LGSep 11, 2024Code
What is the Right Notion of Distance between Predict-then-Optimize Tasks?Paula Rodriguez-Diaz, Lingkai Kong, Kai Wang et al. · harvard, microsoft-research
Comparing datasets is a fundamental task in machine learning, essential for various learning paradigms-from evaluating train and test datasets for model generalization to using dataset similarity for detecting data drift. While traditional notions of dataset distances offer principled measures of similarity, their utility has largely been assessed through prediction error minimization. However, in Predict-then-Optimize (PtO) frameworks, where predictions serve as inputs for downstream optimization tasks, model performance is measured through decision regret rather than prediction error. In this work, we propose OTD$^3$ (Optimal Transport Decision-aware Dataset Distance), a novel dataset distance that incorporates downstream decisions in addition to features and labels. We show that traditional feature-label distances lack informativeness in PtO settings, while OTD$^3$ more effectively captures adaptation success. We also derive a PtO-specific adaptation bound based on this distance. Empirically, we show that our proposed distance accurately predicts model transferability across three different PtO tasks from the literature. The code is available at https://github.com/paularodr/OTD3.
AIJul 17, 2023
Autoregressive Diffusion Model for Graph GenerationLingkai Kong, Jiaming Cui, Haotian Sun et al. · tsinghua
Diffusion-based graph generative models have recently obtained promising results for graph generation. However, existing diffusion-based graph generative models are mostly one-shot generative models that apply Gaussian diffusion in the dequantized adjacency matrix space. Such a strategy can suffer from difficulty in model training, slow sampling speed, and incapability of incorporating constraints. We propose an \emph{autoregressive diffusion} model for graph generation. Unlike existing methods, we define a node-absorbing diffusion process that operates directly in the discrete graph space. For forward diffusion, we design a \emph{diffusion ordering network}, which learns a data-dependent node absorbing ordering from graph topology. For reverse generation, we design a \emph{denoising network} that uses the reverse node ordering to efficiently reconstruct the graph by predicting the node type of the new node and its edges with previously denoised nodes at a time. Based on the permutation invariance of graph, we show that the two networks can be jointly trained by optimizing a simple lower bound of data likelihood. Our experiments on six diverse generic graph datasets and two molecule datasets show that our model achieves better or comparable generation performance with previous state-of-the-art, and meanwhile enjoys fast generation speed.
100.0LGMar 26Code
Intern-S1-Pro: Scientific Multimodal Foundation Model at Trillion ScaleYicheng Zou, Dongsheng Zhu, Lin Zhu et al.
We introduce Intern-S1-Pro, the first one-trillion-parameter scientific multimodal foundation model. Scaling to this unprecedented size, the model delivers a comprehensive enhancement across both general and scientific domains. Beyond stronger reasoning and image-text understanding capabilities, its intelligence is augmented with advanced agent capabilities. Simultaneously, its scientific expertise has been vastly expanded to master over 100 specialized tasks across critical science fields, including chemistry, materials, life sciences, and earth sciences. Achieving this massive scale is made possible by the robust infrastructure support of XTuner and LMDeploy, which facilitates highly efficient Reinforcement Learning (RL) training at the 1-trillion parameter level while ensuring strict precision consistency between training and inference. By seamlessly integrating these advancements, Intern-S1-Pro further fortifies the fusion of general and specialized intelligence, working as a Specializable Generalist, demonstrating its position in the top tier of open-source models for general capabilities, while outperforming proprietary models in the depth of specialized scientific tasks.
LGAug 11, 2023Code
DF2: Distribution-Free Decision-Focused LearningLingkai Kong, Wenhao Mu, Jiaming Cui et al.
Decision-focused learning (DFL), which differentiates through the KKT conditions, has recently emerged as a powerful approach for predict-then-optimize problems. However, under probabilistic settings, DFL faces three major bottlenecks: model mismatch error, sample average approximation error, and gradient approximation error. Model mismatch error stems from the misalignment between the model's parameterized predictive distribution and the true probability distribution. Sample average approximation error arises when using finite samples to approximate the expected optimization objective. Gradient approximation error occurs when the objectives are non-convex and KKT conditions cannot be directly applied. In this paper, we present DF2, the first distribution-free decision-focused learning method designed to mitigate these three bottlenecks. Rather than depending on a task-specific forecaster that requires precise model assumptions, our method directly learns the expected optimization function during training. To efficiently learn this function in a data-driven manner, we devise an attention-based model architecture inspired by the distribution-based parameterization of the expected objective. We evaluate DF2 on two synthetic problems and three real-world problems, demonstrating the effectiveness of DF2. Our code is available at: https://github.com/Lingkai-Kong/DF2.
CHEM-PHJun 14, 2023
MUBen: Benchmarking the Uncertainty of Molecular Representation ModelsYinghao Li, Lingkai Kong, Yuanqi Du et al. · gatech
Large molecular representation models pre-trained on massive unlabeled data have shown great success in predicting molecular properties. However, these models may tend to overfit the fine-tuning data, resulting in over-confident predictions on test data that fall outside of the training distribution. To address this issue, uncertainty quantification (UQ) methods can be used to improve the models' calibration of predictions. Although many UQ approaches exist, not all of them lead to improved performance. While some studies have included UQ to improve molecular pre-trained models, the process of selecting suitable backbone and UQ methods for reliable molecular uncertainty estimation remains underexplored. To address this gap, we present MUBen, which evaluates different UQ methods for state-of-the-art backbone molecular representation models to investigate their capabilities. By fine-tuning various backbones using different molecular descriptors as inputs with UQ methods from different categories, we assess the influence of architectural decisions and training strategies. Our study offers insights for selecting UQ for backbone models, which can facilitate research on uncertainty-critical applications in fields such as materials science and drug discovery.
CLDec 11, 2025Code
OPV: Outcome-based Process Verifier for Efficient Long Chain-of-Thought VerificationZijian Wu, Lingkai Kong, Wenwei Zhang et al.
