Willie Neiswanger

dblp:120/7593 · DBLP profile ↗
← Back
38ranked-venue papers
7as first author
23since 2021 · last 2026
0000-0002-9619-5572ORCID · verified

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 37 · 7 first-author · 22 since 2021Graphics, computer vision, multimedia, augmented reality and games · 4 · 4 since 2021Software engineering, systems software and programming languages · 1 · 1 since 2021
YearPublicationVenuePosition
2026 Textual Steering Vectors Can Improve Visual Understanding in Multimodal Large Language Models
abstract
Woody Haosheng Gan, Deqing Fu, Julian Asilis, Ollie Liu, Vatsal Sharan, Robin Jia, Willie Neiswanger. Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). 2026.
Woody Haosheng Gan, Deqing Fu, Julian Asilis, Ollie Liu, Vatsal Sharan, Robin Jia, Willie Neiswanger
ACL (1)7
2025 DeLLMa: Decision Making Under Uncertainty with Large Language Models
abstract
The potential of large language models (LLMs) as decision support tools is increasingly being explored in fields such as business, engineering, and medicine, which often face challenging tasks of *decision-making under uncertainty*. In this paper, we show that directly prompting LLMs on these types of decision-making problems can yield poor results, especially as the problem complexity increases. To aid in these tasks, we propose DeLLMa (Decision-making Large Language Model assistant), a framework designed to enhance decision-making accuracy in uncertain environments. DeLLMa involves a multi-step reasoning procedure that integrates recent best practices in scaling *inference-time reasoning*, drawing upon principles from decision theory and utility theory, to provide an accurate and human-auditable decision-making process. We validate our procedure on multiple realistic decision-making environments, demonstrating that DeLLMa can consistently enhance the decision-making performance of leading language models, and achieve up to a 40% increase in accuracy over competing methods. Additionally, we show how performance improves when scaling compute at test time, and carry out human evaluations to benchmark components of DeLLMa.
Ollie Liu, Deqing Fu, Dani Yogatama, Willie Neiswanger
ICLR4
2025 LiveBench: A Challenging, Contamination-Limited LLM Benchmark
abstract
Test set contamination, wherein test data from a benchmark ends up in a newer model's training set, is a well-documented obstacle for fair LLM evaluation and can quickly render benchmarks obsolete. To mitigate this, many recent benchmarks crowdsource new prompts and evaluations from human or LLM judges; however, these can introduce significant biases, and break down when scoring hard questions. In this work, we introduce a new benchmark for LLMs designed to be resistant to both test set contamination and the pitfalls of LLM judging and human crowdsourcing. We release LiveBench, the first benchmark that (1) contains frequently-updated questions from recent information sources, (2) scores answers automatically according to objective ground-truth values, and (3) contains a wide variety of challenging tasks, spanning math, coding, reasoning, language, instruction following, and data analysis. To achieve this, LiveBench contains questions that are based on recently-released math competitions, arXiv papers, news articles, and datasets, and it contains harder, contamination-limited versions of tasks from previous benchmarks such as Big-Bench Hard, AMPS, and IFEval. We evaluate many prominent closed-source models, as well as dozens of open-source models ranging from 0.5B to 405B in size. LiveBench is difficult, with top models achieving below 70% accuracy. We release all questions, code, and model answers. Questions are added and updated on a monthly basis, and we release new tasks and harder versions of tasks over time so that LiveBench can distinguish between the capabilities of LLMs as they improve in the future. We welcome community engagement and collaboration for expanding the benchmark tasks and models.
Colin White, Samuel Dooley, Manley Roberts, Arka Pal, Benjamin Feuer, Siddhartha Jain 0001, Ravid Shwartz-Ziv, Neel Jain, Khalid Saifullah, Sreemanti Dey, Shubh-Agrawal, Sandeep Singh Sandha, Siddartha Naidu, Chinmay Hegde, Yann LeCun, Tom Goldstein, Willie Neiswanger, Micah Goldblum
ICLR17
2025 What is Your Data Worth to GPT? LLM-Scale Data Valuation with Influence Functions
abstract
Large language models (LLMs) are trained on a vast amount of human-written data, but data providers often remain uncredited. In response to this issue, data valuation (or data attribution), which quantifies the contribution or value of each data to the model output, has been discussed as a potential solution. Nevertheless, applying existing data valuation methods to recent LLMs and their vast training datasets has been largely limited by prohibitive compute and memory costs. In this work, we focus on influence functions, a popular gradient-based data valuation method, and significantly improve its scalability with an efficient gradient projection strategy called LoGra that leverages the gradient structure in backpropagation. We then provide a theoretical motivation of gradient projection approaches to influence functions to promote trust in the data valuation process. Lastly, we lower the barrier to implementing data valuation systems by introducing LogIX, a software package that can transform existing training code into data valuation code with minimal effort. In our data valuation experiments, LoGra achieves competitive accuracy against more expensive baselines while showing up to 6,500x improvement in throughput and 5x reduction in GPU memory usage when applied to Llama3-8B-Instruct and the 1B-token dataset.
