In this paper, we present ZoRRO (Zero-Weight Personalized Recommender System), a zero-weight and training-free framework for personalized news recommendation designed for scalable real-world deployment. We show that ZoRRO outperforms strong neural baselines in offline ranking evaluations and delivers click-through rate performance in online A/B testing that is nearly on par with a state-of-the-art deep learning model, while operating more than (600x) faster. Our experiments reveal gaps between offline and online performance, and show that models with similar click-through rate (CTR) outcomes can produce markedly different recommendation distributions, influencing the overall news flow. These findings position ZoRRO as a practical and efficient solution for large-scale news recommendation and highlight the importance of evaluating recommender systems using metrics beyond accuracy alone. Our code is available at https://github.com/johanneskruse/zorro.

Bayesian Neural Networks (BNNs) often improve model calibration and predictive uncertainty quantification compared to point estimators such as maximum-a-posteriori (MAP). Similarly, deep ensembles (DEs) are also known to improve calibration, and therefore, it is natural to hypothesize that deep ensembles of BNNs (DE-BNNs) should provide even further improvements. In this work, we systematically investigate this across a number of datasets, neural network architectures, and BNN approximation methods and surprisingly find that when the ensembles grow large enough, DEs consistently outperform DE-BNNs on in-distribution data. To shine light on this observation, we conduct several sensitivity and ablation studies. Moreover, we show that even though DE-BNNs outperform DEs on out-of-distribution metrics, this comes at the cost of decreased in-distribution performance. As a final contribution, we open-source the large pool of trained models to facilitate further research on this topic.

We introduce NAILS (Normative Alignment of Recommender Systems via Internal Label Shift), a simple and scalable method for aligning recommendation outputs with target distributions over item-level attributes, such as categories. Recommender systems optimized solely for user engagement often fail to satisfy broader normative objectives, including fairness, diversity, and editorial values. NAILS modifies the user-conditional item distribution to induce a specified marginal distribution over attributes while preserving the preferences learned by an existing recommender system and requiring no model retraining. We formulate this problem as a form of label shift applied internally within a hierarchical classification framework. By adopting a stakeholder-centric perspective, NAILS enables recommendation outputs to be aligned with global normative objectives. Empirically, we show that NAILS consistently improves attribute-level alignment with minimal impact on user engagement, providing a practical mechanism for value-driven recommendation.

The RecSys Challenge 2024 aims to advance news recommendation by addressing both the technical and normative challenges inherent in designing effective and responsible recommender systems for news publishing. This paper describes the challenge, including its objectives, problem setting, and the dataset provided by the Danish news publishers Ekstra Bladet and JP/Politikens Media Group (“Ekstra Bladet”). The challenge explores the unique aspects of news recommendation, such as modeling user preferences based on behavior, accounting for the influence of the news agenda on user interests, and managing the rapid decay of news items. Additionally, the challenge embraces normative complexities, investigating the effects of recommender systems on news flow and their alignment with editorial values. We summarize the challenge setup, dataset characteristics, and evaluation metrics. Finally, we announce the winners and highlight their contributions. The dataset is available at: https://recsys.eb.dk.

Bayesian deep learning provides a framework for quantifying uncertainty. However, the scale of modern neural networks applied in Natural Language Processing (NLP) limits the usability of Bayesian methods. Subnetwork inference aims to approximate the posterior by selecting a stochastic parameter subset for inference, thereby allowing scalable posterior approximations. Determining the optimal parameter space for subnetwork inference is far from trivial. In this paper, we study partially stochastic Bayesian neural networks in the context of transformer models for NLP tasks for the Laplace approximation (LA) and Stochastic weight averaging - Gaussian (SWAG). We propose heuristics for selecting which layers to include in the stochastic subset. We show that norm-based selection is promising for small subsets, and random selection is superior for larger subsets. Moreover, we propose Sparse-KFAC (S-KFAC), an extension of KFAC LA, which selects dense stochastic substructures of linear layers based on parameter magnitudes. S-KFAC retains performance while requiring substantially fewer stochastic parameters and, therefore, drastically limits memory footprint.

