AISTATS 2025 Papers

International Conference on Artificial Intelligence and Statistics

Decision breakdown

583papers

Counted from the official paper list; may differ slightly from the number the conference announced.

  • Oral
    376.3%
  • Poster
    54693.7%

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A Multi-Task Learning Approach to Linear Multivariate Forecasting

Liran Nochumsohn, Hedi Zisling, Omri Azencot

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Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently. This raises several research questions related to proper modeling of multivariate data. In this work, we propose to view multivariate forecasting as a multi-task learning problem, facilitating the analysis of forecasting by considering the angle between task gradients and their balance. To do so, we analyze linear models to characterize the behavior of tasks. Our analysis suggests that tasks can be defined by grouping similar variates together, which we achieve via a simple clustering that depends on correlation-based similarities. Moreover, to balance tasks, we scale gradients with respect to their prediction error. Then, each task is solved with a linear model within our MTLinear framework. We evaluate our approach on challenging benchmarks in comparison to strong baselines, and we show it obtains on-par or better results on multivariate forecasting problems.

Poster
Conditional diffusions for amortized neural posterior estimation

Tianyu Chen, Vansh Bansal, James G. Scott

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Neural posterior estimation (NPE), a simulation-based computational approach for Bayesian inference, has shown great success in approximating complex posterior distributions. Existing NPE methods typically rely on normalizing flows, which approximate a distribution by composing many simple, invertible transformations. But flow-based models, while state of the art for NPE, are known to suffer from several limitations, including training instability and sharp trade-offs between representational power and computational cost. In this work, we demonstrate the effectiveness of conditional diffusions coupled with high-capacity summary networks for amortized NPE. Conditional diffusions address many of the challenges faced by flow-based methods. Our results show that, across a highly varied suite of benchmarking problems for NPE architectures, diffusions offer improved stability, superior accuracy, and faster training times, even with simpler, shallower models. Building on prior work on diffusions for NPE, we show that these gains persist across a variety of different summary network architectures. Code is available at https://github.com/TianyuCodings/cDiff.

Poster
Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Span

Woojin Chae, Kihyuk Hong, Yufan Zhang, Ambuj Tewari, Dabeen Lee

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This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a nearly minimax optimal regret upper bound of $\widetilde{\mathcal{O}}(d\sqrt{\mathrm{sp}(v^*)T})$ over $T$ time steps where $\mathrm{sp}(v^*)$ is the span of the optimal bias function $v^*$ and $d$ is the dimension of the feature mapping. Our algorithm applies the recently developed technique of running value iteration on a discounted-reward MDP approximation with clipping by the span. We prove that the value iteration procedure, even with the clipping operation, converges. Moreover, we show that the associated variance term due to random transitions can be bounded even under clipping. Combined with the weighted ridge regression-based parameter estimation scheme, this leads to the nearly minimax optimal regret guarantee.

Poster
Adaptive RKHS Fourier Features for Compositional Gaussian Process Models

Xinxing Shi, Thomas Baldwin-McDonald, Mauricio A. Álvarez

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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.

Poster
The VampPrior Mixture Model

Andrew A. Stirn, David A. Knowles

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Widely used deep latent variable models (DLVMs), in particular Variational Autoencoders (VAEs), employ overly simplistic priors on the latent space. To achieve strong clustering performance, existing methods that replace the standard normal prior with a Gaussian mixture model (GMM) require defining the number of clusters to be close to the number of expected ground truth classes a-priori and are susceptible to poor initializations. We leverage VampPrior concepts (Tomczak and Welling, 2018) to fit a Bayesian GMM prior, resulting in the VampPrior Mixture Model (VMM), a novel prior for DLVMs. In a VAE, the VMM attains highly competitive clustering performance on benchmark datasets. Integrating the VMM into scVI (Lopez et al., 2018), a popular scRNA-seq integration method, significantly improves its performance and automatically arranges cells into clusters with similar biological characteristics.

Poster
Spectral Differential Network Analysis for High-Dimensional Time Series

Michael Hellstern, Byol Kim, Zaid Harchaoui, Ali Shojaie

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Spectral networks derived from multivariate time series data arise in many domains, from brain science to Earth science. Often, it is of interest to study how these networks change under different conditions. For instance, to better understand epilepsy, it would be interesting to capture the changes in the brain connectivity network as a patient experiences a seizure, using electroencephalography data. A common approach relies on estimating the networks in each condition and calculating their difference. Such estimates may behave poorly in high dimensions as the networks themselves may not be sparse in structure while their difference may be. We build upon this observation to develop an estimator of the difference in inverse spectral densities across two conditions. Using an l1 penalty on the difference, consistency is established by only requiring the difference to be sparse. We illustrate the method on synthetic data experiments and on experiments with electroencephalography data.

