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
09:30 - 10:00Invited Talk: Mark van der Wilk
10:00 - 10:30Discussion Break
10:30 - 11:00Invited Talk: Esther Rolf
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
13:30 - 14:00Discussion Break
14:00 - 14:30Invited Talk: Jacob R. Garnder
14:30 - 15:00Lightning Talks: Joshua Hang Sai Ip, Dingyang Chen, Guiomar Pescador-Barrios, Sebastian W. Ober, Conor Heins, Richard Bergna, Martin Trapp, Yibo Jiang
15:00 - 16:00Poster Session
16:00 - 16:30Invited Talk: Virginia Aglietti - FunBO: Discovering Acquisition Functions for Bayesian Optimization with FunSearch
16:30 - 17:25Panel Discussion
17:25 - 17:30Closing Remarks

Organizers

Advisory Committee

Sponsors