NeurIPS workshop on Bayesian Decision-making and Uncertainty

Vancouver, British Columbia, Canada

December 14, 2024

Abstract

Recent advances in ML and AI have led to impressive achievements, yet models often struggle to express uncertainty, and more importantly, make decisions that account for uncertainty. This hinders the deployment of AI models in critical applications, ranging from scientific discovery, where uncertainty quantification is essential, to real-world scenarios with unpredictable and dynamic environments, where models may encounter data vastly different from their training sets.

Through the use of probability, Bayesian methods offer a powerful framework to address these limitations by quantifying uncertainty, incorporating prior knowledge, enabling adaptive decision-making and information gathering in uncertain environments. These approaches have led to significant progress and success in relevant fields, tackling critical problems such as drug discovery, hyperparameter tuning and environmental monitoring. However, challenges remain in both theory and practice, such as establishing performance guarantees and scaling up these methods to handle the complexity and dimensionality of larger data and models. On the other hand, the development of frontier models (e.g., based on large language models) presents new opportunities to enhance Bayesian methods with stronger priors and tools not previously available.

This workshop aims to bring together researchers from different but closely related areas, including Bayesian optimization, active learning, uncertainty quantification, Gaussian processes, spatiotemporal modeling, and sequential experimental design. We seek to foster a vibrant exchange of ideas, showcase successful applications, and prompt fruitful discussion to collaboratively tackle the emerging challenges and shape the future directions of Bayesian decision-making and uncertainty in the new era of ML and AI.

Speakers

Schedule

Time (Canada)Event
09:00 - 09:30Introduction and Opening Remarks: Andreas Krause slides
09:30 - 10:00Invited Talk: Mark van der Wilk - Open Problems in Gaussian Process Approximation and Benchmarking slides
10:00 - 10:30Discussion Break
10:30 - 11:00Invited Talk: Esther Rolf - We need to talk (more) about uncertainty in geospatial machine learning slides
11:00 - 11:10Contributed Talk: Mathieu Alain - Graph Classification Gaussian Processes via Hodgelet Spectral Features
11:10 - 11:20Contributed Talk: Taiwo Adebiyi - Gaussian Process Thompson Sampling via Rootfinding
11:20 - 11:30Contributed Talk: Freddie Bickford Smith - Rethinking Aleatoric and Epistemic Uncertainty
11:30 - 12:30Lunch and Poster Session Setup
12:30 - 12:40Contributed Talk: Patrick O’Hara - Distributionally Robust Optimisation with Bayesian Ambiguity Sets
12:40 - 12:50Contributed Talk: Joachim Schaeffer - Lithium-Ion Battery System Health Monitoring and Resistance-Based Fault Analysis from Field Data Using Recursive Spatiotemporal Gaussian Processes
12:50 - 13:00Contributed Talk: Rafael Oliveira - Variational Search Distributions
13:00 - 13:30Invited Talk: Roman Garnett - What I learned while writing the BayesOpt book slides
13:30 - 14:00Discussion Break
14:00 - 14:30Invited Talk: Jacob R. Garnder - Bayesian optimization needs better deep learning
14:30 - 15:00Lightning Talks: Joshua Hang Sai Ip, Yibo Jiang, Dingyang Chen, Guiomar Pescador-Barrios, Sebastian W. Ober, Conor Heins, Richard Bergna, Martin Trapp
15:00 - 16:00Poster Session
16:00 - 16:30Invited Talk: Virginia Aglietti - FunBO: Discovering Acquisition Functions for Bayesian Optimization with FunSearch slides
16:30 - 17:25Panel Discussion
17:25 - 17:30Closing Remarks

