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SubscribeCustomer Lifetime Value Prediction with Uncertainty Estimation Using Monte Carlo Dropout
Accurately predicting customer Lifetime Value (LTV) is crucial for companies to optimize their revenue strategies. Traditional deep learning models for LTV prediction are effective but typically provide only point estimates and fail to capture model uncertainty in modeling user behaviors. To address this limitation, we propose a novel approach that enhances the architecture of purely neural network models by incorporating the Monte Carlo Dropout (MCD) framework. We benchmarked the proposed method using data from one of the most downloaded mobile games in the world, and demonstrated a substantial improvement in predictive Top 5\% Mean Absolute Percentage Error compared to existing state-of-the-art methods. Additionally, our approach provides confidence metric as an extra dimension for performance evaluation across various neural network models, facilitating more informed business decisions.
GFlowOut: Dropout with Generative Flow Networks
Bayesian Inference offers principled tools to tackle many critical problems with modern neural networks such as poor calibration and generalization, and data inefficiency. However, scaling Bayesian inference to large architectures is challenging and requires restrictive approximations. Monte Carlo Dropout has been widely used as a relatively cheap way for approximate Inference and to estimate uncertainty with deep neural networks. Traditionally, the dropout mask is sampled independently from a fixed distribution. Recent works show that the dropout mask can be viewed as a latent variable, which can be inferred with variational inference. These methods face two important challenges: (a) the posterior distribution over masks can be highly multi-modal which can be difficult to approximate with standard variational inference and (b) it is not trivial to fully utilize sample-dependent information and correlation among dropout masks to improve posterior estimation. In this work, we propose GFlowOut to address these issues. GFlowOut leverages the recently proposed probabilistic framework of Generative Flow Networks (GFlowNets) to learn the posterior distribution over dropout masks. We empirically demonstrate that GFlowOut results in predictive distributions that generalize better to out-of-distribution data, and provide uncertainty estimates which lead to better performance in downstream tasks.
Dropout's Dream Land: Generalization from Learned Simulators to Reality
A World Model is a generative model used to simulate an environment. World Models have proven capable of learning spatial and temporal representations of Reinforcement Learning environments. In some cases, a World Model offers an agent the opportunity to learn entirely inside of its own dream environment. In this work we explore improving the generalization capabilities from dream environments to real environments (Dream2Real). We present a general approach to improve a controller's ability to transfer from a neural network dream environment to reality at little additional cost. These improvements are gained by drawing on inspiration from Domain Randomization, where the basic idea is to randomize as much of a simulator as possible without fundamentally changing the task at hand. Generally, Domain Randomization assumes access to a pre-built simulator with configurable parameters but oftentimes this is not available. By training the World Model using dropout, the dream environment is capable of creating a nearly infinite number of different dream environments. Previous use cases of dropout either do not use dropout at inference time or averages the predictions generated by multiple sampled masks (Monte-Carlo Dropout). Dropout's Dream Land leverages each unique mask to create a diverse set of dream environments. Our experimental results show that Dropout's Dream Land is an effective technique to bridge the reality gap between dream environments and reality. Furthermore, we additionally perform an extensive set of ablation studies.
Uncertainty Estimation for Super-Resolution using ESRGAN
Deep Learning-based image super-resolution (SR) has been gaining traction with the aid of Generative Adversarial Networks. Models like SRGAN and ESRGAN are constantly ranked between the best image SR tools. However, they lack principled ways for estimating predictive uncertainty. In the present work, we enhance these models using Monte Carlo-Dropout and Deep Ensemble, allowing the computation of predictive uncertainty. When coupled with a prediction, uncertainty estimates can provide more information to the model users, highlighting pixels where the SR output might be uncertain, hence potentially inaccurate, if these estimates were to be reliable. Our findings suggest that these uncertainty estimates are decently calibrated and can hence fulfill this goal, while providing no performance drop with respect to the corresponding models without uncertainty estimation.
Uncertainty in Semantic Language Modeling with PIXELS
Pixel-based language models aim to solve the vocabulary bottleneck problem in language modeling, but the challenge of uncertainty quantification remains open. The novelty of this work consists of analysing uncertainty and confidence in pixel-based language models across 18 languages and 7 scripts, all part of 3 semantically challenging tasks. This is achieved through several methods such as Monte Carlo Dropout, Transformer Attention, and Ensemble Learning. The results suggest that pixel-based models underestimate uncertainty when reconstructing patches. The uncertainty is also influenced by the script, with Latin languages displaying lower uncertainty. The findings on ensemble learning show better performance when applying hyperparameter tuning during the named entity recognition and question-answering tasks across 16 languages.
Uncertainty-Aware Machine Translation Evaluation
Several neural-based metrics have been recently proposed to evaluate machine translation quality. However, all of them resort to point estimates, which provide limited information at segment level. This is made worse as they are trained on noisy, biased and scarce human judgements, often resulting in unreliable quality predictions. In this paper, we introduce uncertainty-aware MT evaluation and analyze the trustworthiness of the predicted quality. We combine the COMET framework with two uncertainty estimation methods, Monte Carlo dropout and deep ensembles, to obtain quality scores along with confidence intervals. We compare the performance of our uncertainty-aware MT evaluation methods across multiple language pairs from the QT21 dataset and the WMT20 metrics task, augmented with MQM annotations. We experiment with varying numbers of references and further discuss the usefulness of uncertainty-aware quality estimation (without references) to flag possibly critical translation mistakes.
Active Learning for Sequence Tagging with Deep Pre-trained Models and Bayesian Uncertainty Estimates
Annotating training data for sequence tagging of texts is usually very time-consuming. Recent advances in transfer learning for natural language processing in conjunction with active learning open the possibility to significantly reduce the necessary annotation budget. We are the first to thoroughly investigate this powerful combination for the sequence tagging task. We conduct an extensive empirical study of various Bayesian uncertainty estimation methods and Monte Carlo dropout options for deep pre-trained models in the active learning framework and find the best combinations for different types of models. Besides, we also demonstrate that to acquire instances during active learning, a full-size Transformer can be substituted with a distilled version, which yields better computational performance and reduces obstacles for applying deep active learning in practice.
LUMA: A Benchmark Dataset for Learning from Uncertain and Multimodal Data
Multimodal Deep Learning enhances decision-making by integrating diverse information sources, such as texts, images, audio, and videos. To develop trustworthy multimodal approaches, it is essential to understand how uncertainty impacts these models. We introduce LUMA, a unique benchmark dataset, featuring audio, image, and textual data from 50 classes, for learning from uncertain and multimodal data. It extends the well-known CIFAR 10/100 dataset with audio samples extracted from three audio corpora, and text data generated using the Gemma-7B Large Language Model (LLM). The LUMA dataset enables the controlled injection of varying types and degrees of uncertainty to achieve and tailor specific experiments and benchmarking initiatives. LUMA is also available as a Python package including the functions for generating multiple variants of the dataset with controlling the diversity of the data, the amount of noise for each modality, and adding out-of-distribution samples. A baseline pre-trained model is also provided alongside three uncertainty quantification methods: Monte-Carlo Dropout, Deep Ensemble, and Reliable Conflictive Multi-View Learning. This comprehensive dataset and its tools are intended to promote and support the development and benchmarking of trustworthy and robust multimodal deep learning approaches.
Disentangling Uncertainty in Machine Translation Evaluation
Trainable evaluation metrics for machine translation (MT) exhibit strong correlation with human judgements, but they are often hard to interpret and might produce unreliable scores under noisy or out-of-domain data. Recent work has attempted to mitigate this with simple uncertainty quantification techniques (Monte Carlo dropout and deep ensembles), however these techniques (as we show) are limited in several ways -- for example, they are unable to distinguish between different kinds of uncertainty, and they are time and memory consuming. In this paper, we propose more powerful and efficient uncertainty predictors for MT evaluation, and we assess their ability to target different sources of aleatoric and epistemic uncertainty. To this end, we develop and compare training objectives for the COMET metric to enhance it with an uncertainty prediction output, including heteroscedastic regression, divergence minimization, and direct uncertainty prediction. Our experiments show improved results on uncertainty prediction for the WMT metrics task datasets, with a substantial reduction in computational costs. Moreover, they demonstrate the ability of these predictors to address specific uncertainty causes in MT evaluation, such as low quality references and out-of-domain data.
AutoDEUQ: Automated Deep Ensemble with Uncertainty Quantification
Deep neural networks are powerful predictors for a variety of tasks. However, they do not capture uncertainty directly. Using neural network ensembles to quantify uncertainty is competitive with approaches based on Bayesian neural networks while benefiting from better computational scalability. However, building ensembles of neural networks is a challenging task because, in addition to choosing the right neural architecture or hyperparameters for each member of the ensemble, there is an added cost of training each model. We propose AutoDEUQ, an automated approach for generating an ensemble of deep neural networks. Our approach leverages joint neural architecture and hyperparameter search to generate ensembles. We use the law of total variance to decompose the predictive variance of deep ensembles into aleatoric (data) and epistemic (model) uncertainties. We show that AutoDEUQ outperforms probabilistic backpropagation, Monte Carlo dropout, deep ensemble, distribution-free ensembles, and hyper ensemble methods on a number of regression benchmarks.
