Publications

The Sample Average Approximation Method for Solving Two-Stage Stochastic Programs with Endogenous Uncertainty
Maria Bazotte
Thibaut Vidal
Real-world decision-making problems involve Type 1 decision-dependent uncertainty, where the probability distribution of the stochastic proc… (voir plus)ess depends on the model decisions. However, few studies focus on two-stage stochastic programs with this type of endogenous uncertainty, and those that do lack general methodologies. We thus propose herein a general method for solving a class of these programs based on the transformation of random variables, a technique widely employed in probability and statistics. The proposed method is tailored to large-scale problems with discrete or continuous endogenous random variables. The random variable transformation allows the use of the sample average approximation (SAA) method, which provides optimality convergence guarantees under certain conditions. We show that, for some classical distributions, the proposed method reduces to solving mixed-integer linear or convex programs. Finally, we validate this method by applying it to a network design and facility-protection problem, considering distinct decision-dependent distributions for the random variables. Whereas most distributions result in a nonlinear nonconvex deterministic equivalent program, the proposed method solves mixed-integer linear programs in all cases. In addition, it produces attractive performance estimators for the SAA method in a reasonable computational time and outperforms the case in which the endogenous distribution defines a mixed-integer deterministic equivalent.
Posterior inference of Hi-C contact frequency through sampling
Yanlin Zhang
Christopher J. F. Cameron
Hi-C is one of the most widely used approaches to study three-dimensional genome conformations. Contacts captured by a Hi-C experiment are r… (voir plus)epresented in a contact frequency matrix. Due to the limited sequencing depth and other factors, Hi-C contact frequency matrices are only approximations of the true interaction frequencies and are further reported without any quantification of uncertainty. Hence, downstream analyses based on Hi-C contact maps (e.g., TAD and loop annotation) are themselves point estimations. Here, we present the Hi-C interaction frequency sampler (HiCSampler) that reliably infers the posterior distribution of the interaction frequency for a given Hi-C contact map by exploiting dependencies between neighboring loci. Posterior predictive checks demonstrate that HiCSampler can infer highly predictive chromosomal interaction frequency. Summary statistics calculated by HiCSampler provide a measurement of the uncertainty for Hi-C experiments, and samples inferred by HiCSampler are ready for use by most downstream analysis tools off the shelf and permit uncertainty measurements in these analyses without modifications.
Reinforcement Learning with Elastic Time Steps
Dong Wang
Beyond A*: Better Planning with Transformers via Search Dynamics Bootstrapping
Lucas Lehnert
Sainbayar Sukhbaatar
Paul McVay
Yuandong Tian
While Transformers have enabled tremendous progress in various application settings, such architectures still lag behind traditional symboli… (voir plus)c planners for solving complex decision making tasks. In this work, we demonstrate how to train Transformers to solve complex planning tasks and present Searchformer, a Transformer model that optimally solves previously unseen Sokoban puzzles 93.7% of the time, while using up to 26.8% fewer search steps than standard
Searching for Strong Gravitational Lenses
Cameron Lemon
Frederic Courbin
Anupreeta More
Paul Schechter
Raoul Cañameras
Ludovic Delchambre
Calvin Leung
Yiping Shu
Chiara Spiniello
Jonas Klüter
Richard G. McMahon
Training Matters: Unlocking Potentials of Deeper Graph Convolutional Neural Networks
Sitao Luan
Mingde Zhao
Xiao-Wen Chang
When Do We Need Graph Neural Networks for Node Classification?
Sitao Luan
Chenqing Hua
Qincheng Lu
Jiaqi Zhu
Xiao-Wen Chang
Deep Reinforcement Learning in Human Activity Recognition: A Survey and Outlook.
Bahareh Nikpour
Dimitrios Sinodinos
Human activity recognition (HAR) is a popular research field in computer vision that has already been widely studied. However, it is still a… (voir plus)n active research field since it plays an important role in many current and emerging real-world intelligent systems, like visual surveillance and human-computer interaction. Deep reinforcement learning (DRL) has recently been used to address the activity recognition problem with various purposes, such as finding attention in video data or obtaining the best network structure. DRL-based HAR has only been around for a short time, and it is a challenging, novel field of study. Therefore, to facilitate further research in this area, we have constructed a comprehensive survey on activity recognition methods that incorporate DRL. Throughout the article, we classify these methods according to their shared objectives and delve into how they are ingeniously framed within the DRL framework. As we navigate through the survey, we conclude by shedding light on the prominent challenges and lingering questions that await the attention of future researchers, paving the way for further advancements and breakthroughs in this exciting domain.
Multi-ancestry polygenic risk scores using phylogenetic regularization
Elliot Layne
Shadi Zabad
Deep Equilibrium Models For Algorithmic Reasoning
Sophie Xhonneux
Yu He
Andreea Deac
In this blogpost we discuss the idea of teaching neural networks to reach fixed points when reasoning. Specifically, on the algorithmic reas… (voir plus)oning benchmark CLRS the current neural networks are told the number of reasoning steps they need. While a quick fix is to add a termination network that predicts when to stop, a much more salient inductive bias is that the neural network shouldn't change it's answer any further once the answer is correct, i.e. it should reach a fixed point. This is supported by denotational semantics, which tells us that while loops that terminate are the minimum fixed points of a function. We implement this idea with the help of deep equilibrium models and discuss several hurdles one encounters along the way. We show on several algorithms from the CLRS benchmark the partial success of this approach and the difficulty in making it work robustly across all algorithms.
Deep Equilibrium Models For Algorithmic Reasoning
Sophie Xhonneux
Yu He
Andreea Deac
In this blogpost we discuss the idea of teaching neural networks to reach fixed points when reasoning. Specifically, on the algorithmic reas… (voir plus)oning benchmark CLRS the current neural networks are told the number of reasoning steps they need. While a quick fix is to add a termination network that predicts when to stop, a much more salient inductive bias is that the neural network shouldn't change it's answer any further once the answer is correct, i.e. it should reach a fixed point. This is supported by denotational semantics, which tells us that while loops that terminate are the minimum fixed points of a function. We implement this idea with the help of deep equilibrium models and discuss several hurdles one encounters along the way. We show on several algorithms from the CLRS benchmark the partial success of this approach and the difficulty in making it work robustly across all algorithms.
Distributional GFlowNets with Quantile Flows
Dinghuai Zhang
Ling Pan
Ricky T. Q. Chen
Generative Flow Networks (GFlowNets) are a new family of probabilistic samplers where an agent learns a stochastic policy for generating com… (voir plus)plex combinatorial structure through a series of decision-making steps. Despite being inspired from reinforcement learning, the current GFlowNet framework is relatively limited in its applicability and cannot handle stochasticity in the reward function. In this work, we adopt a distributional paradigm for GFlowNets, turning each flow function into a distribution, thus providing more informative learning signals during training. By parameterizing each edge flow through their quantile functions, our proposed \textit{quantile matching} GFlowNet learning algorithm is able to learn a risk-sensitive policy, an essential component for handling scenarios with risk uncertainty. Moreover, we find that the distributional approach can achieve substantial improvement on existing benchmarks compared to prior methods due to our enhanced training algorithm, even in settings with deterministic rewards.