Organizers

Advisory Committee

Sponsors

Accepted Workshop Papers

TitleAuthors
Graph Classification Gaussian Processes via Hodgelet Spectral Features paperMathieu Alain, So Takao, Bastian Rieck, Xiaowen Dong, and Emmanuel Noutahi
Bayesian Optimization over Bounded Domains with Beta Product Kernels paperHuy Hoang Nguyen, Han Zhou, Matthew B. Blaschko, and Aleksei Tiulpin
Integration-free kernels for equivariant Gaussian fields with application in dipole moment prediction paperTim Steinert, David Ginsbourger, August Smart Lykke-Møller, Ove Christiansen, and Henry Moss
Distributionally Robust Optimisation with Bayesian Ambiguity Sets paperCharita Dellaporta, Patrick O'Hara, and Theodoros Damoulas
Preference-based Multi-Objective Bayesian Optimization with Gradients paperJoshua Hang Sai Ip, Ankush Chakrabarty, Hideyuki Masui, Ali Mesbah, and Diego Romeres
Uncertainty Modeling in Graph Neural Networks via Stochastic Differential Equations paperRichard Bergna, Sergio Calvo Ordoñez, Felix Opolka, Pietro Lio, and José Miguel Hernández-Lobato
Information Directed Tree Search: Reasoning and Planning with Language Agents paperYash Chandak, HyunJi Nam, Allen Nie, Jonathan Lee, and Emma Brunskill
Convergence Rates of Bayesian Network Policy Gradient for Cooperative Multi-Agent Reinforcement Learning paperDingyang Chen, Zhenyu Zhang, Xiaolong Kuang, Xinyang Shen, Ozalp Ozer, and Qi Zhang
Bayesian Outcome Weighted Learning paperNikki L. B. Freeman, and Sophia Yazzourh
NODE-GAMLSS: Interpretable Uncertainty Modelling via Deep Distributional Regression paperAnanyapam De, Anton Frederik Thielmann, and Benjamin Säfken
Variational Inference for Interacting Particle Systems with Discrete Latent States paperGiosue Migliorini, and Padhraic Smyth
BALLAST: Bayesian Active Learning with Look-ahead Amendment for Sea-drifter Trajectories paperRui-Yang Zhang, Henry Moss, Lachlan Astfalck, Edward Cripps, and David S. Leslie
GLEAM-AI: Neural Surrogate for Accelerated Epidemic Analytics and Forecasting paperMohammadmehdi Zahedi, Dongxia Wu, Jessica T. Davis, Yian Ma, Alessandro Vespignani, Rose Yu, and Matteo Chinazzi
Active Learning for Affinity Prediction of Antibodies paperAlexandra Gessner, Sebastian W. Ober, Owen Niall Vickery, Dino Oglic, and Talip Ucar
Gradient-free variational learning with conditional mixture networks paperConor Heins, Hao Wu, Dimitrije Markovic, Alexander Tschantz, Jeff Beck, and Christopher Buckley
Toward Information Theoretic Active Inverse Reinforcement Learning paperOndrej Bajgar, Dewi Sid William Gould, Jonathon Liu, Oliver Newcombe, Rohan Narayan Langford Mitta, and Jack Golden
Posterior Sampling via Autoregressive Generation paperKelly W. Zhang, Tiffany Cai, Hongseok Namkoong, and Daniel Russo
Amortized Bayesian Workflow (Extended Abstract) paperMarvin Schmitt, Chengkun LI, Aki Vehtari, Luigi Acerbi, Paul-Christian Bürkner, and Stefan T. Radev
Efficient Experimentation for Estimation of Continuous and Discrete Conditional Treatment Effects paperMuhammed Razzak, Panagiotis Tigas, Andrew Jesson, Yarin Gal, and Uri Shalit
Probabilistic predictions with Fourier neural operators paperChristopher Bülte, Philipp Scholl, and Gitta Kutyniok
A Bayesian Approach Towards Crowdsourcing the Truths from LLMs paperPeiran Yao, Jerin George Mathew, Shehraj Singh, Donatella Firmani, and Denilson Barbosa
Inverse-Free Sparse Variational Gaussian Processes paperStefano Cortinovis, Laurence Aitchison, James Hensman, Stefanos Eleftheriadis, and Mark van der Wilk
Adjusting Model Size in Continual Gaussian Processes: How Big is Big Enough? paperGuiomar Pescador-Barrios, Sarah Lucie Filippi, and Mark van der Wilk