Parallel Test-Time Scaling for Latent Reasoning Models
Parallel test-time scaling (TTS) is a pivotal approach for enhancing large language models (LLMs), typically by sampling multiple token-based chains-of-thought in parallel and aggregating outcomes through voting or search. Recent advances in latent reasoning, where intermediate reasoning unfolds in continuous vector spaces, offer a more efficient alternative to explicit Chain-of-Thought, yet whether such latent models can similarly benefit from parallel TTS remains open, mainly due to the absence of sampling mechanisms in continuous space, and the lack of probabilistic signals for advanced trajectory aggregation. \ This work enables parallel TTS for latent reasoning models by addressing the above issues. For sampling, we introduce two uncertainty-inspired stochastic strategies: Monte Carlo Dropout and Additive Gaussian Noise. For aggregation, we design a Latent Reward Model (LatentRM) trained with step-wise contrastive objective to score and guide latent reasoning. Extensive experiments and visualization analyses show that both sampling strategies scale effectively with compute and exhibit distinct exploration dynamics, while LatentRM enables effective trajectory selection. Together, our explorations open a new direction for scalable inference in continuous spaces. Code released at https://github.com/YRYangang/LatentTTS.
Probabilistic Circuits That Know What They Don't Know
Probabilistic circuits (PCs) are models that allow exact and tractable probabilistic inference. In contrast to neural networks, they are often assumed to be well-calibrated and robust to out-of-distribution (OOD) data. In this paper, we show that PCs are in fact not robust to OOD data, i.e., they don't know what they don't know. We then show how this challenge can be overcome by model uncertainty quantification. To this end, we propose tractable dropout inference (TDI), an inference procedure to estimate uncertainty by deriving an analytical solution to Monte Carlo dropout (MCD) through variance propagation. Unlike MCD in neural networks, which comes at the cost of multiple network evaluations, TDI provides tractable sampling-free uncertainty estimates in a single forward pass. TDI improves the robustness of PCs to distribution shift and OOD data, demonstrated through a series of experiments evaluating the classification confidence and uncertainty estimates on real-world data.
Trustworthy Sensor Fusion against Inaudible Command Attacks in Advanced Driver-Assistance System
There are increasing concerns about malicious attacks on autonomous vehicles. In particular, inaudible voice command attacks pose a significant threat as voice commands become available in autonomous driving systems. How to empirically defend against these inaudible attacks remains an open question. Previous research investigates utilizing deep learning-based multimodal fusion for defense, without considering the model uncertainty in trustworthiness. As deep learning has been applied to increasingly sensitive tasks, uncertainty measurement is crucial in helping improve model robustness, especially in mission-critical scenarios. In this paper, we propose the Multimodal Fusion Framework (MFF) as an intelligent security system to defend against inaudible voice command attacks. MFF fuses heterogeneous audio-vision modalities using VGG family neural networks and achieves the detection accuracy of 92.25% in the comparative fusion method empirical study. Additionally, extensive experiments on audio-vision tasks reveal the model's uncertainty. Using Expected Calibration Errors, we measure calibration errors and Monte-Carlo Dropout to estimate the predictive distribution for the proposed models. Our findings show empirically to train robust multimodal models, improve standard accuracy and provide a further step toward interpretability. Finally, we discuss the pros and cons of our approach and its applicability for Advanced Driver Assistance Systems.
Evaluating Uncertainty Quantification approaches for Neural PDEs in scientific applications
The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather prediction, and urban planning. Neural Partial Differential Equations (Neural PDEs), which combine deep learning (DL) techniques with domain expertise (e.g., governing equations) for parameterization, have proven to be effective in capturing valuable correlations within spatiotemporal datasets. However, sparse and noisy measurements coupled with modeling approximation introduce aleatoric and epistemic uncertainties. Therefore, quantifying uncertainties propagated from model inputs to outputs remains a challenge and an essential goal for establishing the trustworthiness of Neural PDEs. This work evaluates various Uncertainty Quantification (UQ) approaches for both Forward and Inverse Problems in scientific applications. Specifically, we investigate the effectiveness of Bayesian methods, such as Hamiltonian Monte Carlo (HMC) and Monte-Carlo Dropout (MCD), and a more conventional approach, Deep Ensembles (DE). To illustrate their performance, we take two canonical PDEs: Burger's equation and the Navier-Stokes equation. Our results indicate that Neural PDEs can effectively reconstruct flow systems and predict the associated unknown parameters. However, it is noteworthy that the results derived from Bayesian methods, based on our observations, tend to display a higher degree of certainty in their predictions as compared to those obtained using the DE. This elevated certainty in predictions suggests that Bayesian techniques might underestimate the true underlying uncertainty, thereby appearing more confident in their predictions than the DE approach.
Deep Generative Modeling with Spatial and Network Images: An Explainable AI (XAI) Approach
This article addresses the challenge of modeling the amplitude of spatially indexed low frequency fluctuations (ALFF) in resting state functional MRI as a function of cortical structural features and a multi-task coactivation network in the Adolescent Brain Cognitive Development (ABCD) Study. It proposes a generative model that integrates effects of spatially-varying inputs and a network-valued input using deep neural networks to capture complex non-linear and spatial associations with the output. The method models spatial smoothness, accounts for subject heterogeneity and complex associations between network and spatial images at different scales, enables accurate inference of each images effect on the output image, and allows prediction with uncertainty quantification via Monte Carlo dropout, contributing to one of the first Explainable AI (XAI) frameworks for heterogeneous imaging data. The model is highly scalable to high-resolution data without the heavy pre-processing or summarization often required by Bayesian methods. Empirical results demonstrate its strong performance compared to existing statistical and deep learning methods. We applied the XAI model to the ABCD data which revealed associations between cortical features and ALFF throughout the entire brain. Our model performed comparably to existing methods in predictive accuracy but provided superior uncertainty quantification and faster computation, demonstrating its effectiveness for large-scale neuroimaging analysis. Open-source software in Python for XAI is available.
STAR: Constraint LoRA with Dynamic Active Learning for Data-Efficient Fine-Tuning of Large Language Models
Though Large Language Models (LLMs) have demonstrated the powerful capabilities of few-shot learning through prompting methods, supervised training is still necessary for complex reasoning tasks. Because of their extensive parameters and memory consumption, both Parameter-Efficient Fine-Tuning (PEFT) methods and Memory-Efficient Fine-Tuning methods have been proposed for LLMs. Nevertheless, the issue of large annotated data consumption, the aim of Data-Efficient Fine-Tuning, remains unexplored. One obvious way is to combine the PEFT method with active learning. However, the experimental results show that such a combination is not trivial and yields inferior results. Through probe experiments, such observation might be explained by two main reasons: uncertainty gap and poor model calibration. Therefore, in this paper, we propose a novel approach to effectively integrate uncertainty-based active learning and LoRA. Specifically, for the uncertainty gap, we introduce a dynamic uncertainty measurement that combines the uncertainty of the base model and the uncertainty of the full model during the iteration of active learning. For poor model calibration, we incorporate the regularization method during LoRA training to keep the model from being over-confident, and the Monte-Carlo dropout mechanism is employed to enhance the uncertainty estimation. Experimental results show that the proposed approach outperforms existing baseline models on three complex reasoning tasks.
Uncertainty-Aware DNN for Multi-Modal Camera Localization
Camera localization, i.e., camera pose regression, represents an important task in computer vision since it has many practical applications such as in the context of intelligent vehicles and their localization. Having reliable estimates of the regression uncertainties is also important, as it would allow us to catch dangerous localization failures. In the literature, uncertainty estimation in Deep Neural Networks (DNNs) is often performed through sampling methods, such as Monte Carlo Dropout (MCD) and Deep Ensemble (DE), at the expense of undesirable execution time or an increase in hardware resources. In this work, we considered an uncertainty estimation approach named Deep Evidential Regression (DER) that avoids any sampling technique, providing direct uncertainty estimates. Our goal is to provide a systematic approach to intercept localization failures of camera localization systems based on DNNs architectures, by analyzing the generated uncertainties. We propose to exploit CMRNet, a DNN approach for multi-modal image to LiDAR map registration, by modifying its internal configuration to allow for extensive experimental activity on the KITTI dataset. The experimental section highlights CMRNet's major flaws and proves that our proposal does not compromise the original localization performances but also provides, at the same time, the necessary introspection measures that would allow end-users to act accordingly.
Prior and Posterior Networks: A Survey on Evidential Deep Learning Methods For Uncertainty Estimation
Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques usually incur overhead by having to train multiple model instances or do not produce very diverse predictions. This comprehensive and extensive survey aims to familiarize the reader with an alternative class of models based on the concept of Evidential Deep Learning: For unfamiliar data, they aim to admit "what they don't know", and fall back onto a prior belief. Furthermore, they allow uncertainty estimation in a single model and forward pass by parameterizing distributions over distributions. This survey recapitulates existing works, focusing on the implementation in a classification setting, before surveying the application of the same paradigm to regression. We also reflect on the strengths and weaknesses compared to other existing methods and provide the most fundamental derivations using a unified notation to aid future research.
Deep Network Uncertainty Maps for Indoor Navigation
Most mobile robots for indoor use rely on 2D laser scanners for localization, mapping and navigation. These sensors, however, cannot detect transparent surfaces or measure the full occupancy of complex objects such as tables. Deep Neural Networks have recently been proposed to overcome this limitation by learning to estimate object occupancy. These estimates are nevertheless subject to uncertainty, making the evaluation of their confidence an important issue for these measures to be useful for autonomous navigation and mapping. In this work we approach the problem from two sides. First we discuss uncertainty estimation in deep models, proposing a solution based on a fully convolutional neural network. The proposed architecture is not restricted by the assumption that the uncertainty follows a Gaussian model, as in the case of many popular solutions for deep model uncertainty estimation, such as Monte-Carlo Dropout. We present results showing that uncertainty over obstacle distances is actually better modeled with a Laplace distribution. Then, we propose a novel approach to build maps based on Deep Neural Network uncertainty models. In particular, we present an algorithm to build a map that includes information over obstacle distance estimates while taking into account the level of uncertainty in each estimate. We show how the constructed map can be used to increase global navigation safety by planning trajectories which avoid areas of high uncertainty, enabling higher autonomy for mobile robots in indoor settings.