Poster
TVineSynth: A Truncated C-Vine Copula Generator of Synthetic Tabular Data to Balance Privacy and Utility

Elisabeth Griesbauer, Claudia Czado, Arnoldo Frigessi, Ingrid Hobæk Haff

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We propose TVineSynth, a vine copula based synthetic tabular data generator, which is designed to balance privacy and utility, using the vine tree structure and its truncation to do the trade-off. Contrary to synthetic data generators that achieve DP by globally adding noise, TVineSynth performs a controlled approximation of the estimated data generating distribution, so that it does not suffer from poor utility of the resulting synthetic data for downstream prediction tasks. TVineSynth introduces a targeted bias into the vine copula model that, combined with the specific tree structure of the vine, causes the model to zero out privacy-leaking dependencies while relying on those that are beneficial for utility. Privacy is here measured with membership (MIA) and attribute inference attacks (AIA). Further, we theoretically justify how the construction of TVineSynth ensures AIA privacy under a natural privacy measure for continuous sensitive attributes. When compared to competitor models, with and without DP, on simulated and on real-world data, TVineSynth achieves a superior privacy-utility balance.

Poster
Best-Arm Identification in Unimodal Bandits

Riccardo Poiani, Marc Jourdan, Emilie Kaufmann, Rémy Degenne

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We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the index of the arm up to their maximum, then decrease. We derive two lower bounds on the stopping time of any algorithm. The instance-dependent lower bound suggests that due to the unimodal structure, only three arms contribute to the leading confidence-dependent cost. However, a worst-case lower bound shows that a linear dependence on the number of arms is unavoidable in the confidence-independent cost. We propose modifications of Track-and-Stop and a Top Two algorithm that leverage the unimodal structure. Both versions of Track-and-Stop are asymptotically optimal for one-parameter exponential families. The Top Two algorithm is asymptotically near-optimal for Gaussian distributions and we prove a non-asymptotic guarantee matching the worse-case lower bound. The algorithms can be implemented efficiently and we demonstrate their competitive empirical performance.

Poster
Unifying Feature-Based Explanations with Functional ANOVA and Cooperative Game Theory

Fabian Fumagalli, Maximilian Muschalik, Eyke Hullermeier, Barbara Hammer, Julia Herbinger

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Feature-based explanations, using perturbations or gradients, are a prevalent tool to understand decisions of black box machine learning models. Yet, differences between these methods still remain mostly unknown, which limits their applicability for practitioners. In this work, we introduce a unified framework for local and global feature-based explanations using two well-established concepts: functional ANOVA (fANOVA) from statistics, and the notion of value and interaction from cooperative game theory. We introduce three fANOVA decompositions that determine the influence of feature distributions, and use game-theoretic measures, such as the Shapley value and interactions, to specify the influence of higher-order interactions. Our framework combines these two dimensions to uncover similarities and differences between a wide range of explanation techniques for features and groups of features. We then empirically showcase the usefulness of our framework on synthetic and real-world datasets.

Poster
Causal Discovery on Dependent Binary Data

Alex Chen, Qing Zhou

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The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing challenges to accurate structure learning. We propose a decorrelation-based approach for causal graph learning on dependent binary data, where the local conditional distribution is defined by a latent utility model with dependent errors across units. We develop a pairwise maximum likelihood method to estimate the covariance matrix for the dependence among the units. Then, leveraging the estimated covariance matrix, we develop an EM-like iterative algorithm to generate and de-correlate samples of the latent utility variables, which serve as de-correlated data. Any standard causal discovery method can be applied on the de-correlated data to learn the underlying causal graph. We demonstrate that the proposed de-correlation approach significantly improves the accuracy in causal graph learning, through numerical experiments on both synthetic and real-world datasets.

Poster
Optimal Stochastic Trace Estimation in Generative Modeling

Xinyang Liu, Hengrong Du, Wei Deng, Ruqi Zhang

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Hutchinson estimators are widely employed in training divergence-based likelihoods for diffusion models to ensure optimal transport (OT) properties. However, this estimator often suffers from high variance and scalability concerns. To address these challenges, we investigate Hutch++, an optimal stochastic trace estimator for generative models, designed to minimize training variance while maintaining transport optimality. Hutch++ is particularly effective for handling ill-conditioned matrices with large condition numbers, which commonly arise when high-dimensional data exhibits a low-dimensional structure. To mitigate the need for frequent and costly QR decompositions, we propose practical schemes that balance frequency and accuracy, backed by theoretical guarantees. Our analysis demonstrates that Hutch++ leads to generations of higher quality. Furthermore, this method exhibits effective variance reduction in various applications, including simulations, conditional time series forecasts, and image generation.