Variational Last Layers for Bayesian Optimization paperPaul Brunzema, Mikkel Jordahn, John Willes, Sebastian Trimpe, Jasper Snoek, and James Harrison
A Fast, Robust Elliptical Slice Sampling Method for Truncated Multivariate Normal Distributions paperKaiwen Wu, and Jacob R. Gardner
Out-of-Distribution Detection & Applications With Ablated Learned Temperature Energy paperWill LeVine, Benjamin Pikus, Jacob Phillips, Berk Norman, Fernando Amat Gil, and Sean M. Hendryx
Constrained Multi-objective Bayesian Optimization paperDiantong Li, Fengxue Zhang, Chong Liu, and Yuxin Chen
MHP-DDP: Multivariate Hawkes Process with Dependent Dirichlet Process paperAlex Ziyu Jiang, and Abel Rodriguez
Finding Interior Optimum of Black-box Constrained Objective with Bayesian Optimization paperFengxue Zhang, Zejie Zhu, and Yuxin Chen
Incremental Uncertainty-aware Performance Monitoring with Labeling Intervention paperAlexander Koebler, Thomas Decker, Ingo Thon, Volker Tresp, and Florian Buettner
(Implicit) Ensembles of Ensembles: Epistemic Uncertainty Collapse in Large Models paperAndreas Kirsch
BOTS: Batch Bayesian Optimization of Extended Thompson Sampling for Severely Episode-Limited RL Settings paperKarine Karine, Susan Murphy, and Benjamin Marlin
Two Students: Enabling Uncertainty Quantification in Federated Learning Clients paperCristovão Iglesias Jr, Sidney Alves de Outeiro, Claudio Miceli de Farias, and Miodrag Bolic
Uncertainty Quantification and Calibration for Audio-driven Disease Diagnosis paperShubham Kulkarni, Hideaki Watanabe, and Fuminori Homma
Hi-fi functional priors by learning activations paperMarcin Sendera, Amin Sorkhei, and Tomasz Kuśmierczyk
Amortized Decision-Aware Bayesian Experimental Design paperDaolang Huang, Yujia Guo, Luigi Acerbi, and Samuel Kaski
Posterior Inferred, Now What? Streamlining Prediction in Bayesian Deep Learning paperRui Li, Marcus Klasson, Arno Solin, and Martin Trapp
Bayesian Nonparametric Learning using the Maximum Mean Discrepancy Measure for Synthetic Data Generation paperForough Fazeli-Asl, Michael Minyi Zhang, and Lizhen Lin
Lightspeed Black-box Bayesian Optimization via Local Score Matching paperYakun Wang, Sherman Khoo, and Song Liu
The role of tail dependence in estimating posterior expectations paperNicola Branchini, and Víctor Elvira
Universal Functional Regression with Neural Operator Flows paperYaozhong Shi, Angela F Gao, Zachary E Ross, and Kamyar Azizzadenesheli
Variational Bayes Gaussian Splatting paperToon Van de Maele, Ozan Catal, Alexander Tschantz, Christopher Buckley, and Tim Verbelen
Efficient Bayesian Additive Regression Models For Microbiome Studies paperTinghua Chen, Michelle Pistner Nixon, and Justin D Silverman
Rethinking Aleatoric and Epistemic Uncertainty paperFreddie Bickford Smith, Jannik Kossen, Eleanor Trollope, Mark van der Wilk, Adam Foster, and Tom Rainforth
Big Batch Bayesian Active Learning by Considering Predictive Probabilities paperSebastian W. Ober, Samuel Power, Tom Diethe, and Henry Moss
Variational Inference in Similarity Spaces: A Bayesian Approach to Personalized Federated Learning paperPedro H Barros, Fabricio Murai, Amir Houmansadr, Alejandro C. Frery, and Heitor Soares Ramos Filho
Variational Search Distributions paperDaniel M. Steinberg, Rafael Oliveira, Cheng Soon Ong, and Edwin V. Bonilla
Learning to Defer with an Uncertain Rejector via Conformal Prediction paperYizirui Fang, and Eric Nalisnick
Post-Calibration Techniques: Balancing Calibration and Score Distribution Alignment paperAgathe Fernandes Machado, Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic, and Francois HU