An Analysis of Temporal Dropout in Earth Observation Time Series for Regression Tasks
Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps, introducing uncertainties in the predicted output and causing a decline in predictive performance. While many studies address missing time-steps through data augmentation to improve model robustness, the uncertainty arising at the input level is commonly overlooked. To address this gap, we introduce Monte Carlo Temporal Dropout (MC-TD), a method that explicitly accounts for input-level uncertainty by randomly dropping time-steps during inference using a predefined dropout ratio, thereby simulating the effect of missing data. To bypass the need for costly searches for the optimal dropout ratio, we extend this approach with Monte Carlo Concrete Temporal Dropout (MC-ConcTD), a method that learns the optimal dropout distribution directly. Both MC-TD and MC-ConcTD are applied during inference, leveraging Monte Carlo sampling for uncertainty quantification. Experiments on three EO time-series datasets demonstrate that MC-ConcTD improves predictive performance and uncertainty calibration compared to existing approaches. Additionally, we highlight the advantages of adaptive dropout tuning over manual selection, making uncertainty quantification more robust and accessible for EO applications.
Self-Evolutionary Large Language Models through Uncertainty-Enhanced Preference Optimization
Iterative preference optimization has recently become one of the de-facto training paradigms for large language models (LLMs), but the performance is still underwhelming due to too much noisy preference data yielded in the loop. To combat this issue, we present an Uncertainty-enhanced Preference Optimization (UPO) framework to make the LLM self-evolve with reliable feedback. The key idea is mitigating the noisy preference data derived from the current policy and reward models by performing pair-wise uncertainty estimation and judiciously reliable feedback sampling. To reach this goal, we thus introduce an estimator model, which incorporates Monte Carlo (MC) dropout in Bayesian neural network (BNN) to perform uncertainty estimation for the preference data derived from the LLM policy. Compared to the existing methods that directly filter generated responses based on the reward score, the estimator focuses on the model uncertainty in a pair-wise manner and effectively bypasses the confirmation bias problem of the reward model. Additionally, we also propose an uncertainty-enhanced self-evolution algorithm to improve the robustness of preference optimization and encourage the LLM to generate responses with both high reward and certainty. Extensive experiments over multiple benchmarks demonstrate that our framework substantially alleviates the noisy problem and improves the performance of iterative preference optimization.
Robust Grasp Planning Over Uncertain Shape Completions
We present a method for planning robust grasps over uncertain shape completed objects. For shape completion, a deep neural network is trained to take a partial view of the object as input and outputs the completed shape as a voxel grid. The key part of the network is dropout layers which are enabled not only during training but also at run-time to generate a set of shape samples representing the shape uncertainty through Monte Carlo sampling. Given the set of shape completed objects, we generate grasp candidates on the mean object shape but evaluate them based on their joint performance in terms of analytical grasp metrics on all the shape candidates. We experimentally validate and benchmark our method against another state-of-the-art method with a Barrett hand on 90000 grasps in simulation and 200 grasps on a real Franka Emika Panda. All experimental results show statistically significant improvements both in terms of grasp quality metrics and grasp success rate, demonstrating that planning shape-uncertainty-aware grasps brings significant advantages over solely planning on a single shape estimate, especially when dealing with complex or unknown objects.
Structured Stochastic Gradient MCMC
Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models, variational inference (VI) is often the preferable option. Unfortunately, VI makes strong assumptions on both the factorization and functional form of the posterior. In this work, we propose a new non-parametric variational approximation that makes no assumptions about the approximate posterior's functional form and allows practitioners to specify the exact dependencies the algorithm should respect or break. The approach relies on a new Langevin-type algorithm that operates on a modified energy function, where parts of the latent variables are averaged over samples from earlier iterations of the Markov chain. This way, statistical dependencies can be broken in a controlled way, allowing the chain to mix faster. This scheme can be further modified in a "dropout" manner, leading to even more scalability. We test our scheme for ResNet-20 on CIFAR-10, SVHN, and FMNIST. In all cases, we find improvements in convergence speed and/or final accuracy compared to SG-MCMC and VI.
Reverse Diffusion Monte Carlo
We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching problem into a mean estimation one. By estimating the means of the regularized posterior distributions, we derive a novel Monte Carlo sampling algorithm called reverse diffusion Monte Carlo (rdMC), which is distinct from the Markov chain Monte Carlo (MCMC) methods. We determine the sample size from the error tolerance and the properties of the posterior distribution to yield an algorithm that can approximately sample the target distribution with any desired accuracy. Additionally, we demonstrate and prove under suitable conditions that sampling with rdMC can be significantly faster than that with MCMC. For multi-modal target distributions such as those in Gaussian mixture models, rdMC greatly improves over the Langevin-style MCMC sampling methods both theoretically and in practice. The proposed rdMC method offers a new perspective and solution beyond classical MCMC algorithms for the challenging complex distributions.
Approximating Poker Probabilities with Deep Learning
Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate it. Monte Carlo simulation is an effective technique that can be used to approximate the probability that a player will win and/or tie a hand. However, without the use of a memory-intensive lookup table or a supercomputer, it becomes infeasible to run millions of times when training an agent with self-play. To combat the space-time tradeoff, we use deep learning to approximate the probabilities obtained from the Monte Carlo simulation with high accuracy. The learned model proves to be a lightweight alternative to Monte Carlo simulation, which ultimately allows us to use the probabilities as inputs during self-play efficiently. The source code and optimized neural network can be found at https://github.com/brandinho/Poker-Probability-Approximation
Dropout Strategy in Reinforcement Learning: Limiting the Surrogate Objective Variance in Policy Optimization Methods
Policy-based reinforcement learning algorithms are widely used in various fields. Among them, mainstream policy optimization algorithms such as TRPO and PPO introduce importance sampling into policy iteration, which allows the reuse of historical data. However, this can also lead to a high variance of the surrogate objective and indirectly affects the stability and convergence of the algorithm. In this paper, we first derived an upper bound of the surrogate objective variance, which can grow quadratically with the increase of the surrogate objective. Next, we proposed the dropout technique to avoid the excessive increase of the surrogate objective variance caused by importance sampling. Then, we introduced a general reinforcement learning framework applicable to mainstream policy optimization methods, and applied the dropout technique to the PPO algorithm to obtain the D-PPO variant. Finally, we conduct comparative experiments between D-PPO and PPO algorithms in the Atari 2600 environment, and the results show that D-PPO achieved significant performance improvements compared to PPO, and effectively limited the excessive increase of the surrogate objective variance during training.
Applicability and Surrogacy of Uncorrelated Airspace Encounter Models at Low Altitudes
The National Airspace System (NAS) is a complex and evolving system that enables safe and efficient aviation. Advanced air mobility concepts and new airspace entrants, such as unmanned aircraft, must integrate into the NAS without degrading overall safety or efficiency. For instance, regulations, standards, and systems are required to mitigate the risk of a midair collision between aircraft. Monte Carlo simulations have been a foundational capability for decades to develop, assess, and certify aircraft conflict avoidance systems. These are often validated through human-in-the-loop experiments and flight testing. For many aviation safety studies, manned aircraft behavior is represented using dynamic Bayesian networks. The original statistical models were developed from 2008-2013 to support safety simulations for altitudes above 500 feet Above Ground Level (AGL). However, these models were not sufficient to assess the safety of smaller UAS operations below 500 feet AGL. In response, newer models with altitude floors below 500 feet AGL have been in development since 2018. Many of the models assume that aircraft behavior is uncorrelated and not dependent on air traffic services or nearby aircraft. Our research objective was to compare the various uncorrelated models of conventional aircraft and identify how the models differ. Particularly if models of rotorcraft were sufficiently different than models of fixed-wing aircraft to require type specific models. The primary contribution is guidance on which uncorrelated models to leverage when evaluating the performance of a collision avoidance system designed for low altitude operations. We also address which models can be surrogates for noncooperative aircraft without transponders.
Comparative Analysis of Numerical Methods for Parameter Determination
We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions, analytic differentiation by many parameters can cause problems associated with a significant complication of the program and thus slowing its operation. For comparison, we used the methods: "brute force" (or minimization on a regular grid), Monte Carlo, steepest descent, conjugate gradients, Brent's method (golden section search), parabolic interpolation etc. The Monte-Carlo method was applied to the eclipsing binary system AM Leo.
Maxout Networks
We consider the problem of designing models to leverage a recently introduced approximate model averaging technique called dropout. We define a simple new model called maxout (so named because its output is the max of a set of inputs, and because it is a natural companion to dropout) designed to both facilitate optimization by dropout and improve the accuracy of dropout's fast approximate model averaging technique. We empirically verify that the model successfully accomplishes both of these tasks. We use maxout and dropout to demonstrate state of the art classification performance on four benchmark datasets: MNIST, CIFAR-10, CIFAR-100, and SVHN.
