LGAug 8, 2024Code
AExGym: Benchmarks and Environments for Adaptive ExperimentationJimmy Wang, Ethan Che, Daniel R. Jiang et al.
Innovations across science and industry are evaluated using randomized trials (a.k.a. A/B tests). While simple and robust, such static designs are inefficient or infeasible for testing many hypotheses. Adaptive designs can greatly improve statistical power in theory, but they have seen limited adoption due to their fragility in practice. We present a benchmark for adaptive experimentation based on real-world datasets, highlighting prominent practical challenges to operationalizing adaptivity: non-stationarity, batched/delayed feedback, multiple outcomes and objectives, and external validity. Our benchmark aims to spur methodological development that puts practical performance (e.g., robustness) as a central concern, rather than mathematical guarantees on contrived instances. We release an open source library, AExGym, which is designed with modularity and extensibility in mind to allow experimentation practitioners to develop custom environments and algorithms.
LGOct 16, 2023
TpopT: Efficient Trainable Template Optimization on Low-Dimensional ManifoldsJingkai Yan, Shiyu Wang, Xinyu Rain Wei et al.
In scientific and engineering scenarios, a recurring task is the detection of low-dimensional families of signals or patterns. A classic family of approaches, exemplified by template matching, aims to cover the search space with a dense template bank. While simple and highly interpretable, it suffers from poor computational efficiency due to unfavorable scaling in the signal space dimensionality. In this work, we study TpopT (TemPlate OPTimization) as an alternative scalable framework for detecting low-dimensional families of signals which maintains high interpretability. We provide a theoretical analysis of the convergence of Riemannian gradient descent for TpopT, and prove that it has a superior dimension scaling to covering. We also propose a practical TpopT framework for nonparametric signal sets, which incorporates techniques of embedding and kernel interpolation, and is further configurable into a trainable network architecture by unrolled optimization. The proposed trainable TpopT exhibits significantly improved efficiency-accuracy tradeoffs for gravitational wave detection, where matched filtering is currently a method of choice. We further illustrate the general applicability of this approach with experiments on handwritten digit data.
LGAug 8, 2024
Optimization-Driven Adaptive ExperimentationEthan Che, Daniel R. Jiang, Hongseok Namkoong et al.
Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible, and static designs remain the de facto standard. Focusing on short-horizon ($\le 10$) adaptive experiments, we move away from bespoke algorithms and present a mathematical programming formulation that can flexibly incorporate a wide range of objectives, constraints, and statistical procedures. We formulating a dynamic program based on central limit approximations, which enables the use of scalable optimization methods based on auto-differentiation and GPU parallelization. To evaluate our framework, we implement a simple heuristic planning method ("solver") and benchmark it across hundreds of problem instances involving non-stationarity, personalization, and multiple objectives & constraints. Unlike bespoke methods (e.g., Thompson sampling variants), our mathematical programming framework provides consistent gains over static randomized control trials and exhibits robust performance across problem instances.
LGApr 21
Unsupervised Confidence Calibration for Reasoning LLMs from a Single GenerationThomas Zollo, Jimmy Wang, Richard Zemel
Reasoning language models can solve increasingly complex tasks, but struggle to produce the calibrated confidence estimates necessary for reliable deployment. Existing calibration methods usually depend on labels or repeated sampling at inference time, making them impractical in many settings. We introduce a method for unsupervised confidence calibration of reasoning LLMs when only a single generation is available at inference time. Our approach uses offline sampling on unlabeled data to derive a self-consistency-based proxy target, then distills this signal into a lightweight deployment-time confidence predictor. In a broad evaluation across 5 math and question-answering tasks using 9 reasoning models, our method substantially outperforms baselines, including under distribution shift, and improves downstream performance in selective prediction and simulated downstream decision-making.
CLApr 5, 2025
Adaptive Elicitation of Latent Information Using Natural LanguageJimmy Wang, Thomas Zollo, Richard Zemel et al.
Eliciting information to reduce uncertainty about a latent entity is a critical task in many application domains, e.g., assessing individual student learning outcomes, diagnosing underlying diseases, or learning user preferences. Though natural language is a powerful medium for this purpose, large language models (LLMs) and existing fine-tuning algorithms lack mechanisms for strategically gathering information to refine their own understanding of the latent entity. To harness the generalization power and world knowledge of LLMs in developing effective information-gathering strategies, we propose an adaptive elicitation framework that actively reduces uncertainty on the latent entity. Since probabilistic modeling of an abstract latent entity is difficult, our framework adopts a predictive view of uncertainty, using a meta-learned language model to simulate future observations and enable scalable uncertainty quantification over complex natural language. Through autoregressive forward simulation, our model quantifies how new questions reduce epistemic uncertainty, enabling the development of sophisticated information-gathering strategies to choose the most informative next queries. In experiments on the 20 questions game, dynamic opinion polling, and adaptive student assessment, our method consistently outperforms baselines in identifying critical unknowns and improving downstream predictions, illustrating the promise of strategic information gathering in natural language settings.