Uncertainty as a criterion for SOTIF evaluation of deep learning models in autonomous driving systems paperHo Suk, and Shiho Kim
Atomic Layer Deposition Optimization via Targeted Adaptive Design. paperMarieme Ngom, Carlo Graziani, and Noah Paulson
Fast, Precise Thompson Sampling for Bayesian Optimization paperDavid Sweet
Scalable Permutation Invariant Multi-Output Gaussian Processes for Cancer Drug Response paperLeiv Rønneberg, and Vidhi Lalchand
Bayesian Optimal Experimental Design of Streaming Data Incorporating Machine Learning Generated Synthetic Data paperKentaro Hoffman, and Tyler McCormick
An Information-Theoretic Analysis of Thompson Sampling for Logistic Bandits paperAmaury Gouverneur, Borja Rodríguez Gálvez, Tobias Oechtering, and Mikael Skoglund
Decision-Driven Calibration for Cost-Sensitive Uncertainty Quantification paperGregory Canal, Vladimir Leung, John J. Guerrerio, Philip Sage, and I-Jeng Wang
Data-Efficient Variational Mutual Information Estimation via Bayesian Self-Consistency paperDesi R. Ivanova, Marvin Schmitt, and Stefan T. Radev
Riemannian Black Box Variational Inference paperMykola Lukashchuk, Wouter W. L. Nuijten, Dmitry Bagaev, Ismail Senoz, and Bert de Vries
Bayesian Optimization for High-dimensional Urban Mobility Problems paperSeongjin Choi, Sergio Rodriguez, and Carolina Osorio
Optimizing Detection Time and Specificity: Early Classification of Time Series with Sensitivity Constraint paperJiaming Qiu, Ying-Qi Zhao, and Yingye Zheng
Adaptive Transductive Inference via Sequential Experimental Design with Contextual Retention paperTareq Si Salem
Direct Acquisition Optimization for Low-Budget Active Learning paperZhuokai Zhao, Yibo Jiang, and Yuxin Chen
ROSA: An Optimization Algorithm for Multi-Modal Derivative-Free Functions in High Dimensions paperIlija Ilievski, Wenyu Wang, and Christine A. Shoemaker
A scalable Bayesian continual learning framework for online and sequential decision making paperHanwen Xing, and Christopher Yau
Failure Prediction from Few Expert Demonstrations paperAnjali Parashar, Kunal Garg, Joseph Zhang, and Chuchu Fan
Probabilistic Fusion Approach for Robust Battery Prognostics paperJokin Alcibar, Ekhi Zugasti, Aitor Aguirre-Ortuzar, and Jose I. Aizpurua
Spectral structure learning for clinical time series paperIvan Lerner, Francis Bach, and Anita Burgun
Computationally Efficient Laplace Approximations for Neural Networks paperSwarnali Raha, Kshitij Khare, and Rohit K Patra
Diff-BBO: Diffusion-Based Inverse Modeling for Black-Box Optimization paperDongxia Wu, Nikki Lijing Kuang, Ruijia Niu, Yian Ma, and Rose Yu
Efficient Modeling of Irregular Time-Series with Stochastic Optimal Control paperByoungwoo Park, Hyungi Lee, and Juho Lee
Scaling Gaussian Processes for Learning Curve Prediction via Latent Kronecker Structure paperJihao Andreas Lin, Sebastian Ament, Maximilian Balandat, and Eytan Bakshy
Gaussian Process Thompson Sampling via Rootfinding paperTaiwo Adebiyi, Bach Do, and Ruda Zhang
Gaussian Randomized Exploration for Semi-bandits with Sleeping Arms paperZHIMING HUANG, Bingshan Hu, and jianping pan
Efficient Local Unlearning for Gaussian Processes with Out-of-Distribution Data paperJuliusz Ziomek, and Ilija Bogunovic
Latent Spatial Dirichlet Allocation paperJunsouk Choi, Veerabhadran Baladandayuthapani, and Jian Kang
Robust Multi-fidelity Bayesian Optimization with Deep Kernel and Partition paperFengxue Zhang, Thomas Desautels, and Yuxin Chen
Learning from Less: Bayesian Neural Networks for Optimization Proxy using Limited Labeled Data paperParikshit Pareek, Kaarthik Sundar, Deepjyoti Deka, and Sidhant Misra
