Aadyot Bhatnagar

Aadyot Bhatnagar, Huan Wang, Caiming Xiong et al. · salesforce

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret minimization algorithms from the online learning literature to learn prediction sets with approximately valid coverage and small regret. However, standard regret minimization could be insufficient for handling changing environments, where performance guarantees may be desired not only over the full time horizon but also in all (sub-)intervals of time. We develop new online conformal prediction methods that minimize the strongly adaptive regret, which measures the worst-case regret over all intervals of a fixed length. We prove that our methods achieve near-optimal strongly adaptive regret for all interval lengths simultaneously, and approximately valid coverage. Experiments show that our methods consistently obtain better coverage and smaller prediction sets than existing methods on real-world tasks, such as time series forecasting and image classification under distribution shift.

Alex Morehead, Jeffrey Ruffolo, Aadyot Bhatnagar et al.

Generative models of macromolecules carry abundant and impactful implications for industrial and biomedical efforts in protein engineering. However, existing methods are currently limited to modeling protein structures or sequences, independently or jointly, without regard to the interactions that commonly occur between proteins and other macromolecules. In this work, we introduce MMDiff, a generative model that jointly designs sequences and structures of nucleic acid and protein complexes, independently or in complex, using joint SE(3)-discrete diffusion noise. Such a model has important implications for emerging areas of macromolecular design including structure-based transcription factor design and design of noncoding RNA sequences. We demonstrate the utility of MMDiff through a rigorous new design benchmark for macromolecular complex generation that we introduce in this work. Our results demonstrate that MMDiff is able to successfully generate micro-RNA and single-stranded DNA molecules while being modestly capable of joint modeling DNA and RNA molecules in interaction with multi-chain protein complexes. Source code: https://github.com/Profluent-Internships/MMDiff.

Aadyot Bhatnagar, Peter Mørch Groth, Ali Madani

Large language models can be aligned with human preferences through offline reinforcement learning (RL) on small labeled datasets. While single-objective alignment is well-studied, many real-world applications demand the simultaneous optimization of multiple conflicting rewards, e.g. optimizing both catalytic activity and specificity in protein engineering, or helpfulness and harmlessness for chatbots. Prior work has largely relied on linear reward scalarization, but this approach provably fails to recover non-convex regions of the Pareto front. In this paper, instead of scalarizing the rewards directly, we frame multi-objective RL itself as an optimization problem to be scalarized via smooth Tchebysheff scalarization, a recent technique that overcomes the shortcomings of linear scalarization. We use this formulation to derive Smooth Tchebysheff Optimization of Multi-Objective Preferences (STOMP), a novel offline RL algorithm that extends direct preference optimization to the multi-objective setting in a principled way by standardizing the individual rewards based on their observed distributions. We empirically validate STOMP on a range of protein engineering tasks by aligning three autoregressive protein language models on three laboratory datasets of protein fitness. Compared to state-of-the-art baselines, STOMP achieves the highest hypervolumes in eight of nine settings according to both offline off-policy and generative evaluations. We thus demonstrate that STOMP is a powerful, robust multi-objective alignment algorithm that can meaningfully improve post-trained models for multi-attribute protein optimization and beyond.

Aadyot Bhatnagar, Paul Kassianik, Chenghao Liu et al.

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series, along with standard pre/post-processing layers. It has several modules to improve ease-of-use, including visualization, anomaly score calibration to improve interpetability, AutoML for hyperparameter tuning and model selection, and model ensembling. Merlion also provides a unique evaluation framework that simulates the live deployment and re-training of a model in production. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs and benchmark them across multiple time series datasets. In this technical report, we highlight Merlion's architecture and major functionalities, and we report benchmark numbers across different baseline models and ensembles.

Devansh Arpit, Aadyot Bhatnagar, Huan Wang et al.

Wasserstein autoencoder (WAE) shows that matching two distributions is equivalent to minimizing a simple autoencoder (AE) loss under the constraint that the latent space of this AE matches a pre-specified prior distribution. This latent space distribution matching is a core component of WAE, and a challenging task. In this paper, we propose to use the contrastive learning framework that has been shown to be effective for self-supervised representation learning, as a means to resolve this problem. We do so by exploiting the fact that contrastive learning objectives optimize the latent space distribution to be uniform over the unit hyper-sphere, which can be easily sampled from. We show that using the contrastive learning framework to optimize the WAE loss achieves faster convergence and more stable optimization compared with existing popular algorithms for WAE. This is also reflected in the FID scores on CelebA and CIFAR-10 datasets, and the realistic generated image quality on the CelebA-HQ dataset.

Rachel Luo, Aadyot Bhatnagar, Yu Bai et al.

Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics such as the expected calibration error (ECE) accurately measure the reliability on average across the entire population. However, it is in general impossible to measure the reliability of an individual prediction. In this work, we propose the local calibration error (LCE) to span the gap between average and individual reliability. For each individual prediction, the LCE measures the average reliability of a set of similar predictions, where similarity is quantified by a kernel function on a pretrained feature space and by a binning scheme over predicted model confidences. We show theoretically that the LCE can be estimated sample-efficiently from data, and empirically find that it reveals miscalibration modes that are more fine-grained than the ECE can detect. Our key result is a novel local recalibration method LoRe, to improve confidence scores for individual predictions and decrease the LCE. Experimentally, we show that our recalibration method produces more accurate confidence scores, which improves downstream fairness and decision making on classification tasks with both image and tabular data.

Jialin Song, Ravi Lanka, Albert Zhao et al.

We study the problem of learning a good search policy for combinatorial search spaces. We propose retrospective imitation learning, which, after initial training by an expert, improves itself by learning from \textit{retrospective inspections} of its own roll-outs. That is, when the policy eventually reaches a feasible solution in a combinatorial search tree after making mistakes and backtracks, it retrospectively constructs an improved search trace to the solution by removing backtracks, which is then used to further train the policy. A key feature of our approach is that it can iteratively scale up, or transfer, to larger problem sizes than those solved by the initial expert demonstrations, thus dramatically expanding its applicability beyond that of conventional imitation learning. We showcase the effectiveness of our approach on a range of tasks, including synthetic maze solving and combinatorial problems expressed as integer programs.