Black-box variational inference (BBVI) now sees widespread use in machine learning and statistics as a fast yet flexible alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, stochastic optimization methods for BBVI remain unreliable and require substantial expertise and hand-tuning to apply effectively. In this paper, we propose robust and automated black-box VI (RABVI), a framework for improving the reliability of BBVI optimization. RABVI is based on rigorously justified automation techniques, includes just a small number of intuitive tuning parameters, and detects inaccurate estimates of the optimal variational approximation. RABVI adaptively decreases the learning rate by detecting convergence of the fixed--learning-rate iterates, then estimates the symmetrized Kullback--Leibler (KL) divergence between the current variational approximation and the optimal one. It also employs a novel optimization termination criterion that enables the user to balance desired accuracy against computational cost by comparing (i) the predicted relative decrease in the symmetrized KL divergence if a smaller learning were used and (ii) the predicted computation required to converge with the smaller learning rate. We validate the robustness and accuracy of RABVI through carefully designed simulation studies and on a diverse set of real-world model and data examples.

We present a novel pipeline for learning the conditional distribution of a building roof mesh given pixels from an aerial image, under the assumption that roof geometry follows a set of regular patterns. Unlike alternative methods that require multiple images of the same object, our approach enables estimating 3D roof meshes using only a single image for predictions. The approach employs the PolyGen, a deep generative transformer architecture for 3D meshes. We apply this model in a new domain and investigate the sensitivity of the image resolution. We propose a novel metric to evaluate the performance of the inferred meshes, and our results show that the model is robust even at lower resolutions, while qualitatively producing realistic representations for out-of-distribution samples.

With the rise of algorithmic personalization, news organizations are finding it necessary to entrust traditionally held editorial values, such as prioritizing news for readers, to automated systems. In a case study conducted by Ekstra Bladet, the Platform Intelligent News project demonstrates how recommender systems successfully improved the click-through rates for various segments on ekstrabladet.dk, while still maintaining the news organization’s editorial values.

Bayesian Optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of uncertainty on the performance of the BO algorithm and to what extent calibrated uncertainties improve the ability to find the global optimum. In this work, we provide an extensive study of the relationship between the BO performance (regret) and uncertainty calibration for popular surrogate models and acquisition functions, and compare them across both synthetic and real-world experiments. Our results show that Gaussian Processes, and more surprisingly, Deep Ensembles are strong surrogate models. Our results further show a positive association between calibration error and regret, but interestingly, this association disappears when we control for the type of surrogate model in the analysis. We also study the effect of recalibration and demonstrate that it generally does not lead to improved regret. Finally, we provide theoretical justification for why uncertainty calibration might be difficult to combine with BO due to the small sample sizes commonly used.

Current black-box variational inference (BBVI) methods require the user to make numerous design choices – such as the selection of variational objective and approximating family – yet there is little principled guidance on how to do so. We develop a conceptual framework and set of experimental tools to understand the effects of these choices, which we leverage to propose best practices for maximizing posterior approximation accuracy. Our approach is based on studying the pre-asymptotic tail behavior of the density ratios between the joint distribution and the variational approximation, then exploiting insights and tools from the importance sampling literature. Our framework and supporting experiments help to distinguish between the behavior of BBVI methods for approximating low-dimensional versus moderate-to-high-dimensional posteriors. In the latter case, we show that mass-covering variational objectives are difficult to optimize and do not improve accuracy, but flexible variational families can improve accuracy and the effectiveness of importance sampling – at the cost of additional optimization challenges. Therefore, for moderate-to-high-dimensional posteriors we recommend using the (mode-seeking) exclusive KL divergence since it is the easiest to optimize, and improving the variational family or using model parameter transformations to make the posterior and optimal variational approximation more similar. On the other hand, in low-dimensional settings, we show that heavy-tailed variational families and mass-covering divergences are effective and can increase the chances that the approximation can be improved by importance sampling.

For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because importance can vary in the domain of the variables. Importance can be assessed locally with sensitivity analysis using general methods that rely on the model’s predictions or their derivatives. In this work, we extend derivative based sensitivity analysis to a Bayesian setting by differentiating the R\’{e}nyi divergence of a model’s predictive distribution. By utilising the predictive distribution instead of a point prediction, the model uncertainty is taken into account in a principled way. Our empirical results on simulated and real data sets demonstrate accurate and reliable identification of important variables and interaction effects compared to alternative methods.

Recently, new methods for model assessment, based on subsampling and posterior approximations, have been proposed for scaling leave-one-out cross-validation (LOO-CV) to large datasets. Although these methods work well for estimating predictive performance for individual models, they are less powerful in model comparison. We propose an efficient method for estimating differences in predictive performance by combining fast approximate LOO surrogates with exact LOO sub-sampling using the difference estimator and supply proofs with regards to scaling characteristics. The resulting approach can be orders of magnitude more efficient than previous approaches, as well as being better suited to model comparison.