Gaussian Process Conjoint Analysis for Adaptive Marginal Effect Estimation paperYehu Chen, Jacob Montgomery, and Roman Garnett
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design paperSahel Iqbal, Hany Abdulsamad, Sara Perez-Vieites, Simo Särkkä, and Adrien Corenflos
Bayesian Rashomon Sets for Model Uncertainty: A critical comparison paperAparajithan Venkateswaran, Anirudh Sankar, Arun Chandrasekhar, and Tyler McCormick
Cold Posterior Effect towards Adversarial Robustness paperBruce Rushing, Antonios Alexos, Harrison Espino, Nicholas Cohen, and Pierre Baldi
Mode Collapse in Variational Deep Gaussian Processes paperFrancisco Javier Sáez-Maldonado, Juan Maroñas, and Daniel Hernández-Lobato
TR-BEACON: Shedding Light on Efficient Behavior Discovery in High-Dimensional Spaces with Bayesian Novelty Search over Trust Regions paperWei-Ting Tang, Ankush Chakrabarty, and Joel Paulson
Order-Optimal Regret in Distributed Kernel Bandits using Uniform Sampling with Shared Randomness paperNikola Pavlovic, Sudeep Salgia, and Qing Zhao
Stochastic Gradient MCMC for Gaussian Process Inference on Massive Geostatistical Data paperMohamed A. Abba, Brian J. Reich, Reetam Majumder, and Brandon Feng
TP$^2$DP$^2$: A Bayesian Mixture Model of Temporal Point Processes with Determinantal Point Process Prior paperYiwei Dong, Shaoxin Ye, Yuwen Cao, Qiyu Han, Hongteng Xu, and Hanfang Yang
Cost-effective Reduced-Order Modeling via Bayesian Active Learning paperAmir Hossein Rahmati, Nathan Urban, Byung-Jun Yoon, and Xiaoning Qian
Improved Depth Estimation of Bayesian Neural Networks paperBart van Erp, and Bert de Vries
Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlow paperHenry Moss, Victor Picheny, Hrvoje Stojic, Sebastian W. Ober, Artem Artemev, Andrei Paleyes, Sattar Vakili, Stratis Markou, Jixiang Qing, Nasrulloh Ratu Bagus Satrio Loka, and Ivo Couckuyt
Conformalised Conditional Normalising Flows for Joint Prediction Regions in time series paperEshant English, and Christoph Lippert
Had enough of experts? Elicitation and evaluation of Bayesian priors from large language models paperDavid Antony Selby, Kai Spriestersbach, Yuichiro Iwashita, Dennis Bappert, Archana Warrier, Sumantrak Mukherjee, Muhammad Nabeel Asim, Koichi Kise, and Sebastian Josef Vollmer
Preconditioned Crank-Nicolson Algorithms for Wide Bayesian Neural Networks paperLucia Pezzetti, Stefano Favaro, and Stefano Peluchetti
Graph Agnostic Causal Bayesian Optimisation paperSumantrak Mukherjee, Mengyan Zhang, Seth Flaxman, and Sebastian Josef Vollmer
Bayesian Optimization of High-dimensional Outputs with Human Feedback paperQing Feng, Zhiyuan Jerry Lin, Yujia Zhang, Benjamin Letham, Jelena Markovic-Voronov, Ryan-Rhys Griffiths, Peter I. Frazier, and Eytan Bakshy
An Active Learning Performance Model for Parallel Bayesian Calibration of Expensive Simulations paperÖzge Sürer, and Stefan M. Wild
Using Rashomon Sets for Robust Active Learning paperSimon Dovan Nguyen, Tyler McCormick, and Kentaro Hoffman
Lithium-Ion Battery System Health Monitoring and Resistance-Based Fault Analysis from Field Data Using Recursive Spatiotemporal Gaussian Processes paperJoachim Schaeffer, Eric Lenz, Duncan Gulla, Martin Z. Bazant, Richard Braatz, and Rolf Findeisen
Ensemble Mashups: A Simple Recipe For Better Bayesian Optimization paperAnand Ravishankar, Fernando Llorente, Yuanqing Song, and Petar Djuric
Active Learning for Optimal Minimization of Experimental Characterization Uncertainty paperMarcus Schwarting, Nathan Seifert, Logan Ward, Ben Blaiszik, Ian Foster, Yuxin Chen, and Kirill Prozument