Sang Keun Choe, Hwijeen Ahn, Juhan Bae, Kewen Zhao, Youngseog Chung, Adithya Pratapa, Willie Neiswanger, Emma Strubell, Teruko Mitamura, Jeff G. Schneider, Eduard H. Hovy, Roger B. Grosse, Eric P. Xing
NeurIPS7
2024 Uncertainty Quantification for Forward and Inverse Problems of PDEs via Latent Global Evolution
abstract
Deep learning-based surrogate models have demonstrated remarkable advantages over classical solvers in terms of speed, often achieving speedups of 10 to 1000 times over traditional partial differential equation (PDE) solvers. However, a significant challenge hindering their widespread adoption in both scientific and industrial domains is the lack of understanding about their prediction uncertainties, particularly in scenarios that involve critical decision making. To address this limitation, we propose a method that integrates efficient and precise uncertainty quantification into a deep learning-based surrogate model. Our method, termed Latent Evolution of PDEs with Uncertainty Quantification (LE-PDE-UQ), endows deep learning-based surrogate models with robust and efficient uncertainty quantification capabilities for both forward and inverse problems. LE-PDE-UQ leverages latent vectors within a latent space to evolve both the system's state and its corresponding uncertainty estimation. The latent vectors are decoded to provide predictions for the system's state as well as estimates of its uncertainty. In extensive experiments, we demonstrate the accurate uncertainty quantification performance of our approach, surpassing that of strong baselines including deep ensembles, Bayesian neural network layers, and dropout. Our method excels at propagating uncertainty over extended auto-regressive rollouts, making it suitable for scenarios involving long-term predictions. Our code is available at: https://github.com/AI4Science-WestlakeU/le-pde-uq.
Tailin Wu, Willie Neiswanger, Hongtao Zheng, Stefano Ermon, Jure Leskovec
AAAI2
2023 Offline Imitation Learning with Suboptimal Demonstrations via Relaxed Distribution Matching
abstract
Offline imitation learning (IL) promises the ability to learn performant policies from pre-collected demonstrations without interactions with the environment. However, imitating behaviors fully offline typically requires numerous expert data. To tackle this issue, we study the setting where we have limited expert data and supplementary suboptimal data. In this case, a well-known issue is the distribution shift between the learned policy and the behavior policy that collects the offline data. Prior works mitigate this issue by regularizing the KL divergence between the stationary state-action distributions of the learned policy and the behavior policy. We argue that such constraints based on exact distribution matching can be overly conservative and hamper policy learning, especially when the imperfect offline data is highly suboptimal. To resolve this issue, we present RelaxDICE, which employs an asymmetrically-relaxed f-divergence for explicit support regularization. Specifically, instead of driving the learned policy to exactly match the behavior policy, we impose little penalty whenever the density ratio between their stationary state-action distributions is upper bounded by a constant. Note that such formulation leads to a nested min-max optimization problem, which causes instability in practice. RelaxDICE addresses this challenge by supporting a closed-form solution for the inner maximization problem. Extensive empirical study shows that our method significantly outperforms the best prior offline IL method in six standard continuous control environments with over 30% performance gain on average, across 22 settings where the imperfect dataset is highly suboptimal.