SCAN: Self-Denoising Monte Carlo Annotation for Robust Process Reward Learning
Process reward models (PRMs) offer fine-grained, step-level evaluations that facilitate deeper reasoning processes in large language models (LLMs), proving effective in complex tasks like mathematical reasoning. However, developing PRMs is challenging due to the high cost and limited scalability of human-annotated data. Synthetic data from Monte Carlo (MC) estimation is a promising alternative but suffers from a high noise ratio, which can cause overfitting and hinder large-scale training. In this work, we conduct a preliminary study on the noise distribution in synthetic data from MC estimation, identifying that annotation models tend to both underestimate and overestimate step correctness due to limitations in their annotation capabilities. Building on these insights, we propose Self-Denoising Monte Carlo Annotation (SCAN), an efficient data synthesis and noise-tolerant learning framework. Our key findings indicate that: (1) Even lightweight models (e.g., 1.5B parameters) can produce high-quality annotations through a self-denoising strategy, enabling PRMs to achieve superior performance with only 6% the inference cost required by vanilla MC estimation. (2) With our robust learning strategy, PRMs can effectively learn from this weak supervision, achieving a 39.2 F1 score improvement (from 19.9 to 59.1) in ProcessBench. Despite using only a compact synthetic dataset, our models surpass strong baselines, including those trained on large-scale human-annotated datasets such as PRM800K. Furthermore, performance continues to improve as we scale up the synthetic data, highlighting the potential of SCAN for scalable, cost-efficient, and robust PRM training.
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational costs when the number of nestings becomes large. Fix any non-negative integer D for the total number of nestings. Standard Monte Carlo methods typically cost at least O(varepsilon^{-(2+D)}) and sometimes O(varepsilon^{-2(1+D)}) to obtain an estimator up to varepsilon-error. More advanced methods, such as multilevel Monte Carlo, currently only exist for D = 1. In this paper, we propose a novel Monte Carlo estimator called READ, which stands for "Recursive Estimator for Arbitrary Depth.'' Our estimator has an optimal computational cost of O(varepsilon^{-2}) for every fixed D under suitable assumptions, and a nearly optimal computational cost of O(varepsilon^{-2(1 + delta)}) for any 0 < delta < frac12 under much more general assumptions. Our estimator is also unbiased, which makes it easy to parallelize. The key ingredients in our construction are an observation of the problem's recursive structure and the recursive use of the randomized multilevel Monte Carlo method.
Truncating Trajectories in Monte Carlo Reinforcement Learning
In Reinforcement Learning (RL), an agent acts in an unknown environment to maximize the expected cumulative discounted sum of an external reward signal, i.e., the expected return. In practice, in many tasks of interest, such as policy optimization, the agent usually spends its interaction budget by collecting episodes of fixed length within a simulator (i.e., Monte Carlo simulation). However, given the discounted nature of the RL objective, this data collection strategy might not be the best option. Indeed, the rewards taken in early simulation steps weigh exponentially more than future rewards. Taking a cue from this intuition, in this paper, we design an a-priori budget allocation strategy that leads to the collection of trajectories of different lengths, i.e., truncated. The proposed approach provably minimizes the width of the confidence intervals around the empirical estimates of the expected return of a policy. After discussing the theoretical properties of our method, we make use of our trajectory truncation mechanism to extend Policy Optimization via Importance Sampling (POIS, Metelli et al., 2018) algorithm. Finally, we conduct a numerical comparison between our algorithm and POIS: the results are consistent with our theory and show that an appropriate truncation of the trajectories can succeed in improving performance.
Estimating See and Be Seen Performance with an Airborne Visual Acquisition Model
Separation provision and collision avoidance to avoid other air traffic are fundamental components of the layered conflict management system to ensure safe and efficient operations. Pilots have visual-based separation responsibilities to see and be seen to maintain separation between aircraft. To safely integrate into the airspace, drones should be required to have a minimum level of performance based on the safety achieved as baselined by crewed aircraft seen and be seen interactions. Drone interactions with crewed aircraft should not be more hazardous than interactions between traditional aviation aircraft. Accordingly, there is need for a methodology to design and evaluate detect and avoid systems, to be equipped by drones to mitigate the risk of a midair collision, where the methodology explicitly addresses, both semantically and mathematically, the appropriate operating rules associated with see and be seen. In response, we simulated how onboard pilots safely operate through see and be seen interactions using an updated visual acquisition model that was originally developed by J.W. Andrews decades ago. Monte Carlo simulations were representative two aircraft flying under visual flight rules and results were analyzed with respect to drone detect and avoid performance standards.
Dropout Q-Functions for Doubly Efficient Reinforcement Learning
Randomized ensembled double Q-learning (REDQ) (Chen et al., 2021b) has recently achieved state-of-the-art sample efficiency on continuous-action reinforcement learning benchmarks. This superior sample efficiency is made possible by using a large Q-function ensemble. However, REDQ is much less computationally efficient than non-ensemble counterparts such as Soft Actor-Critic (SAC) (Haarnoja et al., 2018a). To make REDQ more computationally efficient, we propose a method of improving computational efficiency called DroQ, which is a variant of REDQ that uses a small ensemble of dropout Q-functions. Our dropout Q-functions are simple Q-functions equipped with dropout connection and layer normalization. Despite its simplicity of implementation, our experimental results indicate that DroQ is doubly (sample and computationally) efficient. It achieved comparable sample efficiency with REDQ, much better computational efficiency than REDQ, and comparable computational efficiency with that of SAC.
PALBERT: Teaching ALBERT to Ponder
Currently, pre-trained models can be considered the default choice for a wide range of NLP tasks. Despite their SoTA results, there is practical evidence that these models may require a different number of computing layers for different input sequences, since evaluating all layers leads to overconfidence in wrong predictions (namely overthinking). This problem can potentially be solved by implementing adaptive computation time approaches, which were first designed to improve inference speed. Recently proposed PonderNet may be a promising solution for performing an early exit by treating the exit layer's index as a latent variable. However, the originally proposed exit criterion, relying on sampling from trained posterior distribution on the probability of exiting from the i-th layer, introduces major variance in exit layer indices, significantly reducing the resulting model's performance. In this paper, we propose improving PonderNet with a novel deterministic Q-exit criterion and a revisited model architecture. We adapted the proposed mechanism to ALBERT and RoBERTa and compared it with recent methods for performing an early exit. We observed that the proposed changes can be considered significant improvements on the original PonderNet architecture and outperform PABEE on a wide range of GLUE tasks. In addition, we also performed an in-depth ablation study of the proposed architecture to further understand Lambda layers and their performance.
Composition and Control with Distilled Energy Diffusion Models and Sequential Monte Carlo
Diffusion models may be formulated as a time-indexed sequence of energy-based models, where the score corresponds to the negative gradient of an energy function. As opposed to learning the score directly, an energy parameterization is attractive as the energy itself can be used to control generation via Monte Carlo samplers. Architectural constraints and training instability in energy parameterized models have so far yielded inferior performance compared to directly approximating the score or denoiser. We address these deficiencies by introducing a novel training regime for the energy function through distillation of pre-trained diffusion models, resembling a Helmholtz decomposition of the score vector field. We further showcase the synergies between energy and score by casting the diffusion sampling procedure as a Feynman Kac model where sampling is controlled using potentials from the learnt energy functions. The Feynman Kac model formalism enables composition and low temperature sampling through sequential Monte Carlo.
mini-TimeCube as a Neutron Scatter Camera
We present Monte Carlo (MC) simulation results from a study of a compact plastic-scintillator detector suitable for imaging fast neutrons in the 1 -- 10 MeV energy range: the miniTimeCube (mTC). Originally designed for antineutrino detection, the mTC consists of 24 MultiChannel Plate (MCP) photodetectors surrounding a 13 cm cube of boron-doped plastic scintillator. Our simulation results show that waveform digitization of 1536 optically sensitive channels surrounding the scintillator should allow for spatiotemporal determination of individual neutron-proton scatters in the detector volume to thicksim100 picoseconds and thicksim5 mm. A Bayesian estimation framework is presented for multiple-scatter reconstruction, and is used to estimate the incoming direction and energy of simulated individual neutrons. Finally, we show how populations of reconstructed neutrons can be used to estimate the direction and energy spectrum of nearby simulated neutron sources.
ConjNorm: Tractable Density Estimation for Out-of-Distribution Detection
Post-hoc out-of-distribution (OOD) detection has garnered intensive attention in reliable machine learning. Many efforts have been dedicated to deriving score functions based on logits, distances, or rigorous data distribution assumptions to identify low-scoring OOD samples. Nevertheless, these estimate scores may fail to accurately reflect the true data density or impose impractical constraints. To provide a unified perspective on density-based score design, we propose a novel theoretical framework grounded in Bregman divergence, which extends distribution considerations to encompass an exponential family of distributions. Leveraging the conjugation constraint revealed in our theorem, we introduce a ConjNorm method, reframing density function design as a search for the optimal norm coefficient p against the given dataset. In light of the computational challenges of normalization, we devise an unbiased and analytically tractable estimator of the partition function using the Monte Carlo-based importance sampling technique. Extensive experiments across OOD detection benchmarks empirically demonstrate that our proposed ConjNorm has established a new state-of-the-art in a variety of OOD detection setups, outperforming the current best method by up to 13.25% and 28.19% (FPR95) on CIFAR-100 and ImageNet-1K, respectively.
Optimized Monte Carlo Tree Search for Enhanced Decision Making in the FrozenLake Environment
Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task characterized by stochastic transitions. The optimization leverages cumulative reward and visit count tables along with the Upper Confidence Bound for Trees (UCT) formula, resulting in efficient learning in a slippery grid world. We benchmark our implementation against other decision-making algorithms, including MCTS with Policy and Q-Learning, and perform a detailed comparison of their performance. The results demonstrate that our optimized approach effectively maximizes rewards and success rates while minimizing convergence time, outperforming baseline methods, especially in environments with inherent randomness.