Poster
Regularity in Canonicalized Models: A Theoretical Perspective

Behrooz Tahmasebi, Stefanie Jegelka

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In learning with invariances (or symmetries), canonicalization is a widely used technique that projects data onto a smaller subset of the input space to reduce associated redundancies. The transformed dataset is then processed through a function from a designated function class to obtain the final invariant representation. Although canonicalization is often simple and flexible, both theoretical and empirical evidence suggests that the projection map can be discontinuous and unstable, which poses challenges for machine learning applications. However, the overall end-to-end representation can still remain continuous. Focusing on the importance of end-to-end regularity rather than the projection mapping itself, this paper explores the continuity and regularity of canonicalized models from a theoretical perspective. In a broad setting of input spaces and group actions, we establish necessary and sufficient conditions for the continuity or regularity of canonicalized models of any order, thereby characterizing the minimal conditions required for stability. To our knowledge, this represents the first comprehensive investigation into the end-to-end regularity of canonicalized models, offering critical insights into their design and application, as well as guidance for enhancing stability in practical settings.

Poster
TempTest: Local Normalization Distortion and the Detection of Machine-generated Text

Tom Kempton, Stuart Burrell, Connor J Cheverall

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Existing methods for the zero-shot detection of machine-generated text are dominated by three statistical quantities: log-likelihood, log rank, and entropy. As language models mimic the distribution of human text ever closer, this will limit our ability to build effective detection algorithms. To combat this, we introduce a method for detecting machine-generated text that is entirely agnostic of the generating language model. This is achieved by targeting a defect in the way that decoding strategies, such as temperature or top-k sampling, normalize conditional probability measures. This method can be rigorously theoretically justified, is easily explainable, and is conceptually distinct from existing methods for detecting machine-generated text. We evaluate our detector in the white and black box settings across various language models, datasets, and passage lengths. We also study the effect of paraphrasing attacks on our detector and the extent to which it is biased against non-native speakers. In each of these settings, the performance of our test is at least comparable to that of other state-of-the-art text detectors, and in some cases, we strongly outperform these baselines.

Poster
Legitimate ground-truth-free metrics for deep uncertainty classification scoring

Arthur Pignet, Chiara Regniez, John Klein

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Despite the increasing demand for safer machine learning practices, the use of Uncertainty Quantification (UQ) methods in production remains limited. This limitation is exacerbated by the challenge of validating UQ methods in absence of UQ ground truth. In classification tasks, when only a usual set of test data is at hand, several authors suggested different metrics that can be computed from such test points while assessing the quality of quantified uncertainties. This paper investigates such metrics and proves that they are theoretically well-behaved and actually tied to some uncertainty ground truth which is easily interpretable in terms of model prediction trustworthiness ranking. Equipped with those new results, and given the applicability of those metrics in the usual supervised paradigm, we argue that our contributions will help promoting a broader use of UQ in deep learning.

Poster
Flexible and Efficient Probabilistic PDE Solvers through Gaussian Markov Random Fields

Tim Weiland, Marvin Pförtner, Philipp Hennig

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Mechanistic knowledge about the physical world is virtually always expressed via partial differential equations (PDEs). Recently, there has been a surge of interest in probabilistic PDE solvers---Bayesian statistical models mostly based on Gaussian process (GP) priors which seamlessly combine empirical measurements and mechanistic knowledge. As such, they quantify uncertainties arising from e.g. noisy or missing data, unknown PDE parameters or discretization error by design. Prior work has established connections to classical PDE solvers and provided solid theoretical guarantees. However, scaling such methods to large-scale problems remains a fundamental challenge primarily due to dense covariance matrices. Our approach addresses the scalability issues by leveraging the Markov property of many commonly used GP priors. It has been shown that such priors are solutions to stochastic PDEs (SPDEs) which when discretized allow for highly efficient GP regression through sparse linear algebra. In this work, we show how to leverage this prior class to make probabilistic PDE solvers practical, even for large-scale nonlinear PDEs, through greatly accelerated inference mechanisms. Additionally, our approach also allows for flexible and physically meaningful priors beyond what can be modeled with covariance functions. Experiments confirm substantial speedups and accelerated convergence of our physics-informed priors in nonlinear settings.