Lantao Yu, Tianhe Yu, Jiaming Song, Willie Neiswanger, Stefano Ermon
AAAI4
2023 Generative Modeling Helps Weak Supervision (and Vice Versa)
Benedikt Boecking, Nicholas Carl Roberts, Willie Neiswanger, Stefano Ermon, Frederic Sala, Artur Dubrawski
ICLR3
2023 Betty: An Automatic Differentiation Library for Multilevel Optimization
Sang Keun Choe, Willie Neiswanger, Pengtao Xie, Eric P. Xing
ICLR2
2023 Near-optimal Policy Identification in Active Reinforcement Learning
Viraj Mehta, Johannes Kirschner, Ian Char, Willie Neiswanger, Jeff G. Schneider, Andreas Krause 0001, Ilija Bogunovic
ICLR5
2023 Making Scalable Meta Learning Practical
abstract
Despite its flexibility to learn diverse inductive biases in machine learning programs, meta learning (i.e.,\ learning to learn) has long been recognized to suffer from poor scalability due to its tremendous compute/memory costs, training instability, and a lack of efficient distributed training support. In this work, we focus on making scalable meta learning practical by introducing SAMA, which combines advances in both implicit differentiation algorithms and systems. Specifically, SAMA is designed to flexibly support a broad range of adaptive optimizers in the base level of meta learning programs, while reducing computational burden by avoiding explicit computation of second-order gradient information, and exploiting efficient distributed training techniques implemented for first-order gradients. Evaluated on multiple large-scale meta learning benchmarks, SAMA showcases up to 1.7/4.8x increase in throughput and 2.0/3.8x decrease in memory consumption respectively on single-/multi-GPU setups compared to other baseline meta learning algorithms. Furthermore, we show that SAMA-based data optimization leads to consistent improvements in text classification accuracy with BERT and RoBERTa large language models, and achieves state-of-the-art results in both small- and large-scale data pruning on image classification tasks, demonstrating the practical applicability of scalable meta learning across language and vision domains.
Sang Keun Choe, Sanket Vaibhav Mehta, Hwijeen Ahn, Willie Neiswanger, Pengtao Xie, Emma Strubell, Eric P. Xing
NeurIPS4
2023 Importance-aware Co-teaching for Offline Model-based Optimization
abstract
Offline model-based optimization aims to find a design that maximizes a property of interest using only an offline dataset, with applications in robot, protein, and molecule design, among others. A prevalent approach is gradient ascent, where a proxy model is trained on the offline dataset and then used to optimize the design. This method suffers from an out-of-distribution issue, where the proxy is not accurate for unseen designs. To mitigate this issue, we explore using a pseudo-labeler to generate valuable data for fine-tuning the proxy. Specifically, we propose $\textit{\textbf{I}mportance-aware \textbf{C}o-\textbf{T}eaching for Offline Model-based Optimization}~(\textbf{ICT})$. This method maintains three symmetric proxies with their mean ensemble as the final proxy, and comprises two steps. The first step is $\textit{pseudo-label-driven co-teaching}$. In this step, one proxy is iteratively selected as the pseudo-labeler for designs near the current optimization point, generating pseudo-labeled data. Subsequently, a co-teaching process identifies small-loss samples as valuable data and exchanges them between the other two proxies for fine-tuning, promoting knowledge transfer. This procedure is repeated three times, with a different proxy chosen as the pseudo-labeler each time, ultimately enhancing the ensemble performance. To further improve accuracy of pseudo-labels, we perform a secondary step of $\textit{meta-learning-based sample reweighting}$, which assigns importance weights to samples in the pseudo-labeled dataset and updates them via meta-learning. ICT achieves state-of-the-art results across multiple design-bench tasks, achieving the best mean rank $3.1$ and median rank $2$ among $15$ methods. Our source code can be accessed here.
Ye Yuan 0017, Can Chen 0005, Zixuan Liu 0001, Willie Neiswanger, Xue (Steve) Liu
NeurIPS4
2022 IS-Count: Large-Scale Object Counting from Satellite Images with Covariate-Based Importance Sampling
abstract
Object detection in high-resolution satellite imagery is emerging as a scalable alternative to on-the-ground survey data collection in many environmental and socioeconomic monitoring applications. However, performing object detection over large geographies can still be prohibitively expensive due to the high cost of purchasing imagery and compute. Inspired by traditional survey data collection strategies, we propose an approach to estimate object count statistics over large geographies through sampling. Given a cost budget, our method selects a small number of representative areas by sampling from a learnable proposal distribution. Using importance sampling, we are able to accurately estimate object counts after processing only a small fraction of the images compared to an exhaustive approach. We show empirically that the proposed framework achieves strong performance on estimating the number of buildings in the United States and Africa, cars in Kenya, brick kilns in Bangladesh, and swimming pools in the U.S., while requiring as few as 0.01% of satellite images compared to an exhaustive approach.