MBDP: A Model-based Approach to Achieve both Robustness and Sample Efficiency via Double Dropout Planning
Model-based reinforcement learning is a widely accepted solution for solving excessive sample demands. However, the predictions of the dynamics models are often not accurate enough, and the resulting bias may incur catastrophic decisions due to insufficient robustness. Therefore, it is highly desired to investigate how to improve the robustness of model-based RL algorithms while maintaining high sampling efficiency. In this paper, we propose Model-Based Double-dropout Planning (MBDP) to balance robustness and efficiency. MBDP consists of two kinds of dropout mechanisms, where the rollout-dropout aims to improve the robustness with a small cost of sample efficiency, while the model-dropout is designed to compensate for the lost efficiency at a slight expense of robustness. By combining them in a complementary way, MBDP provides a flexible control mechanism to meet different demands of robustness and efficiency by tuning two corresponding dropout ratios. The effectiveness of MBDP is demonstrated both theoretically and experimentally.
Reasoning with Sampling: Your Base Model is Smarter Than You Think
Frontier reasoning models have exhibited incredible capabilities across a wide array of disciplines, driven by posttraining large language models (LLMs) with reinforcement learning (RL). However, despite the widespread success of this paradigm, much of the literature has been devoted to disentangling truly novel behaviors that emerge during RL but are not present in the base models. In our work, we approach this question from a different angle, instead asking whether comparable reasoning capabilites can be elicited from base models at inference time by pure sampling, without any additional training. Inspired by Markov chain Monte Carlo (MCMC) techniques for sampling from sharpened distributions, we propose a simple iterative sampling algorithm leveraging the base models' own likelihoods. Over different base models, we show that our algorithm offers substantial boosts in reasoning that nearly match and even outperform those from RL on a wide variety of single-shot tasks, including MATH500, HumanEval, and GPQA. Moreover, our sampler avoids the collapse in diversity over multiple samples that is characteristic of RL-posttraining. Crucially, our method does not require training, curated datasets, or a verifier, suggesting broad applicability beyond easily verifiable domains.
Understanding the Disharmony between Dropout and Batch Normalization by Variance Shift
This paper first answers the question "why do the two most powerful techniques Dropout and Batch Normalization (BN) often lead to a worse performance when they are combined together?" in both theoretical and statistical aspects. Theoretically, we find that Dropout would shift the variance of a specific neural unit when we transfer the state of that network from train to test. However, BN would maintain its statistical variance, which is accumulated from the entire learning procedure, in the test phase. The inconsistency of that variance (we name this scheme as "variance shift") causes the unstable numerical behavior in inference that leads to more erroneous predictions finally, when applying Dropout before BN. Thorough experiments on DenseNet, ResNet, ResNeXt and Wide ResNet confirm our findings. According to the uncovered mechanism, we next explore several strategies that modifies Dropout and try to overcome the limitations of their combination by avoiding the variance shift risks.
ReZero: Boosting MCTS-based Algorithms by Backward-view and Entire-buffer Reanalyze
Monte Carlo Tree Search (MCTS)-based algorithms, such as MuZero and its derivatives, have achieved widespread success in various decision-making domains. These algorithms employ the reanalyze process to enhance sample efficiency from stale data, albeit at the expense of significant wall-clock time consumption. To address this issue, we propose a general approach named ReZero to boost tree search operations for MCTS-based algorithms. Specifically, drawing inspiration from the one-armed bandit model, we reanalyze training samples through a backward-view reuse technique which uses the value estimation of a certain child node to save the corresponding sub-tree search time. To further adapt to this design, we periodically reanalyze the entire buffer instead of frequently reanalyzing the mini-batch. The synergy of these two designs can significantly reduce the search cost and meanwhile guarantee or even improve performance, simplifying both data collecting and reanalyzing. Experiments conducted on Atari environments, DMControl suites and board games demonstrate that ReZero substantially improves training speed while maintaining high sample efficiency. The code is available as part of the LightZero MCTS benchmark at https://github.com/opendilab/LightZero.
AlphaSnake: Policy Iteration on a Nondeterministic NP-hard Markov Decision Process
Reinforcement learning has recently been used to approach well-known NP-hard combinatorial problems in graph theory. Among these problems, Hamiltonian cycle problems are exceptionally difficult to analyze, even when restricted to individual instances of structurally complex graphs. In this paper, we use Monte Carlo Tree Search (MCTS), the search algorithm behind many state-of-the-art reinforcement learning algorithms such as AlphaZero, to create autonomous agents that learn to play the game of Snake, a game centered on properties of Hamiltonian cycles on grid graphs. The game of Snake can be formulated as a single-player discounted Markov Decision Process (MDP) where the agent must behave optimally in a stochastic environment. Determining the optimal policy for Snake, defined as the policy that maximizes the probability of winning - or win rate - with higher priority and minimizes the expected number of time steps to win with lower priority, is conjectured to be NP-hard. Performance-wise, compared to prior work in the Snake game, our algorithm is the first to achieve a win rate over 0.5 (a uniform random policy achieves a win rate < 2.57 times 10^{-15}), demonstrating the versatility of AlphaZero in approaching NP-hard environments.
Automatically Marginalized MCMC in Probabilistic Programming
Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models. The advent of probabilistic programming languages (PPLs) frees users from writing inference algorithms and lets users focus on modeling. However, many models are difficult for HMC to solve directly, and often require tricks like model reparameterization. We are motivated by the fact that many of those models could be simplified by marginalization. We propose to use automatic marginalization as part of the sampling process using HMC in a graphical model extracted from a PPL, which substantially improves sampling from real-world hierarchical models.
MCMC: Bridging Rendering, Optimization and Generative AI
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution. Markov Chain Monte Carlo (MCMC) methods are particularly effective in drawing samples from such complex, high-dimensional distributions. This makes MCMC methods an integral component for models like EBMs, ensuring accurate sample generation. Gradient-based optimization is at the core of modern generative models. The update step during the optimization forms a Markov chain where the new update depends only on the current state. This allows exploration of the parameter space in a memoryless manner, thus combining the benefits of gradient-based optimization and MCMC sampling. MCMC methods have shown an equally important role in physically based rendering where complex light paths are otherwise quite challenging to sample from simple importance sampling techniques. A lot of research is dedicated towards bringing physical realism to samples (images) generated from diffusion-based generative models in a data-driven manner, however, a unified framework connecting these techniques is still missing. In this course, we take the first steps toward understanding each of these components and exploring how MCMC could potentially serve as a bridge, linking these closely related areas of research. Our course aims to provide necessary theoretical and practical tools to guide students, researchers and practitioners towards the common goal of generative physically based rendering. All Jupyter notebooks with demonstrations associated to this tutorial can be found on the project webpage: https://sinbag.github.io/mcmc/
Mitigating Premature Exploitation in Particle-based Monte Carlo for Inference-Time Scaling
Inference-Time Scaling (ITS) improves language models by allocating more computation at generation time. Particle Filtering (PF) has emerged as a strong ITS method for complex mathematical reasoning tasks, but it is vulnerable when guided by process reward models, which often assign overconfident scores early in the reasoning process. This causes PF to suffer from premature exploitation: it myopically commits to locally promising trajectories, prunes potentially correct hypotheses, and converges to suboptimal solutions. This failure mode, known as particle impoverishment, is especially severe under constrained computational budgets. To address this, we analyze the problem and identify two root causes: a lack of diversity in the particle set due to overconfident resampling and consequent inability to assess the potential of a reasoning path. We introduce Entropic Particle Filtering (ePF), an algorithm that integrates two new techniques to solve these issues. The first technique, Entropic Annealing (EA), directly mitigates particle impoverishment by monitoring search diversity via entropy; when diversity drops, it intervenes by dynamically annealing the resampling distribution to preserve exploration. The second, an enhancement called Look-ahead Modulation (LaM), adds a predictive guide to evaluate a state's potential based on its successors. On several challenging math benchmarks, ePF significantly outperforms strong baselines and achieves up to a 50 % relative improvement in task reward. Together, these methods improve PF's resilience by balancing the exploration of diverse solution spaces with the exploitation of high-reward regions, ultimately leading to higher-quality solutions.
Sqrt(d) Dimension Dependence of Langevin Monte Carlo
This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in 2-Wasserstein distance. The proof is based on a refinement of mean-square analysis in Li et al. (2019), and this refined framework automates the analysis of a large class of sampling algorithms based on discretizations of contractive SDEs. Using this framework, we establish an O(d/epsilon) mixing time bound for LMC, without warm start, under the common log-smooth and log-strongly-convex conditions, plus a growth condition on the 3rd-order derivative of the potential of target measures. This bound improves the best previously known O(d/epsilon) result and is optimal (in terms of order) in both dimension d and accuracy tolerance epsilon for target measures satisfying the aforementioned assumptions. Our theoretical analysis is further validated by numerical experiments.
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.
Curiosity-Driven Exploration via Latent Bayesian Surprise
The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement Learning, with more natural exploration capabilities. A promising approach in this respect has consisted of using Bayesian surprise on model parameters, i.e. a metric for the difference between prior and posterior beliefs, to favour exploration. In this contribution, we propose to apply Bayesian surprise in a latent space representing the agent's current understanding of the dynamics of the system, drastically reducing the computational costs. We extensively evaluate our method by measuring the agent's performance in terms of environment exploration, for continuous tasks, and looking at the game scores achieved, for video games. Our model is computationally cheap and compares positively with current state-of-the-art methods on several problems. We also investigate the effects caused by stochasticity in the environment, which is often a failure case for curiosity-driven agents. In this regime, the results suggest that our approach is resilient to stochastic transitions.