Large language models (LLMs) have achieved significant progress in solving complex reasoning tasks by Reinforcement Learning with Verifiable Rewards (RLVR). This advancement is also inseparable from the oversight automated by reliable verifiers. However, current outcome-based verifiers (OVs) are unable to inspect the unreliable intermediate steps in the long reasoning chains of thought (CoTs). Meanwhile, current process-based verifiers (PVs) have difficulties in reliably detecting errors in the complex long CoTs, limited by the scarcity of high-quality annotations due to the prohibitive costs of human annotations. Therefore, we propose the Outcome-based Process Verifier (OPV), which verifies the rationale process of summarized outcomes from long CoTs to achieve both accurate and efficient verification and enable large-scale annotation. To empower the proposed verifier, we adopt an iterative active learning framework with expert annotations to progressively improve the verification capability of OPV with fewer annotation costs. Specifically, in each iteration, the most uncertain cases of the current best OPV are annotated and then subsequently used to train a new OPV through Rejection Fine-Tuning (RFT) and RLVR for the next round. Extensive experiments demonstrate OPV's superior performance and broad applicability. It achieves new state-of-the-art results on our held-out OPV-Bench, outperforming much larger open-source models such as Qwen3-Max-Preview with an F1 score of 83.1 compared to 76.3. Furthermore, OPV effectively detects false positives within synthetic dataset, closely align with expert assessment. When collaborating with policy models, OPV consistently yields performance gains, e.g., raising the accuracy of DeepSeek-R1-Distill-Qwen-32B from 55.2% to 73.3% on AIME2025 as the compute budget scales.
LGNov 25, 2022
End-to-End Stochastic Optimization with Energy-Based ModelLingkai Kong, Jiaming Cui, Yuchen Zhuang et al.
Decision-focused learning (DFL) was recently proposed for stochastic optimization problems that involve unknown parameters. By integrating predictive modeling with an implicitly differentiable optimization layer, DFL has shown superior performance to the standard two-stage predict-then-optimize pipeline. However, most existing DFL methods are only applicable to convex problems or a subset of nonconvex problems that can be easily relaxed to convex ones. Further, they can be inefficient in training due to the requirement of solving and differentiating through the optimization problem in every training iteration. We propose SO-EBM, a general and efficient DFL method for stochastic optimization using energy-based models. Instead of relying on KKT conditions to induce an implicit optimization layer, SO-EBM explicitly parameterizes the original optimization problem using a differentiable optimization layer based on energy functions. To better approximate the optimization landscape, we propose a coupled training objective that uses a maximum likelihood loss to capture the optimum location and a distribution-based regularizer to capture the overall energy landscape. Finally, we propose an efficient training procedure for SO-EBM with a self-normalized importance sampler based on a Gaussian mixture proposal. We evaluate SO-EBM in three applications: power scheduling, COVID-19 resource allocation, and non-convex adversarial security game, demonstrating the effectiveness and efficiency of SO-EBM.
LGOct 17, 2023
When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series ForecastingHarshavardhan Kamarthi, Lingkai Kong, Alexander Rodríguez et al.
Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point predictions and do not provide well-calibrated probabilistic forecasts distributions. Recent state-of-art probabilistic forecasting methods also impose hierarchical relations on point predictions and samples of distribution which does not account for coherency of forecast distributions. Previous works also silently assume that datasets are always consistent with given hierarchical relations and do not adapt to real-world datasets that show deviation from this assumption. We close both these gap and propose PROFHiT, which is a fully probabilistic hierarchical forecasting model that jointly models forecast distribution of entire hierarchy. PROFHiT uses a flexible probabilistic Bayesian approach and introduces a novel Distributional Coherency regularization to learn from hierarchical relations for entire forecast distribution that enables robust and calibrated forecasts as well as adapt to datasets of varying hierarchical consistency. On evaluating PROFHiT over wide range of datasets, we observed 41-88% better performance in accuracy and significantly better calibration. Due to modeling the coherency over full distribution, we observed that PROFHiT can robustly provide reliable forecasts even if up to 10% of input time-series data is missing where other methods' performance severely degrade by over 70%.
LGJun 16, 2022
When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series ForecastingHarshavardhan Kamarthi, Lingkai Kong, Alexander Rodríguez et al.
Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point predictions and do not provide well-calibrated probabilistic forecasts distributions. Recent state-of-art probabilistic forecasting methods also impose hierarchical relations on point predictions and samples of distribution which does not account for coherency of forecast distributions. Previous works also silently assume that datasets are always consistent with given hierarchical relations and do not adapt to real-world datasets that show deviation from this assumption. We close both these gap and propose PROFHiT, which is a fully probabilistic hierarchical forecasting model that jointly models forecast distribution of entire hierarchy. PROFHiT uses a flexible probabilistic Bayesian approach and introduces a novel Distributional Coherency regularization to learn from hierarchical relations for entire forecast distribution that enables robust and calibrated forecasts as well as adapt to datasets of varying hierarchical consistency. On evaluating PROFHiT over wide range of datasets, we observed 41-88% better performance in accuracy and significantly better calibration. Due to modeling the coherency over full distribution, we observed that PROFHiT can robustly provide reliable forecasts even if up to 10% of input time-series data is missing where other methods' performance severely degrade by over 70%.
LGMay 27, 2022
Momentum Stiefel Optimizer, with Applications to Suitably-Orthogonal Attention, and Optimal TransportLingkai Kong, Yuqing Wang, Molei Tao
The problem of optimization on Stiefel manifold, i.e., minimizing functions of (not necessarily square) matrices that satisfy orthogonality constraints, has been extensively studied. Yet, a new approach is proposed based on, for the first time, an interplay between thoughtfully designed continuous and discrete dynamics. It leads to a gradient-based optimizer with intrinsically added momentum. This method exactly preserves the manifold structure but does not require additional operation to keep momentum in the changing (co)tangent space, and thus has low computational cost and pleasant accuracy. Its generalization to adaptive learning rates is also demonstrated. Notable performances are observed in practical tasks. For instance, we found that placing orthogonal constraints on attention heads of trained-from-scratch Vision Transformer [Dosovitskiy et al. 2022] could markedly improve its performance, when our optimizer is used, and it is better that each head is made orthogonal within itself but not necessarily to other heads. This optimizer also makes the useful notion of Projection Robust Wasserstein Distance [Paty & Cuturi 2019; Lin et al. 2020] for high-dim. optimal transport even more effective.
88.0AIMay 10Code
How LLMs Are Persuaded: A Few Attention Heads, ReroutedXiangkun Sun, Lingkai Kong, Aoqi Zhang et al.
Language models can be persuaded to abandon factual knowledge. This vulnerability is central to AI safety, but its internal mechanism remains poorly understood. We uncover a compact causal mechanism for persuasion-induced factual errors. A small set of mid-layer attention heads almost entirely determines the model's answer. These heads write answer options into a low-dimensional polyhedron, with options occupying distinct vertices. Persuasion does not blur belief or merely reduce confidence; it causes a discrete latent jump from the correct-answer vertex to the persuasion-target vertex. We show that decision heads are not reasoning over evidence. Instead, they copy whichever option token their attention selects. Persuasion works by redirecting attention. We isolate a rank-one evidence-routing feature that controls the route. Directly modifying this feature steers the model's choice, and removing it blocks persuasion. We then trace the feature back to a band of shallower attention heads that build it from persuasive keywords in the input. Every step is validated by intervention. This mechanism appears across open-source LLMs and realistic poisoning scenarios such as Generative Engine Optimization, revealing persuasion as a narrow, monitorable circuit.
