility with epistemic drives, such as ambiguity resolution and novelty seeking. However, the computational burden of EFE minimization had remained a significant obstacle to its scalability. In this paper, we show that EFE-based planning arises naturally from minimizing a variational free energy functional on a generative model augmented with preference and epistemic priors. This result reinforces theoretical consistency with the Free Energy Principle by casting planning under uncertainty itself as a form of variational inference. Our formulation yields policies that jointly support goal achievement and information gain, while incorporating a complexity term that accounts for bounded computational resources. This unifying framework connects and extends existing methods, enabling scalable, resource-aware implementations of active inference agents.

CLSep 8, 2019
Back to the Future -- Sequential Alignment of Text Representations

Johannes Bjerva, Wouter Kouw, Isabelle Augenstein

Language evolves over time in many ways relevant to natural language processing tasks. For example, recent occurrences of tokens 'BERT' and 'ELMO' in publications refer to neural network architectures rather than persons. This type of temporal signal is typically overlooked, but is important if one aims to deploy a machine learning model over an extended period of time. In particular, language evolution causes data drift between time-steps in sequential decision-making tasks. Examples of such tasks include prediction of paper acceptance for yearly conferences (regular intervals) or author stance prediction for rumours on Twitter (irregular intervals). Inspired by successes in computer vision, we tackle data drift by sequentially aligning learned representations. We evaluate on three challenging tasks varying in terms of time-scales, linguistic units, and domains. These tasks show our method outperforming several strong baselines, including using all available data. We argue that, due to its low computational expense, sequential alignment is a practical solution to dealing with language evolution.