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms
We study the problem of approximate sampling from non-log-concave distributions, e.g., Gaussian mixtures, which is often challenging even in low dimensions due to their multimodality. We focus on performing this task via Markov chain Monte Carlo (MCMC) methods derived from discretizations of the overdamped Langevin diffusions, which are commonly known as Langevin Monte Carlo algorithms. Furthermore, we are also interested in two nonsmooth cases for which a large class of proximal MCMC methods have been developed: (i) a nonsmooth prior is considered with a Gaussian mixture likelihood; (ii) a Laplacian mixture distribution. Such nonsmooth and non-log-concave sampling tasks arise from a wide range of applications to Bayesian inference and imaging inverse problems such as image deconvolution. We perform numerical simulations to compare the performance of most commonly used Langevin Monte Carlo algorithms.
Towards Self-Improvement of LLMs via MCTS: Leveraging Stepwise Knowledge with Curriculum Preference Learning
Monte Carlo Tree Search (MCTS) has recently emerged as a powerful technique for enhancing the reasoning capabilities of LLMs. Techniques such as SFT or DPO have enabled LLMs to distill high-quality behaviors from MCTS, improving their reasoning performance. However, existing distillation methods underutilize the rich trajectory information generated by MCTS, limiting the potential for improvements in LLM reasoning. In this paper, we propose AlphaLLM-CPL, a novel pairwise training framework that enables LLMs to self-improve through MCTS behavior distillation. AlphaLLM-CPL efficiently leverages MCTS trajectories via two key innovations: (1) AlphaLLM-CPL constructs stepwise trajectory pairs from child nodes sharing the same parent in the search tree, providing step-level information for more effective MCTS behavior distillation. (2) AlphaLLM-CPL introduces curriculum preference learning, dynamically adjusting the training sequence of trajectory pairs in each offline training epoch to prioritize critical learning steps and mitigate overfitting. Experimental results on mathematical reasoning tasks demonstrate that AlphaLLM-CPL significantly outperforms previous MCTS behavior distillation methods, substantially boosting the reasoning capabilities of LLMs.
SoTA with Less: MCTS-Guided Sample Selection for Data-Efficient Visual Reasoning Self-Improvement
In this paper, we present an effective method to enhance visual reasoning with significantly fewer training samples, relying purely on self-improvement with no knowledge distillation. Our key insight is that the difficulty of training data during reinforcement fine-tuning (RFT) is critical. Appropriately challenging samples can substantially boost reasoning capabilities even when the dataset is small. Despite being intuitive, the main challenge remains in accurately quantifying sample difficulty to enable effective data filtering. To this end, we propose a novel way of repurposing Monte Carlo Tree Search (MCTS) to achieve that. Starting from our curated 70k open-source training samples, we introduce an MCTS-based selection method that quantifies sample difficulty based on the number of iterations required by the VLMs to solve each problem. This explicit step-by-step reasoning in MCTS enforces the model to think longer and better identifies samples that are genuinely challenging. We filter and retain 11k samples to perform RFT on Qwen2.5-VL-7B-Instruct, resulting in our final model, ThinkLite-VL. Evaluation results on eight benchmarks show that ThinkLite-VL improves the average performance of Qwen2.5-VL-7B-Instruct by 7%, using only 11k training samples with no knowledge distillation. This significantly outperforms all existing 7B-level reasoning VLMs, and our fairly comparable baselines that use classic selection methods such as accuracy-based filtering. Notably, on MathVista, ThinkLite-VL-7B achieves the SoTA accuracy of 75.1, surpassing Qwen2.5-VL-72B, GPT-4o, and O1. Our code, data, and model are available at https://github.com/si0wang/ThinkLite-VL.
Sliced Wasserstein Estimation with Control Variates
The sliced Wasserstein (SW) distances between two probability measures are defined as the expectation of the Wasserstein distance between two one-dimensional projections of the two measures. The randomness comes from a projecting direction that is used to project the two input measures to one dimension. Due to the intractability of the expectation, Monte Carlo integration is performed to estimate the value of the SW distance. Despite having various variants, there has been no prior work that improves the Monte Carlo estimation scheme for the SW distance in terms of controlling its variance. To bridge the literature on variance reduction and the literature on the SW distance, we propose computationally efficient control variates to reduce the variance of the empirical estimation of the SW distance. The key idea is to first find Gaussian approximations of projected one-dimensional measures, then we utilize the closed-form of the Wasserstein-2 distance between two Gaussian distributions to design the control variates. In particular, we propose using a lower bound and an upper bound of the Wasserstein-2 distance between two fitted Gaussians as two computationally efficient control variates. We empirically show that the proposed control variate estimators can help to reduce the variance considerably when comparing measures over images and point-clouds. Finally, we demonstrate the favorable performance of the proposed control variate estimators in gradient flows to interpolate between two point-clouds and in deep generative modeling on standard image datasets, such as CIFAR10 and CelebA.
Provable and Practical: Efficient Exploration in Reinforcement Learning via Langevin Monte Carlo
We present a scalable and effective exploration strategy based on Thompson sampling for reinforcement learning (RL). One of the key shortcomings of existing Thompson sampling algorithms is the need to perform a Gaussian approximation of the posterior distribution, which is not a good surrogate in most practical settings. We instead directly sample the Q function from its posterior distribution, by using Langevin Monte Carlo, an efficient type of Markov Chain Monte Carlo (MCMC) method. Our method only needs to perform noisy gradient descent updates to learn the exact posterior distribution of the Q function, which makes our approach easy to deploy in deep RL. We provide a rigorous theoretical analysis for the proposed method and demonstrate that, in the linear Markov decision process (linear MDP) setting, it has a regret bound of O(d^{3/2}H^{3/2}T), where d is the dimension of the feature mapping, H is the planning horizon, and T is the total number of steps. We apply this approach to deep RL, by using Adam optimizer to perform gradient updates. Our approach achieves better or similar results compared with state-of-the-art deep RL algorithms on several challenging exploration tasks from the Atari57 suite.
I-MCTS: Enhancing Agentic AutoML via Introspective Monte Carlo Tree Search
Recent advancements in large language models (LLMs) have shown remarkable potential in automating machine learning tasks. However, existing LLM-based agents often struggle with low-diversity and suboptimal code generation. While recent work has introduced Monte Carlo Tree Search (MCTS) to address these issues, limitations persist in the quality and diversity of thoughts generated, as well as in the scalar value feedback mechanisms used for node selection. In this study, we introduce Introspective Monte Carlo Tree Search (I-MCTS), a novel approach that iteratively expands tree nodes through an introspective process that meticulously analyzes solutions and results from parent and sibling nodes. This facilitates a continuous refinement of the node in the search tree, thereby enhancing the overall decision-making process. Furthermore, we integrate a Large Language Model (LLM)-based value model to facilitate direct evaluation of each node's solution prior to conducting comprehensive computational rollouts. A hybrid rewarding mechanism is implemented to seamlessly transition the Q-value from LLM-estimated scores to actual performance scores. This allows higher-quality nodes to be traversed earlier. Applied to the various ML tasks, our approach demonstrates a 6% absolute improvement in performance compared to the strong open-source AutoML agents, showcasing its effectiveness in enhancing agentic AutoML systems. Resource available at https://github.com/jokieleung/I-MCTS
Accessing GPT-4 level Mathematical Olympiad Solutions via Monte Carlo Tree Self-refine with LLaMa-3 8B
This paper introduces the MCT Self-Refine (MCTSr) algorithm, an innovative integration of Large Language Models (LLMs) with Monte Carlo Tree Search (MCTS), designed to enhance performance in complex mathematical reasoning tasks. Addressing the challenges of accuracy and reliability in LLMs, particularly in strategic and mathematical reasoning, MCTSr leverages systematic exploration and heuristic self-refine mechanisms to improve decision-making frameworks within LLMs. The algorithm constructs a Monte Carlo search tree through iterative processes of Selection, self-refine, self-evaluation, and Backpropagation, utilizing an improved Upper Confidence Bound (UCB) formula to optimize the exploration-exploitation balance. Extensive experiments demonstrate MCTSr's efficacy in solving Olympiad-level mathematical problems, significantly improving success rates across multiple datasets, including GSM8K, GSM Hard, MATH, and Olympiad-level benchmarks, including Math Odyssey, AIME, and OlympiadBench. The study advances the application of LLMs in complex reasoning tasks and sets a foundation for future AI integration, enhancing decision-making accuracy and reliability in LLM-driven applications.
Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts
While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing classifier-free guidance methods use a simple heuristic to mix conditional and unconditional scores to approximately sample from conditional distributions. However, such methods do not approximate the intermediate distributions, necessitating additional 'corrector' steps. In this work, we provide an efficient and principled method for sampling from a sequence of annealed, geometric-averaged, or product distributions derived from pretrained score-based models. We derive a weighted simulation scheme which we call Feynman-Kac Correctors (FKCs) based on the celebrated Feynman-Kac formula by carefully accounting for terms in the appropriate partial differential equations (PDEs). To simulate these PDEs, we propose Sequential Monte Carlo (SMC) resampling algorithms that leverage inference-time scaling to improve sampling quality. We empirically demonstrate the utility of our methods by proposing amortized sampling via inference-time temperature annealing, improving multi-objective molecule generation using pretrained models, and improving classifier-free guidance for text-to-image generation. Our code is available at https://github.com/martaskrt/fkc-diffusion.