LGAug 22, 2024
Balancing Act: Prioritization Strategies for LLM-Designed Restless Bandit RewardsShresth Verma, Niclas Boehmer, Lingkai Kong et al.
LLMs are increasingly used to design reward functions based on human preferences in Reinforcement Learning (RL). We focus on LLM-designed rewards for Restless Multi-Armed Bandits, a framework for allocating limited resources among agents. In applications such as public health, this approach empowers grassroots health workers to tailor automated allocation decisions to community needs. In the presence of multiple agents, altering the reward function based on human preferences can impact subpopulations very differently, leading to complex tradeoffs and a multi-objective resource allocation problem. We are the first to present a principled method termed Social Choice Language Model for dealing with these tradeoffs for LLM-designed rewards for multiagent planners in general and restless bandits in particular. The novel part of our model is a transparent and configurable selection component, called an adjudicator, external to the LLM that controls complex tradeoffs via a user-selected social welfare function. Our experiments demonstrate that our model reliably selects more effective, aligned, and balanced reward functions compared to purely LLM-based approaches.
LGJul 2, 2024
Learning Graph Structures and Uncertainty for Accurate and Calibrated Time-series ForecastingHarshavardhan Kamarthi, Lingkai Kong, Alexander Rodriguez et al.
Multi-variate time series forecasting is an important problem with a wide range of applications. Recent works model the relations between time-series as graphs and have shown that propagating information over the relation graph can improve time series forecasting. However, in many cases, relational information is not available or is noisy and reliable. Moreover, most works ignore the underlying uncertainty of time-series both for structure learning and deriving the forecasts resulting in the structure not capturing the uncertainty resulting in forecast distributions with poor uncertainty estimates. We tackle this challenge and introduce STOIC, that leverages stochastic correlations between time-series to learn underlying structure between time-series and to provide well-calibrated and accurate forecasts. Over a wide-range of benchmark datasets STOIC provides around 16% more accurate and 14% better-calibrated forecasts. STOIC also shows better adaptation to noise in data during inference and captures important and useful relational information in various benchmarks.
LGAug 21, 2025Code
Intern-S1: A Scientific Multimodal Foundation ModelLei Bai, Zhongrui Cai, Yuhang Cao et al.
In recent years, a plethora of open-source foundation models have emerged, achieving remarkable progress in some widely attended fields, with performance being quite close to that of closed-source models. However, in high-value but more challenging scientific professional fields, either the fields still rely on expert models, or the progress of general foundation models lags significantly compared to those in popular areas, far from sufficient for transforming scientific research and leaving substantial gap between open-source models and closed-source models in these scientific domains. To mitigate this gap and explore a step further toward Artificial General Intelligence (AGI), we introduce Intern-S1, a specialized generalist equipped with general understanding and reasoning capabilities with expertise to analyze multiple science modal data. Intern-S1 is a multimodal Mixture-of-Experts (MoE) model with 28 billion activated parameters and 241 billion total parameters, continually pre-trained on 5T tokens, including over 2.5T tokens from scientific domains. In the post-training stage, Intern-S1 undergoes offline and then online reinforcement learning (RL) in InternBootCamp, where we propose Mixture-of-Rewards (MoR) to synergize the RL training on more than 1000 tasks simultaneously. Through integrated innovations in algorithms, data, and training systems, Intern-S1 achieved top-tier performance in online RL training. On comprehensive evaluation benchmarks, Intern-S1 demonstrates competitive performance on general reasoning tasks among open-source models and significantly outperforms open-source models in scientific domains, surpassing closed-source state-of-the-art models in professional tasks, such as molecular synthesis planning, reaction condition prediction, predicting thermodynamic stabilities for crystals. Our models are available at https://huggingface.co/internlm/Intern-S1.
LGJan 29
Latent Spherical Flow Policy for Reinforcement Learning with Combinatorial ActionsLingkai Kong, Anagha Satish, Hezi Jiang et al.
Reinforcement learning (RL) with combinatorial action spaces remains challenging because feasible action sets are exponentially large and governed by complex feasibility constraints, making direct policy parameterization impractical. Existing approaches embed task-specific value functions into constrained optimization programs or learn deterministic structured policies, sacrificing generality and policy expressiveness. We propose a solver-induced \emph{latent spherical flow policy} that brings the expressiveness of modern generative policies to combinatorial RL while guaranteeing feasibility by design. Our method, LSFlow, learns a \emph{stochastic} policy in a compact continuous latent space via spherical flow matching, and delegates feasibility to a combinatorial optimization solver that maps each latent sample to a valid structured action. To improve efficiency, we train the value network directly in the latent space, avoiding repeated solver calls during policy optimization. To address the piecewise-constant and discontinuous value landscape induced by solver-based action selection, we introduce a smoothed Bellman operator that yields stable, well-defined learning targets. Empirically, our approach outperforms state-of-the-art baselines by an average of 20.6\% across a range of challenging combinatorial RL tasks.
EPSep 6, 2024
DeepTTV: Deep Learning Prediction of Hidden Exoplanet From Transit Timing VariationsChen Chen, Lingkai Kong, Gongjie Li et al.
Transit timing variation (TTV) provides rich information about the mass and orbital properties of exoplanets, which are often obtained by solving an inverse problem via Markov Chain Monte Carlo (MCMC). In this paper, we design a new data-driven approach, which potentially can be applied to problems that are hard to traditional MCMC methods, such as the case with only one planet transiting. Specifically, we use a deep learning approach to predict the parameters of non-transit companion for the single transit system with transit information (i.e., TTV, and Transit Duration Variation (TDV)) as input. Thanks to a newly constructed \textit{Transformer}-based architecture that can extract long-range interactions from TTV sequential data, this previously difficult task can now be accomplished with high accuracy, with an overall fractional error of $\sim$2\% on mass and eccentricity.
AIMar 25, 2025Code
LLM-based Agent Simulation for Maternal Health Interventions: Uncertainty Estimation and Decision-focused EvaluationSarah Martinson, Lingkai Kong, Cheol Woo Kim et al.