Chenlin Meng, Enci Liu, Willie Neiswanger, Jiaming Song, Marshall Burke, David B. Lobell, Stefano Ermon
AAAI3
2022 An Experimental Design Perspective on Model-Based Reinforcement Learning
Viraj Mehta, Biswajit Paria, Jeff G. Schneider, Stefano Ermon, Willie Neiswanger
ICLR5
2022 Modular Conformal Calibration
abstract
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a calibrated model. However, the applicability of existing methods is limited due to their assumption that the original model is also a probabilistic model. We introduce a versatile class of algorithms for recalibration in regression that we call modular conformal calibration (MCC). This framework allows one to transform any regression model into a calibrated probabilistic model. The modular design of MCC allows us to make simple adjustments to existing algorithms that enable well-behaved distribution predictions. We also provide finite-sample calibration guarantees for MCC algorithms. Our framework recovers isotonic recalibration, conformal calibration, and conformal interval prediction, implying that our theoretical results apply to those methods as well. Finally, we conduct an empirical study of MCC on 17 regression datasets. Our results show that new algorithms designed in our framework achieve near-perfect calibration and improve sharpness relative to existing methods.
Charles Marx, Shengjia Zhao, Willie Neiswanger, Stefano Ermon
ICML3
2022 A General Recipe for Likelihood-free Bayesian Optimization
abstract
The acquisition function, a critical component in Bayesian optimization (BO), can often be written as the expectation of a utility function under a surrogate model. However, to ensure that acquisition functions are tractable to optimize, restrictions must be placed on the surrogate model and utility function. To extend BO to a broader class of models and utilities, we propose likelihood-free BO (LFBO), an approach based on likelihood-free inference. LFBO directly models the acquisition function without having to separately perform inference with a probabilistic surrogate model. We show that computing the acquisition function in LFBO can be reduced to optimizing a weighted classification problem, which extends an existing likelihood-free density ratio estimation method related to probability of improvement (PI). By choosing the utility function for expected improvement (EI), LFBO outperforms the aforementioned method, as well as various state-of-the-art black-box optimization methods on several real-world optimization problems. LFBO can also leverage composite structures of the objective function, which further improves its regret by several orders of magnitude.
Jiaming Song, Lantao Yu, Willie Neiswanger, Stefano Ermon
ICML3
2022 Exploration via Planning for Information about the Optimal Trajectory
abstract
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or robotics, where executing a policy in the environment is costly. In popular RL algorithms, agents typically explore either by adding stochasticity to a reward-maximizing policy or by attempting to gather maximal information about environment dynamics without taking the given task into account. In this work, we develop a method that allows us to plan for exploration while taking both the task and the current knowledge about the dynamics into account. The key insight to our approach is to plan an action sequence that maximizes the expected information gain about the optimal trajectory for the task at hand. We demonstrate that our method learns strong policies with 2x fewer samples than strong exploration baselines and 200x fewer samples than model free methods on a diverse set of low-to-medium dimensional control tasks in both the open-loop and closed-loop control settings.
Viraj Mehta, Ian Char, Joseph Abbate, Rory Conlin, Mark D. Boyer, Stefano Ermon, Jeff G. Schneider, Willie Neiswanger
NeurIPS8
2022 Generalizing Bayesian Optimization with Decision-theoretic Entropies
abstract
Bayesian optimization (BO) is a popular method for efficiently inferring optima of an expensive black-box function via a sequence of queries. Existing information-theoretic BO procedures aim to make queries that most reduce the uncertainty about optima, where the uncertainty is captured by Shannon entropy. However, an optimal measure of uncertainty would, ideally, factor in how we intend to use the inferred quantity in some downstream procedure. In this paper, we instead consider a generalization of Shannon entropy from work in statistical decision theory (DeGroot 1962, Rao 1984), which contains a broad class of uncertainty measures parameterized by a problem-specific loss function corresponding to a downstream task. We first show that special cases of this entropy lead to popular acquisition functions used in BO procedures such as knowledge gradient, expected improvement, and entropy search. We then show how alternative choices for the loss yield a flexible family of acquisition functions that can be customized for use in novel optimization settings. Additionally, we develop gradient-based methods to efficiently optimize our proposed family of acquisition functions, and demonstrate strong empirical performance on a diverse set of sequential decision making tasks, including variants of top-$k$ optimization, multi-level set estimation, and sequence search.