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes
We propose efficient Langevin Monte Carlo algorithms for sampling distributions with nonsmooth convex composite potentials, which is the sum of a continuously differentiable function and a possibly nonsmooth function. We devise such algorithms leveraging recent advances in convex analysis and optimization methods involving Bregman divergences, namely the Bregman--Moreau envelopes and the Bregman proximity operators, and in the Langevin Monte Carlo algorithms reminiscent of mirror descent. The proposed algorithms extend existing Langevin Monte Carlo algorithms in two aspects -- the ability to sample nonsmooth distributions with mirror descent-like algorithms, and the use of the more general Bregman--Moreau envelope in place of the Moreau envelope as a smooth approximation of the nonsmooth part of the potential. A particular case of the proposed scheme is reminiscent of the Bregman proximal gradient algorithm. The efficiency of the proposed methodology is illustrated with various sampling tasks at which existing Langevin Monte Carlo methods are known to perform poorly.
Towards Practical Preferential Bayesian Optimization with Skew Gaussian Processes
We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent flexible preference structure, is that the posterior distribution is a computationally intractable skew GP. The most widely used approach for preferential BO is Gaussian approximation, which ignores the skewness of the true posterior. Alternatively, Markov chain Monte Carlo (MCMC) based preferential BO is also proposed. In this work, we first verify the accuracy of Gaussian approximation, from which we reveal the critical problem that the predictive probability of duels can be inaccurate. This observation motivates us to improve the MCMC-based estimation for skew GP, for which we show the practical efficiency of Gibbs sampling and derive the low variance MC estimator. However, the computational time of MCMC can still be a bottleneck in practice. Towards building a more practical preferential BO, we develop a new method that achieves both high computational efficiency and low sample complexity, and then demonstrate its effectiveness through extensive numerical experiments.
Monte Carlo Tree Search Boosts Reasoning via Iterative Preference Learning
We introduce an approach aimed at enhancing the reasoning capabilities of Large Language Models (LLMs) through an iterative preference learning process inspired by the successful strategy employed by AlphaZero. Our work leverages Monte Carlo Tree Search (MCTS) to iteratively collect preference data, utilizing its look-ahead ability to break down instance-level rewards into more granular step-level signals. To enhance consistency in intermediate steps, we combine outcome validation and stepwise self-evaluation, continually updating the quality assessment of newly generated data. The proposed algorithm employs Direct Preference Optimization (DPO) to update the LLM policy using this newly generated step-level preference data. Theoretical analysis reveals the importance of using on-policy sampled data for successful self-improving. Extensive evaluations on various arithmetic and commonsense reasoning tasks demonstrate remarkable performance improvements over existing models. For instance, our approach outperforms the Mistral-7B Supervised Fine-Tuning (SFT) baseline on GSM8K, MATH, and ARC-C, with substantial increases in accuracy to 81.8% (+5.9%), 34.7% (+5.8%), and 76.4% (+15.8%), respectively. Additionally, our research delves into the training and inference compute tradeoff, providing insights into how our method effectively maximizes performance gains. Our code is publicly available at https://github.com/YuxiXie/MCTS-DPO.
Ensembling Large Language Models with Process Reward-Guided Tree Search for Better Complex Reasoning
Despite recent advances in large language models, open-source models often struggle to consistently perform well on complex reasoning tasks. Existing ensemble methods, whether applied at the token or output levels, fail to address these challenges. In response, we present Language model Ensemble with Monte Carlo Tree Search (LE-MCTS), a novel framework for process-level ensembling of language models. LE-MCTS formulates step-by-step reasoning with an ensemble of language models as a Markov decision process. In this framework, states represent intermediate reasoning paths, while actions consist of generating the next reasoning step using one of the language models selected from a predefined pool. Guided by a process-based reward model, LE-MCTS performs a tree search over the reasoning steps generated by different language models, identifying the most accurate reasoning chain. Experimental results on five mathematical reasoning benchmarks demonstrate that our approach outperforms both single language model decoding algorithms and language model ensemble methods. Notably, LE-MCTS improves performance by 3.6% and 4.3% on the MATH and MQA datasets, respectively, highlighting its effectiveness in solving complex reasoning problems.
Step-level Value Preference Optimization for Mathematical Reasoning
Direct Preference Optimization (DPO) using an implicit reward model has proven to be an effective alternative to reinforcement learning from human feedback (RLHF) for fine-tuning preference aligned large language models (LLMs). However, the overall preference annotations of responses do not fully capture the fine-grained quality of model outputs in complex multi-step reasoning tasks, such as mathematical reasoning. To address this limitation, we introduce a novel algorithm called Step-level Value Preference Optimization (SVPO). Our approach employs Monte Carlo Tree Search (MCTS) to automatically annotate step-level preferences for multi-step reasoning. Furthermore, from the perspective of learning-to-rank, we train an explicit value model to replicate the behavior of the implicit reward model, complementing standard preference optimization. This value model enables the LLM to generate higher reward responses with minimal cost during inference. Experimental results demonstrate that our method achieves state-of-the-art performance on both in-domain and out-of-domain mathematical reasoning benchmarks. Our code is available at https://github.com/MARIO-Math-Reasoning/Super_MARIO.
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach
We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale condition of a process. From this perspective, we find that the mean--square TD error approximates the quadratic variation of the martingale and thus is not a suitable objective for PE. We present two methods to use the martingale characterization for designing PE algorithms. The first one minimizes a "martingale loss function", whose solution is proved to be the best approximation of the true value function in the mean--square sense. This method interprets the classical gradient Monte-Carlo algorithm. The second method is based on a system of equations called the "martingale orthogonality conditions" with test functions. Solving these equations in different ways recovers various classical TD algorithms, such as TD(lambda), LSTD, and GTD. Different choices of test functions determine in what sense the resulting solutions approximate the true value function. Moreover, we prove that any convergent time-discretized algorithm converges to its continuous-time counterpart as the mesh size goes to zero, and we provide the convergence rate. We demonstrate the theoretical results and corresponding algorithms with numerical experiments and applications.
GroundedPRM: Tree-Guided and Fidelity-Aware Process Reward Modeling for Step-Level Reasoning
Process Reward Models (PRMs) aim to improve multi-step reasoning in Large Language Models (LLMs) by supervising intermediate steps and identifying errors. However, building effective PRMs remains challenging due to the lack of scalable, high-quality annotations. Existing approaches rely on costly human labeling, LLM-based self-evaluation that is prone to hallucination, or Monte Carlo (MC) estimation, which infers step quality solely from rollout outcomes and often introduces noisy, misaligned supervision due to credit misattribution. These issues result in three core limitations: noisy rewards, low factual fidelity, and misalignment with step-level reasoning objectives. To address these challenges, we introduce GroundedPRM, a tree-guided and fidelity-aware framework for automatic process supervision. To reduce reward noise and enable fine-grained credit assignment, we construct structured reasoning paths via Monte Carlo Tree Search (MCTS). To eliminate hallucinated supervision, we validate each intermediate step using an external tool, providing execution-grounded correctness signals. To combine both step-level validation and global outcome assessment, we design a hybrid reward aggregation mechanism that fuses tool-based verification with MCTS-derived feedback. Finally, we format the reward signal into a rationale-enhanced, generative structure to promote interpretability and compatibility with instruction-tuned LLMs. GroundedPRM is trained on only 40K automatically labeled samples, amounting to just 10% of the data used by the best-performing PRM trained with auto-labeled supervision. Nevertheless, it achieves up to a 26% relative improvement in average performance on ProcessBench. When used for reward-guided greedy search, GroundedPRM outperforms even PRMs trained with human-labeled supervision, offering a scalable and verifiable path toward high-quality process-level reasoning.
What Are Step-Level Reward Models Rewarding? Counterintuitive Findings from MCTS-Boosted Mathematical Reasoning
Step-level reward models (SRMs) can significantly enhance mathematical reasoning performance through process supervision or step-level preference alignment based on reinforcement learning. The performance of SRMs is pivotal, as they serve as critical guidelines, ensuring that each step in the reasoning process is aligned with desired outcomes. Recently, AlphaZero-like methods, where Monte Carlo Tree Search (MCTS) is employed for automatic step-level preference annotation, have proven particularly effective. However, the precise mechanisms behind the success of SRMs remain largely unexplored. To address this gap, this study delves into the counterintuitive aspects of SRMs, particularly focusing on MCTS-based approaches. Our findings reveal that the removal of natural language descriptions of thought processes has minimal impact on the efficacy of SRMs. Furthermore, we demonstrate that SRMs are adept at assessing the complex logical coherence present in mathematical language while having difficulty in natural language. These insights provide a nuanced understanding of the core elements that drive effective step-level reward modeling in mathematical reasoning. By shedding light on these mechanisms, this study offers valuable guidance for developing more efficient and streamlined SRMs, which can be achieved by focusing on the crucial parts of mathematical reasoning.
Training Chain-of-Thought via Latent-Variable Inference
Large language models (LLMs) solve problems more accurately and interpretably when instructed to work out the answer step by step using a ``chain-of-thought'' (CoT) prompt. One can also improve LLMs' performance on a specific task by supervised fine-tuning, i.e., by using gradient ascent on some tunable parameters to maximize the average log-likelihood of correct answers from a labeled training set. Naively combining CoT with supervised tuning requires supervision not just of the correct answers, but also of detailed rationales that lead to those answers; these rationales are expensive to produce by hand. Instead, we propose a fine-tuning strategy that tries to maximize the marginal log-likelihood of generating a correct answer using CoT prompting, approximately averaging over all possible rationales. The core challenge is sampling from the posterior over rationales conditioned on the correct answer; we address it using a simple Markov-chain Monte Carlo (MCMC) expectation-maximization (EM) algorithm inspired by the self-taught reasoner (STaR), memoized wake-sleep, Markovian score climbing, and persistent contrastive divergence. This algorithm also admits a novel control-variate technique that drives the variance of our gradient estimates to zero as the model improves. Applying our technique to GSM8K and the tasks in BIG-Bench Hard, we find that this MCMC-EM fine-tuning technique typically improves the model's accuracy on held-out examples more than STaR or prompt-tuning with or without CoT.
