LGJul 1, 2024
Adaptive RKHS Fourier Features for Compositional Gaussian Process ModelsXinxing Shi, Thomas Baldwin-McDonald, Mauricio A. Álvarez
Deep Gaussian Processes (DGPs) leverage a compositional structure to model non-stationary processes. DGPs typically rely on local inducing point approximations across intermediate GP layers. Recent advances in DGP inference have shown that incorporating global Fourier features from the Reproducing Kernel Hilbert Space (RKHS) can enhance the DGPs' capability to capture complex non-stationary patterns. This paper extends the use of these features to compositional GPs involving linear transformations. In particular, we introduce Ordinary Differential Equation(ODE)--based RKHS Fourier features that allow for adaptive amplitude and phase modulation through convolution operations. This convolutional formulation relates our work to recently proposed deep latent force models, a multi-layer structure designed for modelling nonlinear dynamical systems. By embedding these adjustable RKHS Fourier features within a doubly stochastic variational inference framework, our model exhibits improved predictive performance across various regression tasks.
MLNov 24, 2023
Deep Latent Force Models: ODE-based Process Convolutions for Bayesian Deep LearningThomas Baldwin-McDonald, Mauricio A. Álvarez
Modelling the behaviour of highly nonlinear dynamical systems with robust uncertainty quantification is a challenging task which typically requires approaches specifically designed to address the problem at hand. We introduce a domain-agnostic model to address this issue termed the deep latent force model (DLFM), a deep Gaussian process with physics-informed kernels at each layer, derived from ordinary differential equations using the framework of process convolutions. Two distinct formulations of the DLFM are presented which utilise weight-space and variational inducing points-based Gaussian process approximations, both of which are amenable to doubly stochastic variational inference. We present empirical evidence of the capability of the DLFM to capture the dynamics present in highly nonlinear real-world multi-output time series data. Additionally, we find that the DLFM is capable of achieving comparable performance to a range of non-physics-informed probabilistic models on benchmark univariate regression tasks. We also empirically assess the negative impact of the inducing points framework on the extrapolation capabilities of LFM-based models.
AIApr 4, 2025
Towards deployment-centric multimodal AI beyond vision and languageXianyuan Liu, Jiayang Zhang, Shuo Zhou et al.
Multimodal artificial intelligence (AI) integrates diverse types of data via machine learning to improve understanding, prediction, and decision-making across disciplines such as healthcare, science, and engineering. However, most multimodal AI advances focus on models for vision and language data, while their deployability remains a key challenge. We advocate a deployment-centric workflow that incorporates deployment constraints early to reduce the likelihood of undeployable solutions, complementing data-centric and model-centric approaches. We also emphasise deeper integration across multiple levels of multimodality and multidisciplinary collaboration to significantly broaden the research scope beyond vision and language. To facilitate this approach, we identify common multimodal-AI-specific challenges shared across disciplines and examine three real-world use cases: pandemic response, self-driving car design, and climate change adaptation, drawing expertise from healthcare, social science, engineering, science, sustainability, and finance. By fostering multidisciplinary dialogue and open research practices, our community can accelerate deployment-centric development for broad societal impact.
LGJan 14, 2025
Impatient Bandits: Optimizing for the Long-Term Without DelayKelly W. Zhang, Thomas Baldwin-McDonald, Kamil Ciosek et al.
Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in choosing the learning signal: waiting for the full reward to become available might take several weeks, slowing the rate of learning, whereas using short-term proxy rewards reflects the actual long-term goal only imperfectly. First, we develop a predictive model of delayed rewards that incorporates all information obtained to date. Rewards as well as shorter-term surrogate outcomes are combined through a Bayesian filter to obtain a probabilistic belief. Second, we devise a bandit algorithm that quickly learns to identify content aligned with long-term success using this new predictive model. We prove a regret bound for our algorithm that depends on the \textit{Value of Progressive Feedback}, an information theoretic metric that captures the quality of short-term leading indicators that are observed prior to the long-term reward. We apply our approach to a podcast recommendation problem, where we seek to recommend shows that users engage with repeatedly over two months. We empirically validate that our approach significantly outperforms methods that optimize for short-term proxies or rely solely on delayed rewards, as demonstrated by an A/B test in a recommendation system that serves hundreds of millions of users.