Agent-based simulation is crucial for modeling complex human behavior, yet traditional approaches require extensive domain knowledge and large datasets. In data-scarce healthcare settings where historic and counterfactual data are limited, large language models (LLMs) offer a promising alternative by leveraging broad world knowledge. This study examines an LLM-driven simulation of a maternal mobile health program, predicting beneficiaries' listening behavior when they receive health information via automated messages (control) or live representatives (intervention). Since uncertainty quantification is critical for decision-making in health interventions, we propose an LLM epistemic uncertainty estimation method based on binary entropy across multiple samples. We enhance model robustness through ensemble approaches, improving F1 score and model calibration compared to individual models. Beyond direct evaluation, we take a decision-focused approach, demonstrating how LLM predictions inform intervention feasibility and trial implementation in data-limited settings. The proposed method extends to public health, disaster response, and other domains requiring rapid intervention assessment under severe data constraints. All code and prompts used for this work can be found at https://github.com/sarahmart/LLM-ABS-ARMMAN-prediction.
LGOct 16, 2025Code
AlignFlow: Improving Flow-based Generative Models with Semi-Discrete Optimal TransportLingkai Kong, Molei Tao, Yang Liu et al.
Flow-based Generative Models (FGMs) effectively transform noise into complex data distributions. Incorporating Optimal Transport (OT) to couple noise and data during FGM training has been shown to improve the straightness of flow trajectories, enabling more effective inference. However, existing OT-based methods estimate the OT plan using (mini-)batches of sampled noise and data points, which limits their scalability to large and high-dimensional datasets in FGMs. This paper introduces AlignFlow, a novel approach that leverages Semi-Discrete Optimal Transport (SDOT) to enhance the training of FGMs by establishing an explicit, optimal alignment between noise distribution and data points with guaranteed convergence. SDOT computes a transport map by partitioning the noise space into Laguerre cells, each mapped to a corresponding data point. During FGM training, i.i.d. noise samples are paired with data points via the SDOT map. AlignFlow scales well to large datasets and model architectures with negligible computational overhead. Experimental results show that AlignFlow improves the performance of a wide range of state-of-the-art FGM algorithms and can be integrated as a plug-and-play component. Code is available at: https://github.com/konglk1203/AlignFlow.
AIOct 14, 2025Code
Precise Attribute Intensity Control in Large Language Models via Targeted Representation EditingRongzhi Zhang, Liqin Ye, Yuzhao Heng et al. · gatech
Precise attribute intensity control--generating Large Language Model (LLM) outputs with specific, user-defined attribute intensities--is crucial for AI systems adaptable to diverse user expectations. Current LLM alignment methods, however, typically provide only directional or open-ended guidance, failing to reliably achieve exact attribute intensities. We address this limitation with three key designs: (1) reformulating precise attribute intensity control as a target-reaching problem, rather than simple maximization; (2) training a lightweight value function via temporal-difference learning to predict final attribute intensity scores from partial generations, thereby steering LLM outputs; and (3) employing gradient-based interventions on hidden representations to navigate the model precisely towards specific attribute intensity targets. Our method enables fine-grained, continuous control over attribute intensities, moving beyond simple directional alignment. Experiments on LLaMA-3.2-3b and Phi-4-mini confirm our method's ability to steer text generation to user-specified attribute intensities with high accuracy. Finally, we demonstrate efficiency enhancements across three downstream tasks: preference data synthesis, Pareto frontier approximation and optimization, and distillation of aligned behaviors for intervention-free inference. Our code is available on https://github.com/Pre-Control/pre-control
LGOct 13, 2025Code
Diffusion-DFL: Decision-focused Diffusion Models for Stochastic OptimizationZihao Zhao, Christopher Yeh, Lingkai Kong et al.
Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely on deterministic point predictions, which are often insufficient to capture the intrinsic stochasticity of real-world environments. To address this challenge, we propose the first diffusion-based DFL approach, which trains a diffusion model to represent the distribution of uncertain parameters and optimizes the decision by solving a stochastic optimization with samples drawn from the diffusion model. Our contributions are twofold. First, we formulate diffusion DFL using the reparameterization trick, enabling end-to-end training through diffusion. While effective, it is memory and compute-intensive due to the need to differentiate through the diffusion sampling process. Second, we propose a lightweight score function estimator that uses only several forward diffusion passes and avoids backpropagation through the sampling. This follows from our results that backpropagating through stochastic optimization can be approximated by a weighted score function formulation. We empirically show that our diffusion DFL approach consistently outperforms strong baselines in decision quality. The source code for all experiments is available at the project repository: https://github.com/GT-KOALA/Diffusion_DFL.
NEJun 23, 2024Code
Efficient Evolutionary Search Over Chemical Space with Large Language ModelsHaorui Wang, Marta Skreta, Cher-Tian Ser et al.
Molecular discovery, when formulated as an optimization problem, presents significant computational challenges because optimization objectives can be non-differentiable. Evolutionary Algorithms (EAs), often used to optimize black-box objectives in molecular discovery, traverse chemical space by performing random mutations and crossovers, leading to a large number of expensive objective evaluations. In this work, we ameliorate this shortcoming by incorporating chemistry-aware Large Language Models (LLMs) into EAs. Namely, we redesign crossover and mutation operations in EAs using LLMs trained on large corpora of chemical information. We perform extensive empirical studies on both commercial and open-source models on multiple tasks involving property optimization, molecular rediscovery, and structure-based drug design, demonstrating that the joint usage of LLMs with EAs yields superior performance over all baseline models across single- and multi-objective settings. We demonstrate that our algorithm improves both the quality of the final solution and convergence speed, thereby reducing the number of required objective evaluations. Our code is available at http://github.com/zoom-wang112358/MOLLEO
LGJun 12, 2024Code
Time-MMD: Multi-Domain Multimodal Dataset for Time Series AnalysisHaoxin Liu, Shangqing Xu, Zhiyuan Zhao et al.
Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first-cut multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset is available at https://github.com/AdityaLab/Time-MMD.
AIJun 10, 2024Code
Aligning Large Language Models with Representation Editing: A Control PerspectiveLingkai Kong, Haorui Wang, Wenhao Mu et al.
Aligning large language models (LLMs) with human objectives is crucial for real-world applications. However, fine-tuning LLMs for alignment often suffers from unstable training and requires substantial computing resources. Test-time alignment techniques, such as prompting and guided decoding, do not modify the underlying model, and their performance remains dependent on the original model's capabilities. To address these challenges, we propose aligning LLMs through representation editing. The core of our method is to view a pre-trained autoregressive LLM as a discrete-time stochastic dynamical system. To achieve alignment for specific objectives, we introduce external control signals into the state space of this language dynamical system. We train a value function directly on the hidden states according to the Bellman equation, enabling gradient-based optimization to obtain the optimal control signals at test time. Our experiments demonstrate that our method outperforms existing test-time alignment techniques while requiring significantly fewer resources compared to fine-tuning methods. Our code is available at https://github.com/Lingkai-Kong/RE-Control.