Willie Neiswanger, Lantao Yu, Shengjia Zhao, Chenlin Meng, Stefano Ermon
NeurIPS1
2021 BANANAS: Bayesian Optimization with Neural Architectures for Neural Architecture Search
abstract
Over the past half-decade, many methods have been considered for neural architecture search (NAS). Bayesian optimization (BO), which has long had success in hyperparameter optimization, has recently emerged as a very promising strategy for NAS when it is coupled with a neural predictor. Recent work has proposed different instantiations of this framework, for example, using Bayesian neural networks or graph convolutional networks as the predictive model within BO. However, the analyses in these papers often focus on the full-fledged NAS algorithm, so it is difficult to tell which individual components of the framework lead to the best performance. In this work, we give a thorough analysis of the "BO + neural predictor framework" by identifying five main components: the architecture encoding, neural predictor, uncertainty calibration method, acquisition function, and acquisition function optimization. We test several different methods for each component and also develop a novel path-based encoding scheme for neural architectures, which we show theoretically and empirically scales better than other encodings. Using all of our analyses, we develop a final algorithm called BANANAS, which achieves state-of-the-art performance on NAS search spaces. We adhere to the NAS research checklist (Lindauer and Hutter 2019) to facilitate best practices, and our code is available at https://github.com/naszilla/naszilla.
Colin White, Willie Neiswanger, Yash Savani
AAAI2
2021 Uncertainty quantification using martingales for misspecified Gaussian processes
abstract
We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty bands. However, this convenience comes at the cost of robustness: a typical function encountered in practice is unlikely to have been drawn from the data scientist’s prior, in which case uncertainty estimates can be misleading, and the resulting exploration can be suboptimal. We present a frequentist approach to GP/BO uncertainty quantification. We utilize the GP framework as a working model, but do not assume correctness of the prior. We instead construct a \emph{confidence sequence} (CS) for the unknown function using martingale techniques. There is a necessary cost to achieving robustness: if the prior was correct, posterior GP bands are narrower than our CS. Nevertheless, when the prior is wrong, our CS is statistically valid and empirically outperforms standard GP methods, in terms of both coverage and utility for BO. Additionally, we demonstrate that powered likelihoods provide robustness against model misspecification.
Willie Neiswanger, Aaditya Ramdas
ALT1
2021 Interactive Weak Supervision: Learning Useful Heuristics for Data Labeling
Benedikt Boecking, Willie Neiswanger, Eric P. Xing, Artur Dubrawski
ICLR2
2021 Bayesian Algorithm Execution: Estimating Computable Properties of Black-box Functions Using Mutual Information
abstract
In many real world problems, we want to infer some property of an expensive black-box function f, given a budget of T function evaluations. One example is budget constrained global optimization of f, for which Bayesian optimization is a popular method. Other properties of interest include local optima, level sets, integrals, or graph-structured information induced by f. Often, we can find an algorithm A to compute the desired property, but it may require far more than T queries to execute. Given such an A, and a prior distribution over f, we refer to the problem of inferring the output of A using T evaluations as Bayesian Algorithm Execution (BAX). To tackle this problem, we present a procedure, InfoBAX, that sequentially chooses queries that maximize mutual information with respect to the algorithm’s output. Applying this to Dijkstra’s algorithm, for instance, we infer shortest paths in synthetic and real-world graphs with black-box edge costs. Using evolution strategies, we yield variants of Bayesian optimization that target local, rather than global, optima. On these problems, InfoBAX uses up to 500 times fewer queries to f than required by the original algorithm. Our method is closely connected to other Bayesian optimal experimental design procedures such as entropy search methods and optimal sensor placement using Gaussian processes.
Willie Neiswanger, Ke Alexander Wang, Stefano Ermon
ICML1
2021 Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification
abstract
Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles for each input, at all quantile levels, presents a correct and efficient representation of the underlying uncertainty. To achieve this, many current quantile-based methods focus on optimizing the pinball loss. However, this loss restricts the scope of applicable regression models, limits the ability to target many desirable properties (e.g. calibration, sharpness, centered intervals), and may produce poor conditional quantiles. In this work, we develop new quantile methods that address these shortcomings. In particular, we propose methods that can apply to any class of regression model, select an explicit balance between calibration and sharpness, optimize for calibration of centered intervals, and produce more accurate conditional quantiles. We provide a thorough experimental evaluation of our methods, which includes a high dimensional uncertainty quantification task in nuclear fusion.
Youngseog Chung, Willie Neiswanger, Ian Char, Jeff G. Schneider
NeurIPS2
2021 Pollux: Co-adaptive Cluster Scheduling for Goodput-Optimized Deep Learning
Aurick Qiao, Sang Keun Choe, Suhas Jayaram Subramanya, Willie Neiswanger, Qirong Ho, Hao Zhang 0025, Gregory R. Ganger, Eric P. Xing
OSDI4
2020 ChemBO: Bayesian Optimization of Small Organic Molecules with Synthesizable Recommendations
abstract
In applications such as molecule design or drug discovery, it is desirable to have an algorithm which recommends new candidate molecules based on the results of past tests. These molecules first need to be synthesized and then tested for objective properties. We describe ChemBO, a Bayesian optimization framework for generating and optimizing organic molecules for desired molecular properties. While most existing data-driven methods for this problem do not account for sample efficiency or fail to enforce realistic constraints on synthesizability, our approach explores synthesis graphs in a sample-efficient way and produces synthesizable candidates. We implement ChemBO as a Gaussian process model and explore existing molecular kernels for it. Moreover, we propose a novel optimal-transport based distance and kernel that accounts for graphical information explicitly. In our experiments, we demonstrate the efficacy of the proposed approach on several molecular optimization problems.