LightZero: A Unified Benchmark for Monte Carlo Tree Search in General Sequential Decision Scenarios
Building agents based on tree-search planning capabilities with learned models has achieved remarkable success in classic decision-making problems, such as Go and Atari. However, it has been deemed challenging or even infeasible to extend Monte Carlo Tree Search (MCTS) based algorithms to diverse real-world applications, especially when these environments involve complex action spaces and significant simulation costs, or inherent stochasticity. In this work, we introduce LightZero, the first unified benchmark for deploying MCTS/MuZero in general sequential decision scenarios. Specificially, we summarize the most critical challenges in designing a general MCTS-style decision-making solver, then decompose the tightly-coupled algorithm and system design of tree-search RL methods into distinct sub-modules. By incorporating more appropriate exploration and optimization strategies, we can significantly enhance these sub-modules and construct powerful LightZero agents to tackle tasks across a wide range of domains, such as board games, Atari, MuJoCo, MiniGrid and GoBigger. Detailed benchmark results reveal the significant potential of such methods in building scalable and efficient decision intelligence. The code is available as part of OpenDILab at https://github.com/opendilab/LightZero.
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem, state-of-the-art algorithms in dynamic programming, such as the least-squares Monte Carlo (LSMC), are employed. This type of algorithm relies on path simulations using only the last price of the underlying asset as a state representation. Also, the LSMC was thinking for option valuation where risk-neutral probabilities can be employed to account for uncertainty. However, the general optimal stopping problem goals may not fit the requirements of the LSMC showing auto-correlated prices. We employ a data-driven method that uses Monte Carlo simulation to train and test artificial neural networks (ANN) to solve the optimal stopping problem. Using ANN to solve decision problems is not entirely new. We propose a different architecture that uses convolutional neural networks (CNN) to deal with the dimensionality problem that arises when we transform the whole history of prices into a Markovian state. We present experiments that indicate that our proposed architecture improves results over the previous implementations under specific simulated time series function sets. Lastly, we employ our proposed method to compare the optimal exercise of the financial options problem with the LSMC algorithm. Our experiments show that our method can capture more accurate exercise opportunities when compared to the LSMC. We have outstandingly higher (above 974\% improvement) expected payoff from these exercise policies under the many Monte Carlo simulations that used the real-world return database on the out-of-sample (test) data.
Implicit Search via Discrete Diffusion: A Study on Chess
In the post-AlphaGo era, there has been a renewed interest in search techniques such as Monte Carlo Tree Search (MCTS), particularly in their application to Large Language Models (LLMs). This renewed attention is driven by the recognition that current next-token prediction models often lack the ability for long-term planning. Is it possible to instill search-like abilities within the models to enhance their planning abilities without relying on explicit search? We propose DiffuSearch , a model that does implicit search by looking into the future world via discrete diffusion modeling. We instantiate DiffuSearch on a classical board game, Chess, where explicit search is known to be essential. Through extensive controlled experiments, we show DiffuSearch outperforms both the searchless and explicit search-enhanced policies. Specifically, DiffuSearch outperforms the one-step policy by 19.2% and the MCTS-enhanced policy by 14% on action accuracy. Furthermore, DiffuSearch demonstrates a notable 30% enhancement in puzzle-solving abilities compared to explicit search-based policies, along with a significant 540 Elo increase in game-playing strength assessment. These results indicate that implicit search via discrete diffusion is a viable alternative to explicit search over a one-step policy. All codes are publicly available at https://github.com/HKUNLP/DiffuSearch{https://github.com/HKUNLP/DiffuSearch}.
MASTER: A Multi-Agent System with LLM Specialized MCTS
Large Language Models (LLM) are increasingly being explored for problem-solving tasks. However, their strategic planning capability is often viewed with skepticism. Recent studies have incorporated the Monte Carlo Tree Search (MCTS) algorithm to augment the planning capacity of LLM. Despite its potential, MCTS relies on extensive sampling simulations to approximate the true reward distribution, which leads to two primary issues. Firstly, MCTS is effective for tasks like the Game of Go, where simulation results can yield objective rewards (e.g., 1 for a win and 0 for a loss). However, for tasks such as question answering, the result of a simulation is the answer to the question, which cannot yield an objective reward without the ground truth. Secondly, obtaining statistically significant reward estimations typically requires a sample size exceeding 30 simulations, resulting in excessive token usage and time consumption. To address these challenges, we present the Multi-Agent System with Tactical Execution and Reasoning using LLM Specialized MCTS (MASTER), a novel framework that coordinates agent recruitment and communication through LLM specialized MCTS. This system autonomously adjusts the number of agents based on task complexity and ensures focused communication among them. Comprehensive experiments across various tasks demonstrate the effectiveness of our proposed framework. It achieves 76% accuracy on HotpotQA and 80% on WebShop, setting new state-of-the-art performance on these datasets.
Learning Nonlinear State Space Models with Hamiltonian Sequential Monte Carlo Sampler
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors. However, SSM is significantly influenced by the choice of the proposal. Recently Hamiltonian Monte Carlo (HMC) sampling has shown success in many practical problems. In this paper, we propose an SMC augmented by HMC (HSMC) for inference and model learning of nonlinear SSM, which can exempt us from learning proposals and reduce the model complexity significantly. Based on the measure preserving property of HMC, the particles directly generated by transition function can approximate the posterior of latent states arbitrarily well. In order to better adapt to the local geometry of latent space, the HMC is conducted on Riemannian manifold defined by a positive definite metric. In addition, we show that the proposed HSMC method can improve SSMs realized by both Gaussian Processes (GP) and Neural Network (NN).
Effectively Unbiased FID and Inception Score and where to find them
This paper shows that two commonly used evaluation metrics for generative models, the Fr\'echet Inception Distance (FID) and the Inception Score (IS), are biased -- the expected value of the score computed for a finite sample set is not the true value of the score. Worse, the paper shows that the bias term depends on the particular model being evaluated, so model A may get a better score than model B simply because model A's bias term is smaller. This effect cannot be fixed by evaluating at a fixed number of samples. This means all comparisons using FID or IS as currently computed are unreliable. We then show how to extrapolate the score to obtain an effectively bias-free estimate of scores computed with an infinite number of samples, which we term textrm{FID}_infty and textrm{IS}_infty. In turn, this effectively bias-free estimate requires good estimates of scores with a finite number of samples. We show that using Quasi-Monte Carlo integration notably improves estimates of FID and IS for finite sample sets. Our extrapolated scores are simple, drop-in replacements for the finite sample scores. Additionally, we show that using low discrepancy sequence in GAN training offers small improvements in the resulting generator.
Quantification of Uncertainty with Adversarial Models
Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product between a divergence function and the posterior. Current methods such as Deep Ensembles or MC dropout underperform at estimating the epistemic uncertainty, since they primarily consider the posterior when sampling models. We suggest Quantification of Uncertainty with Adversarial Models (QUAM) to better estimate the epistemic uncertainty. QUAM identifies regions where the whole product under the integral is large, not just the posterior. Consequently, QUAM has lower approximation error of the epistemic uncertainty compared to previous methods. Models for which the product is large correspond to adversarial models (not adversarial examples!). Adversarial models have both a high posterior as well as a high divergence between their predictions and that of a reference model. Our experiments show that QUAM excels in capturing epistemic uncertainty for deep learning models and outperforms previous methods on challenging tasks in the vision domain.
Fast Value Tracking for Deep Reinforcement Learning
Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model parameters to maximize expected rewards, neglecting the stochastic dynamics of agent-environment interactions and the critical role of uncertainty quantification. Our research leverages the Kalman filtering paradigm to introduce a novel and scalable sampling algorithm called Langevinized Kalman Temporal-Difference (LKTD) for deep reinforcement learning. This algorithm, grounded in Stochastic Gradient Markov Chain Monte Carlo (SGMCMC), efficiently draws samples from the posterior distribution of deep neural network parameters. Under mild conditions, we prove that the posterior samples generated by the LKTD algorithm converge to a stationary distribution. This convergence not only enables us to quantify uncertainties associated with the value function and model parameters but also allows us to monitor these uncertainties during policy updates throughout the training phase. The LKTD algorithm paves the way for more robust and adaptable reinforcement learning approaches.
Interpretable Contrastive Monte Carlo Tree Search Reasoning
We propose SC-MCTS*: a novel Monte Carlo Tree Search (MCTS) reasoning algorithm for Large Language Models (LLMs), significantly improves both reasoning accuracy and speed. Our motivation comes from: 1. Previous MCTS LLM reasoning works often overlooked its biggest drawback--slower speed compared to CoT; 2. Previous research mainly used MCTS as a tool for LLM reasoning on various tasks with limited quantitative analysis or ablation studies of its components from reasoning interpretability perspective. 3. The reward model is the most crucial component in MCTS, however previous work has rarely conducted in-depth study or improvement of MCTS's reward models. Thus, we conducted extensive ablation studies and quantitative analysis on components of MCTS, revealing the impact of each component on the MCTS reasoning performance of LLMs. Building on this, (i) we designed a highly interpretable reward model based on the principle of contrastive decoding and (ii) achieved an average speed improvement of 51.9% per node using speculative decoding. Additionally, (iii) we improved UCT node selection strategy and backpropagation used in previous works, resulting in significant performance improvement. We outperformed o1-mini by an average of 17.4% on the Blocksworld multi-step reasoning dataset using Llama-3.1-70B with SC-MCTS*. Our code is available at https://github.com/zitian-gao/SC-MCTS.