CLMay 30, 2023Code
DyGen: Learning from Noisy Labels via Dynamics-Enhanced Generative ModelingYuchen Zhuang, Yue Yu, Lingkai Kong et al.
Learning from noisy labels is a challenge that arises in many real-world applications where training data can contain incorrect or corrupted labels. When fine-tuning language models with noisy labels, models can easily overfit the label noise, leading to decreased performance. Most existing methods for learning from noisy labels use static input features for denoising, but these methods are limited by the information they can provide on true label distributions and can result in biased or incorrect predictions. In this work, we propose the Dynamics-Enhanced Generative Model (DyGen), which uses dynamic patterns in the embedding space during the fine-tuning process of language models to improve noisy label predictions. DyGen uses the variational auto-encoding framework to infer the posterior distributions of true labels from noisy labels and training dynamics. Additionally, a co-regularization mechanism is used to minimize the impact of potentially noisy labels and priors. DyGen demonstrates an average accuracy improvement of 3.10% on two synthetic noise datasets and 1.48% on three real-world noise datasets compared to the previous state-of-the-art. Extensive experiments and analyses show the effectiveness of each component in DyGen. Our code is available for reproducibility on GitHub.
CLDec 16, 2021Code
AcTune: Uncertainty-aware Active Self-Training for Semi-Supervised Active Learning with Pretrained Language ModelsYue Yu, Lingkai Kong, Jieyu Zhang et al.
While pre-trained language model (PLM) fine-tuning has achieved strong performance in many NLP tasks, the fine-tuning stage can be still demanding in labeled data. Recent works have resorted to active fine-tuning to improve the label efficiency of PLM fine-tuning, but none of them investigate the potential of unlabeled data. We propose {\ours}, a new framework that leverages unlabeled data to improve the label efficiency of active PLM fine-tuning. AcTune switches between data annotation and model self-training based on uncertainty: it selects high-uncertainty unlabeled samples for active annotation and low-uncertainty ones for model self-training. Under this framework, we design (1) a region-aware sampling strategy that reduces redundancy when actively querying for annotations and (2) a momentum-based memory bank that dynamically aggregates the model's pseudo labels to suppress label noise in self-training. Experiments on 6 text classification datasets show that AcTune outperforms the strongest active learning and self-training baselines and improves the label efficiency of PLM fine-tuning by 56.2\% on average. Our implementation will be available at \url{https://github.com/yueyu1030/actune}.
CLOct 22, 2020Code
Calibrated Language Model Fine-Tuning for In- and Out-of-Distribution DataLingkai Kong, Haoming Jiang, Yuchen Zhuang et al.
Fine-tuned pre-trained language models can suffer from severe miscalibration for both in-distribution and out-of-distribution (OOD) data due to over-parameterization. To mitigate this issue, we propose a regularized fine-tuning method. Our method introduces two types of regularization for better calibration: (1) On-manifold regularization, which generates pseudo on-manifold samples through interpolation within the data manifold. Augmented training with these pseudo samples imposes a smoothness regularization to improve in-distribution calibration. (2) Off-manifold regularization, which encourages the model to output uniform distributions for pseudo off-manifold samples to address the over-confidence issue for OOD data. Our experiments demonstrate that the proposed method outperforms existing calibration methods for text classification in terms of expectation calibration error, misclassification detection, and OOD detection on six datasets. Our code can be found at https://github.com/Lingkai-Kong/Calibrated-BERT-Fine-Tuning.
89.7LGMay 8
LLM Advertisement based on Neuron AuctionsPeiran Yun, Wenxin Xu, Jiayuan Liu et al.
As Large Language Models (LLMs) transition into conversational agents, generative advertising emerges as a crucial monetization strategy. However, embedding advertisements within unstructured LLM outputs introduces a critical trilemma: balancing advertiser payoffs, platform revenue, and user experience. Existing methods, such as prompt injection or rigid position slots, disrupt semantic coherence and lack a parametric framework for independent control, rendering rigorous mechanism design intractable. To bridge this gap, we introduce Neuron Auctions, a novel paradigm that shifts the auction object from the surface text space to the LLM's internal representations. Leveraging mechanistic interpretability, we identify brand-specific feed-forward network (FFN) neurons and demonstrate that competing brands activate within approximately orthogonal subspaces. This near-perfect independence allows us to define continuous, disentangled intervention budgets (specifically, neuron counts and amplification factors) as auctionable commodities. Building on this computational carrier, we design a continuous menu-based auction mechanism that naturally guarantees strategy-proofness and optimizes revenue for the platform. By explicitly incorporating a user utility penalty into the platform's optimization objective, our framework dynamically prices out overly aggressive interventions. Extensive experiments demonstrate that Neuron Auctions effectively preserve natural discourse quality while achieving an optimal alignment between commercial incentives and user satisfaction.
LGFeb 28, 2024
Diffusion Models as Constrained Samplers for Optimization with Unknown ConstraintsLingkai Kong, Yuanqi Du, Wenhao Mu et al.
Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has focused on scenarios where feasibility constraints are not given explicitly. Overlooking these constraints can lead to spurious solutions that are unrealistic in practice. To deal with such unknown constraints, we propose to perform optimization within the data manifold using diffusion models. To constrain the optimization process to the data manifold, we reformulate the original optimization problem as a sampling problem from the product of the Boltzmann distribution defined by the objective function and the data distribution learned by the diffusion model. Depending on the differentiability of the objective function, we propose two different sampling methods. For differentiable objectives, we propose a two-stage framework that begins with a guided diffusion process for warm-up, followed by a Langevin dynamics stage for further correction. For non-differentiable objectives, we propose an iterative importance sampling strategy using the diffusion model as the proposal distribution. Comprehensive experiments on a synthetic dataset, six real-world black-box optimization datasets, and a multi-objective molecule optimization dataset show that our method achieves better or comparable performance with previous state-of-the-art baselines.