Ksenia Korovina, Sailun Xu, Kirthevasan Kandasamy, Willie Neiswanger, Barnabás Póczos, Jeff G. Schneider, Eric P. Xing
AISTATS4
2020 A Study on Encodings for Neural Architecture Search
abstract
Neural architecture search (NAS) has been extensively studied in the past few years. A popular approach is to represent each neural architecture in the search space as a directed acyclic graph (DAG), and then search over all DAGs by encoding the adjacency matrix and list of operations as a set of hyperparameters. Recent work has demonstrated that even small changes to the way each architecture is encoded can have a significant effect on the performance of NAS algorithms. In this work, we present the first formal study on the effect of architecture encodings for NAS, including a theoretical grounding and an empirical study. First we formally define architecture encodings and give a theoretical characterization on the scalability of the encodings we study. Then we identify the main encoding-dependent subroutines which NAS algorithms employ, running experiments to show which encodings work best with each subroutine for many popular algorithms. The experiments act as an ablation study for prior work, disentangling the algorithmic and encoding-based contributions, as well as a guideline for future work. Our results demonstrate that NAS encodings are an important design decision which can have a significant impact on overall performance. Our code is available at https://github.com/naszilla/naszilla.
Colin White, Willie Neiswanger, Sam Nolen, Yash Savani
NeurIPS2
2020 Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly
abstract
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied successfully in many applications, modern optimisation tasks usher in new challenges where conventional methods fail spectacularly. In this work, we present Dragonfly, an open source Python library for scalable and robust BO. Dragonfly incorporates multiple recently developed methods that allow BO to be applied in challenging real world settings; these include better methods for handling higher dimensional domains, methods for handling multi-fidelity evaluations when cheap approximations of an expensive function are available, methods for optimising over structured combinatorial spaces, such as the space of neural network architectures, and methods for handling parallel evaluations. Additionally, we develop new methodological improvements in BO for selecting the Bayesian model, selecting the acquisition function, and optimising over complex domains with different variable types and additional constraints. We compare Dragonfly to a suite of other packages and algorithms for global optimisation and demonstrate that when the above methods are integrated, they enable significant improvements in the performance of BO. The Dragonfly library is available at dragonfly.github.io.
Kirthevasan Kandasamy, Karun Raju Vysyaraju, Willie Neiswanger, Biswajit Paria, Christopher R. Collins, Jeff G. Schneider, Barnabás Póczos, Eric P. Xing
J. Mach. Learn. Res.3
2019 Myopic Posterior Sampling for Adaptive Goal Oriented Design of Experiments
abstract
Bayesian methods for adaptive decision-making, such as Bayesian optimisation, active learning, and active search have seen great success in relevant applications. However, real world data collection tasks are more broad and complex, as we may need to achieve a combination of the above goals and/or application specific goals. In such scenarios, specialised methods have limited applicability. In this work, we design a new myopic strategy for a wide class of adaptive design of experiment (DOE) problems, where we wish to collect data in order to fulfil a given goal. Our approach, Myopic Posterior Sampling (MPS), which is inspired by the classical posterior sampling algorithm for multi-armed bandits, enables us to address a broad suite of DOE tasks where a practitioner may incorporate domain expertise about the system and specify her desired goal via a reward function. Empirically, this general-purpose strategy is competitive with more specialised methods in a wide array of synthetic and real world DOE tasks. More importantly, it enables addressing complex DOE goals where no existing method seems applicable. On the theoretical side, we leverage ideas from adaptive submodularity and reinforcement learning to derive conditions under which MPS achieves sublinear regret against natural benchmark policies.