Poster
General Staircase Mechanisms for Optimal Differential Privacy

Alex Kulesza, Ananda Theertha Suresh, Yuyan Wang

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We derive the optimal differentially private additive noise mechanism for queries in $\mathbb{R}^d$ when sensitivity and error are defined by an arbitrary norm $||\cdot||_K$. The optimal mechanism is a generalization of the staircase mechanism, which is known to be optimal under the $\ell_1$ norm when $d \leq 2$; we extend the mechanism and its guarantee to arbitrary norms and dimensions, proving a conjecture of Geng et al. [2015] along the way. The generalized staircase mechanism we derive can be viewed as a refinement of the $K$-norm mechanism of Hardt and Talwar [2010] , with improvements particularly evident in the low-privacy regime as $\epsilon \to \infty$. We show how to implement the generalized staircase mechanism efficiently, given an efficient algorithm for sampling the unit $K$-norm ball, and demonstrate that it significantly reduces error in realistic settings, including under non-standard norms that are common in practice, and across a range of error metrics.

Poster
Restructuring Tractable Probabilistic Circuits

Honghua Zhang, Benjie Wang, Marcelo Arenas, Guy Van den Broeck

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Probabilistic circuits (PCs) are a unifying representation for probabilistic models that support tractable inference. Numerous applications of PCs like controllable text generation depend on the ability to efficiently multiply two circuits. Existing multiplication algorithms require that the circuits respect the same structure, i.e. variable scopes decomposes according to the same vtree. In this work, we propose and study the task of restructuring structured(-decomposable) PCs, that is, transforming a structured PC such that it conforms to a target vtree. We propose a generic approach for this problem and show that it leads to novel polynomial-time algorithms for multiplying circuits respecting different vtrees, as well as a practical depth-reduction algorithm that preserves structured decomposibility. Our work opens up new avenues for tractable PC inference, suggesting the possibility of training with less restrictive PC structures while enabling efficient inference by changing their structures at inference time.

Oral
FLIPHAT: Joint Differential Privacy for High Dimensional Linear Bandits

Saptarshi Roy, Sunrit Chakraborty, Debabrota Basu

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High dimensional sparse linear bandits serve as an efficient model for sequential decision-making problems (e.g. personalized medicine), where high dimensional features (e.g. genomic data) on the users are available, but only a small subset of them are relevant. Motivated by data privacy concerns in these applications, we study the joint differentially private high dimensional sparse linear bandits, where both rewards and contexts are considered as private data. First, to quantify the cost of privacy, we derive a lower bound on the regret achievable in this setting. To further address the problem, we design a computationally efficient bandit algorithm, **F**orgetfu**L** **I**terative **P**rivate **HA**rd **T**hresholding (FLIPHAT). Along with doubling of episodes and episodic forgetting, FLIPHAT deploys a variant of Noisy Iterative Hard Thresholding (N-IHT) algorithm as a sparse linear regression oracle to ensure both privacy and regret-optimality. We show that FLIPHAT achieves optimal regret in terms of privacy parameters, context dimension, and time horizon up to a linear factor in model sparsity in the problem independent case. We analyze the regret by providing a novel refined analysis of the estimation error of N-IHT, which is of parallel interest.

Poster
SubSearch: Robust Estimation and Outlier Detection for Stochastic Block Models via Subgraph Search

Leonardo Bianco, Christine Keribin, Zacharie Naulet

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Community detection is a fundamental task in graph analysis, with methods often relying on fitting models like the Stochastic Block Model (SBM) to observed networks. While many algorithms can accurately estimate SBM parameters when the input graph is a perfect sample from the model, real-world graphs rarely conform to such idealized assumptions. Therefore, robust algorithms are crucial---ones that can recover model parameters even when the data deviates from the assumed distribution. In this work, we propose SubSearch, an algorithm for robustly estimating SBM parameters by exploring the space of subgraphs in search of one that closely aligns with the model's assumptions. Our approach also functions as an outlier detection method, properly identifying nodes responsible for the graph's deviation from the model and going beyond simple techniques like pruning high-degree nodes. Extensive experiments on both synthetic and real-world datasets demonstrate the effectiveness of our method.

Poster
Weighted Sum of Gaussian Process Latent Variable Models

James A C Odgers, Ruby Sedgwick, Chrysoula Dimitra Kappatou, Ruth Misener, Sarah Lucie Filippi

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This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each data point comprises the weighted sum of a known number of pure component signals, observed across several input locations. Our framework allows arbitrary non-linear variations in the signals while being able to incorporate useful priors for the linear weights, such as summing-to-one. Our contributions are particularly relevant to spectroscopy, where changing conditions may cause the underlying pure component signals to vary from sample to sample. To demonstrate the applicability to both spectroscopy and other domains, we consider several applications: a near-infrared spectroscopy dataset with varying temperatures, a simulated dataset for identifying flow configuration through a pipe, and a dataset for determining the type of rock from its reflectance.

Poster