STMar 18, 2024
Convergence of Kinetic Langevin Monte Carlo on Lie groupsLingkai Kong, Molei Tao
Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left trivialization. We appropriately add tractable noise to the optimization dynamics to turn it into a sampling dynamics, leveraging the advantageous feature that the trivialized momentum variable is Euclidean despite that the potential function lives on a manifold. We then propose a Lie-group MCMC sampler, by delicately discretizing the resulting kinetic-Langevin-type sampling dynamics. The Lie group structure is exactly preserved by this discretization. Exponential convergence with explicit convergence rate for both the continuous dynamics and the discrete sampler are then proved under $W_2$ distance. Only compactness of the Lie group and geodesically $L$-smoothness of the potential function are needed. To the best of our knowledge, this is the first convergence result for kinetic Langevin on curved spaces, and also the first quantitative result that requires no convexity or, at least not explicitly, any common relaxation such as isoperimetry.
LGAug 23, 2025
Two Birds with One Stone: Enhancing Uncertainty Quantification and Interpretability with Graph Functional Neural ProcessLingkai Kong, Haotian Sun, Yuchen Zhuang et al.
Graph neural networks (GNNs) are powerful tools on graph data. However, their predictions are mis-calibrated and lack interpretability, limiting their adoption in critical applications. To address this issue, we propose a new uncertainty-aware and interpretable graph classification model that combines graph functional neural process and graph generative model. The core of our method is to assume a set of latent rationales which can be mapped to a probabilistic embedding space; the predictive distribution of the classifier is conditioned on such rationale embeddings by learning a stochastic correlation matrix. The graph generator serves to decode the graph structure of the rationales from the embedding space for model interpretability. For efficient model training, we adopt an alternating optimization procedure which mimics the well known Expectation-Maximization (EM) algorithm. The proposed method is general and can be applied to any existing GNN architecture. Extensive experiments on five graph classification datasets demonstrate that our framework outperforms state-of-the-art methods in both uncertainty quantification and GNN interpretability. We also conduct case studies to show that the decoded rationale structure can provide meaningful explanations.
LGMay 29, 2025
Composite Flow Matching for Reinforcement Learning with Shifted-Dynamics DataLingkai Kong, Haichuan Wang, Tonghan Wang et al.
Incorporating pre-collected offline data from a source environment can significantly improve the sample efficiency of reinforcement learning (RL), but this benefit is often challenged by discrepancies between the transition dynamics of the source and target environments. Existing methods typically address this issue by penalizing or filtering out source transitions in high dynamics-gap regions. However, their estimation of the dynamics gap often relies on KL divergence or mutual information, which can be ill-defined when the source and target dynamics have disjoint support. To overcome these limitations, we propose CompFlow, a method grounded in the theoretical connection between flow matching and optimal transport. Specifically, we model the target dynamics as a conditional flow built upon the output distribution of the source-domain flow, rather than learning it directly from a Gaussian prior. This composite structure offers two key advantages: (1) improved generalization for learning target dynamics, and (2) a principled estimation of the dynamics gap via the Wasserstein distance between source and target transitions. Leveraging our principled estimation of the dynamics gap, we further introduce an optimistic active data collection strategy that prioritizes exploration in regions of high dynamics gap, and theoretically prove that it reduces the performance disparity with the optimal policy. Empirically, CompFlow outperforms strong baselines across several RL benchmarks with shifted dynamics.
AIMay 11, 2025
LLM-Augmented Chemical Synthesis and Design Decision ProgramsHaorui Wang, Jeff Guo, Lingkai Kong et al.
Retrosynthesis, the process of breaking down a target molecule into simpler precursors through a series of valid reactions, stands at the core of organic chemistry and drug development. Although recent machine learning (ML) research has advanced single-step retrosynthetic modeling and subsequent route searches, these solutions remain restricted by the extensive combinatorial space of possible pathways. Concurrently, large language models (LLMs) have exhibited remarkable chemical knowledge, hinting at their potential to tackle complex decision-making tasks in chemistry. In this work, we explore whether LLMs can successfully navigate the highly constrained, multi-step retrosynthesis planning problem. We introduce an efficient scheme for encoding reaction pathways and present a new route-level search strategy, moving beyond the conventional step-by-step reactant prediction. Through comprehensive evaluations, we show that our LLM-augmented approach excels at retrosynthesis planning and extends naturally to the broader challenge of synthesizable molecular design.
CYFeb 19, 2025
Robust Optimization with Diffusion Models for Green SecurityLingkai Kong, Haichuan Wang, Yuqi Pan et al.
In green security, defenders must forecast adversarial behavior, such as poaching, illegal logging, and illegal fishing, to plan effective patrols. These behavior are often highly uncertain and complex. Prior work has leveraged game theory to design robust patrol strategies to handle uncertainty, but existing adversarial behavior models primarily rely on Gaussian processes or linear models, which lack the expressiveness needed to capture intricate behavioral patterns. To address this limitation, we propose a conditional diffusion model for adversary behavior modeling, leveraging its strong distribution-fitting capabilities. To the best of our knowledge, this is the first application of diffusion models in the green security domain. Integrating diffusion models into game-theoretic optimization, however, presents new challenges, including a constrained mixed strategy space and the need to sample from an unnormalized distribution to estimate utilities. To tackle these challenges, we introduce a mixed strategy of mixed strategies and employ a twisted Sequential Monte Carlo (SMC) sampler for accurate sampling. Theoretically, our algorithm is guaranteed to converge to an epsilon equilibrium with high probability using a finite number of iterations and samples. Empirically, we evaluate our approach on both synthetic and real-world poaching datasets, demonstrating its effectiveness.
LGAug 20, 2025
Generative AI Against Poaching: Latent Composite Flow Matching for Wildlife ConservationLingkai Kong, Haichuan Wang, Charles A. Emogor et al.
Poaching poses significant threats to wildlife and biodiversity. A valuable step in reducing poaching is to forecast poacher behavior, which can inform patrol planning and other conservation interventions. Existing poaching prediction methods based on linear models or decision trees lack the expressivity to capture complex, nonlinear spatiotemporal patterns. Recent advances in generative modeling, particularly flow matching, offer a more flexible alternative. However, training such models on real-world poaching data faces two central obstacles: imperfect detection of poaching events and limited data. To address imperfect detection, we integrate flow matching with an occupancy-based detection model and train the flow in latent space to infer the underlying occupancy state. To mitigate data scarcity, we adopt a composite flow initialized from a linear-model prediction rather than random noise which is the standard in diffusion models, injecting prior knowledge and improving generalization. Evaluations on datasets from two national parks in Uganda show consistent gains in predictive accuracy.
LGFeb 13, 2025
Navigating the Social Welfare Frontier: Portfolios for Multi-objective Reinforcement LearningCheol Woo Kim, Jai Moondra, Shresth Verma et al.