Kirthevasan Kandasamy, Willie Neiswanger, Reed Zhang, Akshay Krishnamurthy, Jeff G. Schneider, Barnabás Póczos
ICML2
2019 Offline Contextual Bayesian Optimization
abstract
In black-box optimization, an agent repeatedly chooses a configuration to test, so as to find an optimal configuration. In many practical problems of interest, one would like to optimize several systems, or tasks'', simultaneously; however, in most of these scenarios the current task is determined by nature. In this work, we explore theoffline'' case in which one is able to bypass nature and choose the next task to evaluate (e.g. via a simulator). Because some tasks may be easier to optimize and others may be more critical, it is crucial to leverage algorithms that not only consider which configurations to try next, but also which tasks to make evaluations for. In this work, we describe a theoretically grounded Bayesian optimization method to tackle this problem. We also demonstrate that if the model of the reward structure does a poor job of capturing variation in difficulty between tasks, then algorithms that actively pick tasks for evaluation may end up doing more harm than good. Following this, we show how our approach can be used for real world applications in science and engineering, including optimizing tokamak controls for nuclear fusion.
Ian Char, Youngseog Chung, Willie Neiswanger, Kirthevasan Kandasamy, Oak Nelson, Mark D. Boyer, Egemen Kolemen
NeurIPS3
2018 Neural Architecture Search with Bayesian Optimisation and Optimal Transport
abstract
Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function f which is only accessible via point evaluations. It is typically used in settings where f is expensive to evaluate. A common use case for BO in machine learning is model selection, where it is not possible to analytically model the generalisation performance of a statistical model, and we resort to noisy and expensive training and validation procedures to choose the best model. Conventional BO methods have focused on Euclidean and categorical domains, which, in the context of model selection, only permits tuning scalar hyper-parameters of machine learning algorithms. However, with the surge of interest in deep learning, there is an increasing demand to tune neural network architectures. In this work, we develop NASBOT, a Gaussian process based BO framework for neural architecture search. To accomplish this, we develop a distance metric in the space of neural network architectures which can be computed efficiently via an optimal transport program. This distance might be of independent interest to the deep learning community as it may find applications outside of BO. We demonstrate that NASBOT outperforms other alternatives for architecture search in several cross validation based model selection tasks on multi-layer perceptrons and convolutional neural networks.
Kirthevasan Kandasamy, Willie Neiswanger, Jeff G. Schneider, Barnabás Póczos, Eric P. Xing
NeurIPS2
2017 Performance Bounds for Graphical Record Linkage
abstract
Record linkage involves merging records in large, noisy databases to remove duplicate entities. It has become an important area because of its widespread occurrence in bibliometrics, public health, official statistics production, political science, and beyond. Traditional linkage methods directly linking records to one another are computationally infeasible as the number of records grows. As a result, it is increasingly common for researchers to treat linkage as a clustering task, in which each latent entity is associated with one or more noisy database records. We critically assess performance bounds using the Kullback-Leibler (KL) divergence under a Bayesian record linkage framework, making connections to Kolchin partition models. We provide an upper bound using the KL divergence and a lower bound on the minimum probability of misclassifying a latent entity. We give insights for when our bounds hold using simulated data and provide practical user guidance.
Rebecca C. Steorts, Matt Barnes 0001, Willie Neiswanger
AISTATS3
2017 Post-Inference Prior Swapping
abstract
While Bayesian methods are praised for their ability to incorporate useful prior knowledge, in practice, convenient priors that allow for computationally cheap or tractable inference are commonly used. In this paper, we investigate the following question: for a given model, is it possible to compute an inference result with any convenient false prior, and afterwards, given any target prior of interest, quickly transform this result into the target posterior? A potential solution is to use importance sampling (IS). However, we demonstrate that IS will fail for many choices of the target prior, depending on its parametric form and similarity to the false prior. Instead, we propose prior swapping, a method that leverages the pre-inferred false posterior to efficiently generate accurate posterior samples under arbitrary target priors. Prior swapping lets us apply less-costly inference algorithms to certain models, and incorporate new or updated prior information “post-inference”. We give theoretical guarantees about our method, and demonstrate it empirically on a number of models and priors.
Willie Neiswanger, Eric P. Xing
ICML1
2017 Generalized Pólya Urn for Time-Varying Pitman-Yor Processes
abstract
This article introduces a class of first-order stationary time- varying Pitman-Yor processes. Subsuming our construction of time-varying Dirichlet processes presented in (Caron et al., 2007), these models can be used for time-dynamic density estimation and clustering. Our intuitive and simple construction relies on a generalized Pólya urn scheme. Significantly, this construction yields marginal distributions at each time point that can be explicitly characterized and easily controlled. Inference is performed using Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate our models and algorithms on epidemiological and video tracking data.
