John Willes

Marshall Wang, John Willes, Thomas Jiralerspong et al.

Reinforcement learning (RL) is a promising approach for optimizing HVAC control. RL offers a framework for improving system performance, reducing energy consumption, and enhancing cost efficiency. We benchmark two popular classical and deep RL methods (Q-Learning and Deep-Q-Networks) across multiple HVAC environments and explore the practical consideration of model hyper-parameter selection and reward tuning. The findings provide insight for configuring RL agents in HVAC systems, promoting energy-efficient and cost-effective operation.

James Harrison, John Willes, Jasper Snoek

We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last layer (VBLL) can be trained and evaluated with only quadratic complexity in last layer width, and is thus (nearly) computationally free to add to standard architectures. We experimentally investigate VBLLs, and show that they improve predictive accuracy, calibration, and out of distribution detection over baselines across both regression and classification. Finally, we investigate combining VBLL layers with variational Bayesian feature learning, yielding a lower variance collapsed variational inference method for Bayesian neural networks.

Paul Brunzema, Mikkel Jordahn, John Willes et al.

Gaussian Processes (GPs) are widely seen as the state-of-the-art surrogate models for Bayesian optimization (BO) due to their ability to model uncertainty and their performance on tasks where correlations are easily captured (such as those defined by Euclidean metrics) and their ability to be efficiently updated online. However, the performance of GPs depends on the choice of kernel, and kernel selection for complex correlation structures is often difficult or must be made bespoke. While Bayesian neural networks (BNNs) are a promising direction for higher capacity surrogate models, they have so far seen limited use due to poor performance on some problem types. In this paper, we propose an approach which shows competitive performance on many problem types, including some that BNNs typically struggle with. We build on variational Bayesian last layers (VBLLs), and connect training of these models to exact conditioning in GPs. We exploit this connection to develop an efficient online training algorithm that interleaves conditioning and optimization. Our findings suggest that VBLL networks significantly outperform GPs and other BNN architectures on tasks with complex input correlations, and match the performance of well-tuned GPs on established benchmark tasks.

Raeid Saqur, Anastasis Kratsios, Florian Krach et al.

We propose MoE-F - a formalized mechanism for combining $N$ pre-trained Large Language Models (LLMs) for online time-series prediction by adaptively forecasting the best weighting of LLM predictions at every time step. Our mechanism leverages the conditional information in each expert's running performance to forecast the best combination of LLMs for predicting the time series in its next step. Diverging from static (learned) Mixture of Experts (MoE) methods, our approach employs time-adaptive stochastic filtering techniques to combine experts. By framing the expert selection problem as a finite state-space, continuous-time Hidden Markov model (HMM), we can leverage the Wohman-Shiryaev filter. Our approach first constructs N parallel filters corresponding to each of the $N$ individual LLMs. Each filter proposes its best combination of LLMs, given the information that they have access to. Subsequently, the N filter outputs are optimally aggregated to maximize their robust predictive power, and this update is computed efficiently via a closed-form expression, generating our ensemble predictor. Our contributions are: **(I)** the MoE-F plug-and-play filtering harness algorithm, **(II)** theoretical optimality guarantees of the proposed filtering-based gating algorithm (via optimality guarantees for its parallel Bayesian filtering and its robust aggregation steps), and **(III)** empirical evaluation and ablative results using state-of-the-art foundational and MoE LLMs on a real-world __Financial Market Movement__ task where MoE-F attains a remarkable 17\% absolute and 48.5\% relative F1 measure improvement over the next best performing individual LLM expert predicting short-horizon market movement based on streaming news. Further, we provide empirical evidence of substantial performance gains in applying MoE-F over specialized models in the long-horizon time-series forecasting domain.

John Willes, James Harrison, Ali Harakeh et al.

As autonomous decision-making agents move from narrow operating environments to unstructured worlds, learning systems must move from a closed-world formulation to an open-world and few-shot setting in which agents continuously learn new classes from small amounts of information. This stands in stark contrast to modern machine learning systems that are typically designed with a known set of classes and a large number of examples for each class. In this work we extend embedding-based few-shot learning algorithms to the open-world recognition setting. We combine Bayesian non-parametric class priors with an embedding-based pre-training scheme to yield a highly flexible framework which we refer to as few-shot learning for open world recognition (FLOWR). We benchmark our framework on open-world extensions of the common MiniImageNet and TieredImageNet few-shot learning datasets. Our results show, compared to prior methods, strong classification accuracy performance and up to a 12% improvement in H-measure (a measure of novel class detection) from our non-parametric open-world few-shot learning scheme.