In many real-world applications of reinforcement learning (RL), deployed policies have varied impacts on different stakeholders, creating challenges in reaching consensus on how to effectively aggregate their preferences. Generalized $p$-means form a widely used class of social welfare functions for this purpose, with broad applications in fair resource allocation, AI alignment, and decision-making. This class includes well-known welfare functions such as Egalitarian, Nash, and Utilitarian welfare. However, selecting the appropriate social welfare function is challenging for decision-makers, as the structure and outcomes of optimal policies can be highly sensitive to the choice of $p$. To address this challenge, we study the concept of an $α$-approximate portfolio in RL, a set of policies that are approximately optimal across the family of generalized $p$-means for all $p \in [-\infty, 1]$. We propose algorithms to compute such portfolios and provide theoretical guarantees on the trade-offs among approximation factor, portfolio size, and computational efficiency. Experimental results on synthetic and real-world datasets demonstrate the effectiveness of our approach in summarizing the policy space induced by varying $p$ values, empowering decision-makers to navigate this landscape more effectively.
LGDec 11, 2025
Guided Transfer Learning for Discrete Diffusion ModelsJulian Kleutgens, Claudio Battiloro, Lingkai Kong et al.
Discrete diffusion models (DMs) have achieved strong performance in language and other discrete domains, offering a compelling alternative to autoregressive modeling. Yet this performance typically depends on large training datasets, challenging the performance of DMs in small-data regimes -- common under real-world constraints. Aimed at this challenge, recent work in continuous DMs suggests that transfer learning via classifier ratio-based guidance can adapt a pretrained DM to a related target distribution, often outperforming alternatives such as full-weight fine-tuning on the target data. By contrast, transfer learning for discrete DMs remains unexplored. We address this gap by exploring practical analogues of ratio-based transfer learning for discrete DMs. Our theoretical analysis shows that a direct extension of existing ratio-based guidance is computationally prohibitive, scaling with vocabulary size. To overcome this limitation, we introduce a scheduling mechanism that yields a practical algorithm, Guided Transfer Learning for discrete diffusion models (GTL). GTL enables sampling from a target distribution without modifying the pretrained denoiser and reduces the cost to linear scaling in vocabulary size, which in turn supports longer sequence generation. We evaluate GTL on sequential data, including synthetic Markov chains and language modeling tasks, and provide a detailed empirical analysis of its behavior. The results highlight a clear trade-off: when target datasets are large, weight fine-tuning is often preferable, whereas GTL becomes increasingly effective as target data shrinks. Finally, we experimentally demonstrate a key failure mode of GTL: when the source and target distributions overlap poorly, the ratio-based classifier required for guidance becomes unreliable, limiting transfer performance.
CLDec 11, 2025
Long-horizon Reasoning Agent for Olympiad-Level Mathematical Problem SolvingSongyang Gao, Yuzhe Gu, Zijian Wu et al.
Large Reasoning Models (LRMs) have expanded the mathematical reasoning frontier through Chain-of-Thought (CoT) techniques and Reinforcement Learning with Verifiable Rewards (RLVR), capable of solving AIME-level problems. However, the performance of LRMs is heavily dependent on the extended reasoning context length. For solving ultra-hard problems like those in the International Mathematical Olympiad (IMO), the required reasoning complexity surpasses the space that an LRM can explore in a single round. Previous works attempt to extend the reasoning context of LRMs but remain prompt-based and built upon proprietary models, lacking systematic structures and training pipelines. Therefore, this paper introduces Intern-S1-MO, a long-horizon math agent that conducts multi-round hierarchical reasoning, composed of an LRM-based multi-agent system including reasoning, summary, and verification. By maintaining a compact memory in the form of lemmas, Intern-S1-MO can more freely explore the lemma-rich reasoning spaces in multiple reasoning stages, thereby breaking through the context constraints for IMO-level math problems. Furthermore, we propose OREAL-H, an RL framework for training the LRM using the online explored trajectories to simultaneously bootstrap the reasoning ability of LRM and elevate the overall performance of Intern-S1-MO. Experiments show that Intern-S1-MO can obtain 26 out of 35 points on the non-geometry problems of IMO2025, matching the performance of silver medalists. It also surpasses the current advanced LRMs on inference benchmarks such as HMMT2025, AIME2025, and CNMO2025. In addition, our agent officially participates in CMO2025 and achieves a score of 102/126 under the judgment of human experts, reaching the gold medal level.
LGJun 13, 2024
Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant LearningHaoxin Liu, Harshavardhan Kamarthi, Lingkai Kong et al.
Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial to equip TSF models with out-of-distribution (OOD) generalization abilities, as historical training data and future test data can have different distributions. In this paper, we aim to alleviate the inherent OOD problem in TSF via invariant learning. We identify fundamental challenges of invariant learning for TSF. First, the target variables in TSF may not be sufficiently determined by the input due to unobserved core variables in TSF, breaking the conventional assumption of invariant learning. Second, time-series datasets lack adequate environment labels, while existing environmental inference methods are not suitable for TSF. To address these challenges, we propose FOIL, a model-agnostic framework that enables timeseries Forecasting for Out-of-distribution generalization via Invariant Learning. FOIL employs a novel surrogate loss to mitigate the impact of unobserved variables. Further, FOIL implements a joint optimization by alternately inferring environments effectively with a multi-head network while preserving the temporal adjacency structure, and learning invariant representations across inferred environments for OOD generalized TSF. We demonstrate that the proposed FOIL significantly improves the performance of various TSF models, achieving gains of up to 85%.
CLJan 24, 2024
TPD: Enhancing Student Language Model Reasoning via Principle Discovery and GuidanceHaorui Wang, Rongzhi Zhang, Yinghao Li et al.
Large Language Models (LLMs) have recently showcased remarkable reasoning abilities. However, larger models often surpass their smaller counterparts in reasoning tasks, posing the challenge of effectively transferring these capabilities from larger models. Existing approaches heavily rely on extensive fine-tuning data or continuous interactions with a superior teacher LLM during inference. We introduce a principle-based teacher-student framework called ``Teaching via Principle Discovery'' (TPD) to address these limitations. Inspired by human learning mechanisms, TPD mimics the interaction between a teacher and a student using a principle-based approach. The teacher LLM generates problem-solving instructions and corrective principles based on the student LLM's errors. These principles guide the refinement of instructions and the selection of instructive examples from a validation set. This enables the student model to learn from both the teacher's guidance and its own mistakes. Once the student model begins making inferences, TPD requires no further intervention from the teacher LLM or humans. Through extensive experiments across eight reasoning tasks, we demonstrate the effectiveness of TPD. Compared to standard chain-of-thought prompting, TPD significantly improves the student model's performance, achieving $6.2\%$ improvement on average.