François Caron, Willie Neiswanger, Frank D. Wood, Arnaud Doucet, Manuel Davy
J. Mach. Learn. Res.2
2016 Parallel and Distributed Block-Coordinate Frank-Wolfe Algorithms
abstract
We study parallel and distributed Frank-Wolfe algorithms; the former on shared memory machines with mini-batching, and the latter in a delayed update framework. In both cases, we perform computations asynchronously whenever possible. We assume block-separable constraints as in Block-Coordinate Frank-Wolfe (BCFW) method (Lacoste et. al., 2013) , but our analysis subsumes BCFW and reveals problem-dependent quantities that govern the speedups of our methods over BCFW. A notable feature of our algorithms is that they do not depend on worst-case bounded delays, but only (mildly) on **expected** delays, making them robust to stragglers and faulty worker threads. We present experiments on structural SVM and Group Fused Lasso, and observe significant speedups over competing state-of-the-art (and synchronous) methods.
Yu-Xiang Wang 0003, Veeranjaneyulu Sadhanala, Wei Dai 0003, Willie Neiswanger, Suvrit Sra, Eric P. Xing
ICML4
2015 Fast Function to Function Regression
abstract
We analyze the problem of regression when both input covariates and output responses are functions from a nonparametric function class. Function to function regression (FFR) covers a large range of interesting applications including time-series prediction problems, and also more general tasks like studying a mapping between two separate types of distributions. However, previous nonparametric estimators for FFR type problems scale badly computationally with the number of input/output pairs in a data-set. Given the complexity of a mapping between general functions it may be necessary to consider large data-sets in order to achieve a low estimation risk. To address this issue, we develop a novel scalable nonparametric estimator, the Triple-Basis Estimator (3BE), which is capable of operating over datasets with many instances. To the best of our knowledge, the 3BE is the first nonparametric FFR estimator that can scale to massive data-sets. We analyze the 3BE’s risk and derive an upperbound rate. Furthermore, we show an improvement of several orders of magnitude in terms of prediction speed and a reduction in error over previous estimators in various real-world data-sets.
Junier B. Oliva, Willie Neiswanger, Barnabás Póczos, Eric P. Xing, Hy Trac, Shirley Ho, Jeff G. Schneider
AISTATS2
2014 The Dependent Dirichlet Process Mixture of Objects for Detection-free Tracking and Object Modeling
abstract
This paper explores how to find, track, and learn models of arbitrary objects in a video without a predefined method for object detection. We present a model that localizes objects via unsupervised tracking while learning a representation of each object, avoiding the need for pre-built detectors. Our model uses a dependent Dirichlet process mixture to capture the uncertainty in the number and appearance of objects and requires only spatial and color video data that can be efficiently extracted via frame differencing. We give two inference algorithms for use in both online and offline settings, and use them to perform accurate detection-free tracking on multiple real videos. We demonstrate our method in difficult detection scenarios involving occlusions and appearance shifts, on videos containing a large number of objects, and on a recent human-tracking benchmark where we show performance comparable to state of the art detector-based methods.
Willie Neiswanger, Frank D. Wood, Eric P. Xing
AISTATS1
2014 Fast Distribution To Real Regression
abstract
We study the problem of distribution to real regression, where one aims to regress a mapping f that takes in a distribution input covariate P∈\mathcalI (for a non-parametric family of distributions \mathcalI) and outputs a real-valued response Y=f(P) + ε. This setting was recently studied in Pózcos et al. (2013), where the “Kernel-Kernel” estimator was introduced and shown to have a polynomial rate of convergence. However, evaluating a new prediction with the Kernel-Kernel estimator scales as Ω(N). This causes the difficult situation where a large amount of data may be necessary for a low estimation risk, but the computation cost of estimation becomes infeasible when the data-set is too large. To this end, we propose the Double-Basis estimator, which looks to alleviate this big data problem in two ways: first, the Double-Basis estimator is shown to have a computation complexity that is independent of the number of of instances N when evaluating new predictions after training; secondly, the Double-Basis estimator is shown to have a fast rate of convergence for a general class of mappings f∈\mathcalF.
Junier B. Oliva, Willie Neiswanger, Barnabás Póczos, Jeff G. Schneider, Eric P. Xing
AISTATS2
2014 Modeling Citation Networks Using Latent Random Offsets
Willie Neiswanger, Chong Wang 0002, Qirong Ho, Eric P. Xing
UAI1
2014 Asymptotically Exact, Embarrassingly Parallel MCMC
Willie Neiswanger, Chong Wang 0002, Eric P. Xing
UAI1