CLMay 26, 2023
AdaPlanner: Adaptive Planning from Feedback with Language ModelsHaotian Sun, Yuchen Zhuang, Lingkai Kong et al.
Large language models (LLMs) have recently demonstrated the potential in acting as autonomous agents for sequential decision-making tasks. However, most existing methods either take actions greedily without planning or rely on static plans that are not adaptable to environmental feedback. Consequently, the sequential decision-making performance of LLM agents degenerates with problem complexity and plan horizons increase. We propose a closed-loop approach, AdaPlanner, which allows the LLM agent to refine its self-generated plan adaptively in response to environmental feedback. In AdaPlanner, the LLM agent adaptively refines its plan from feedback with both in-plan and out-of-plan refinement strategies. To mitigate hallucination, we develop a code-style LLM prompt structure that facilitates plan generation across a variety of tasks, environments, and agent capabilities. Furthermore, we propose a skill discovery mechanism that leverages successful plans as few-shot exemplars, enabling the agent to plan and refine with fewer task demonstrations. Our experiments in the ALFWorld and MiniWoB++ environments demonstrate that AdaPlanner outperforms state-of-the-art baselines by 3.73% and 4.11% while utilizing 2x and 600x fewer samples, respectively.
LGSep 15, 2021
CAMul: Calibrated and Accurate Multi-view Time-Series ForecastingHarshavardhan Kamarthi, Lingkai Kong, Alexander Rodríguez et al.
Probabilistic time-series forecasting enables reliable decision making across many domains. Most forecasting problems have diverse sources of data containing multiple modalities and structures. Leveraging information as well as uncertainty from these data sources for well-calibrated and accurate forecasts is an important challenging problem. Most previous work on multi-modal learning and forecasting simply aggregate intermediate representations from each data view by simple methods of summation or concatenation and do not explicitly model uncertainty for each data-view. We propose a general probabilistic multi-view forecasting framework CAMul, that can learn representations and uncertainty from diverse data sources. It integrates the knowledge and uncertainty from each data view in a dynamic context-specific manner assigning more importance to useful views to model a well-calibrated forecast distribution. We use CAMul for multiple domains with varied sources and modalities and show that CAMul outperforms other state-of-art probabilistic forecasting models by over 25\% in accuracy and calibration.
LGJun 7, 2021
When in Doubt: Neural Non-Parametric Uncertainty Quantification for Epidemic ForecastingHarshavardhan Kamarthi, Lingkai Kong, Alexander Rodríguez et al.
Accurate and trustworthy epidemic forecasting is an important problem that has impact on public health planning and disease mitigation. Most existing epidemic forecasting models disregard uncertainty quantification, resulting in mis-calibrated predictions. Recent works in deep neural models for uncertainty-aware time-series forecasting also have several limitations; e.g. it is difficult to specify meaningful priors in Bayesian NNs, while methods like deep ensembling are computationally expensive in practice. In this paper, we fill this important gap. We model the forecasting task as a probabilistic generative process and propose a functional neural process model called EPIFNP, which directly models the probability density of the forecast value. EPIFNP leverages a dynamic stochastic correlation graph to model the correlations between sequences in a non-parametric way, and designs different stochastic latent variables to capture functional uncertainty from different perspectives. Our extensive experiments in a real-time flu forecasting setting show that EPIFNP significantly outperforms previous state-of-the-art models in both accuracy and calibration metrics, up to 2.5x in accuracy and 2.4x in calibration. Additionally, due to properties of its generative process,EPIFNP learns the relations between the current season and similar patterns of historical seasons,enabling interpretable forecasts. Beyond epidemic forecasting, the EPIFNP can be of independent interest for advancing principled uncertainty quantification in deep sequential models for predictive analytics
LGAug 24, 2020
SDE-Net: Equipping Deep Neural Networks with Uncertainty EstimatesLingkai Kong, Jimeng Sun, Chao Zhang
Uncertainty quantification is a fundamental yet unsolved problem for deep learning. The Bayesian framework provides a principled way of uncertainty estimation but is often not scalable to modern deep neural nets (DNNs) that have a large number of parameters. Non-Bayesian methods are simple to implement but often conflate different sources of uncertainties and require huge computing resources. We propose a new method for quantifying uncertainties of DNNs from a dynamical system perspective. The core of our method is to view DNN transformations as state evolution of a stochastic dynamical system and introduce a Brownian motion term for capturing epistemic uncertainty. Based on this perspective, we propose a neural stochastic differential equation model (SDE-Net) which consists of (1) a drift net that controls the system to fit the predictive function; and (2) a diffusion net that captures epistemic uncertainty. We theoretically analyze the existence and uniqueness of the solution to SDE-Net. Our experiments demonstrate that the SDE-Net model can outperform existing uncertainty estimation methods across a series of tasks where uncertainty plays a fundamental role.
LGFeb 14, 2020
Stochasticity of Deterministic Gradient Descent: Large Learning Rate for Multiscale Objective FunctionLingkai Kong, Molei Tao
This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the objective function exhibit multiscale behaviors, then in a large learning rate regime which only resolves the macroscopic but not the microscopic details of the objective, the deterministic GD dynamics can become chaotic and convergent not to a local minimizer but to a statistical distribution. A sufficient condition is also established for approximating this long-time statistical limit by a rescaled Gibbs distribution. Both theoretical and numerical demonstrations are provided, and the theoretical part relies on the construction of a stochastic map that uses bounded noise (as opposed to discretized diffusions).
LGJul 22, 2018
Learning Deep Hidden Nonlinear Dynamics from Aggregate DataYisen Wang, Bo Dai, Lingkai Kong et al.
Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availability of complete longitudinal individual-level trajectories. However, in most of the practical applications, these requirements are unrealistic: the evolving dynamics may be too complex to be modeled directly on observations, and individual-level trajectories may not be available due to technical limitations, experimental costs and/or privacy issues. To address these challenges, we formulate a model of diffusion dynamics as the {\em hidden stochastic process} via the introduction of hidden variables for flexibility, and learn the hidden dynamics directly on {\em aggregate observations} without any requirement for individual-level trajectories. We propose a dynamic generative model with Wasserstein distance for LEarninG dEep hidden Nonlinear Dynamics (LEGEND) and prove its theoretical guarantees as well. Experiments on a range of synthetic and real-world datasets illustrate that LEGEND has very strong performance compared to state-of-the-art baselines.