We formulate approximate Bayesian inference in non-conjugate temporal and spatio-temporal Gaussian process models as a simple parameter update rule applied during Kalman smoothing. This viewpoint encompasses most inference schemes, including expectation propagation (EP), the classical (Extended, Unscented, etc.) Kalman smoothers, and variational inference. We provide a unifying perspective on these algorithms, showing how replacing the power EP moment matching step with linearisation recovers the classical smoothers. EP provides some benefits over the traditional methods via introduction of the so-called cavity distribution, and we combine these benefits with the computational efficiency of linearisation, providing extensive empirical analysis demonstrating the efficacy of various algorithms under this unifying framework. We provide a fast implementation of all methods in JAX.

We examine the accuracy of black box variational posterior approximations for parametric models in a probabilistic programming context. The performance of these approximations depends on (1) how well the variational family approximates the true posterior distribution, (2) the choice of divergence, and (3) the optimization of the variational objective. We show that even when the true variational family is used, high-dimensional posteriors can be very poorly approximated using common stochastic gradient descent (SGD) optimizers. Motivated by recent theory, we propose a simple and parallel way to improve SGD estimates for variational inference. The approach is theoretically motivated and comes with a diagnostic for convergence and a novel stopping rule, which is robust to noisy objective functions evaluations. We show empirically, the new workflow works well on a diverse set of models and datasets, or warns if the stochastic optimization fails or if the used variational distribution is not good.

Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined relevance has several drawbacks that prevent the selection of optimal input variables in terms of predictive performance. To improve on this, we propose two novel variable selection methods for Gaussian process models that utilize the predictions of a full model in the vicinity of the training points and thereby rank the variables based on their predictive relevance. Our empirical results on synthetic and real world data sets demonstrate improved variable selection compared to automatic relevance determination in terms of variability and predictive performance.

In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal’s amplitude and phase information, making time domain resynthesis straightforward. However, these models are still not widely used since they come at a high computational cost, and because they are formulated in such a way that it can be difficult to interpret all the modelling assumptions. By showing their equivalence to Spectral Mixture Gaussian processes, we illuminate the underlying model assumptions and provide a general framework for constructing more complex models that better approximate real-world signals. Our interpretation makes it intuitive to inspect, compare, and alter the models since all prior knowledge is encoded in the Gaussian process kernel functions. We utilise a state space representation to perform efficient inference via Kalman smoothing, and we demonstrate how our interpretation allows for efficient parameter learning in the frequency domain.

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of using approximate inference techniques and probability-proportional-to-size-sampling (PPS) for fast LOO model evaluation for large datasets. We provide both theoretical and empirical results showing good properties for large data.

A typical audio signal processing pipeline includes multiple disjoint analysis stages, including calculation of a time-frequency representation followed by spectrogram-based feature analysis. We show how time-frequency analysis and nonnegative matrix factorisation can be jointly formulated as a spectral mixture Gaussian process model with nonstationary priors over the amplitude variance parameters. Further, we formulate this nonlinear model’s state space representation, making it amenable to infinite-horizon Gaussian process regression with approximate inference via expectation propagation, which scales linearly in the number of time steps and quadratically in the state dimensionality. By doing so, we are able to process audio signals with hundreds of thousands of data points. We demonstrate, on various tasks with empirical data, how this inference scheme outperforms more standard techniques that rely on extended Kalman filtering.

Human brain activity as measured by fMRI exhibits strong correlations between brain regions which are believed to vary over time. Importantly, dynamic connectivity has been linked to individual differences in physiology, psychology and behavior, and has shown promise as a biomarker for disease. The state of the art in computational neuroimaging is to estimate the brain networks as relatively short sliding window covariance matrices, which leads to high variance estimates, thereby resulting in high overall error. This manuscript proposes a novel Bayesian model for dynamic brain connectivity. Motivated by the underlying neuroscience, the model estimates covariances which vary smoothly over time, with an instantaneous decomposition into a collection of spatially sparse components – resulting in parsimonious and highly interpretable estimates of dynamic brain connectivity. Simulated results are presented to illustrate the performance of the model even when it is mis-specified. For real brain imaging data with unknown ground truth, in addition to qualitative evaluation, we devise a simple classification task which suggests that the estimated brain networks better capture the underlying structure.

EEG based brain state decoding has numerous applications. State of the art decoding is based on processing of the multivariate sensor space signal, however evidence is mounting that EEG source reconstruction can assist decoding. EEG source imaging leads to high-dimensional representations and rather strong a priori information must be invoked. Recent work by Edelman et al. (2016) has demonstrated that introduction of a spatially focal source space representation can improve decoding of motor imagery. In this work we explore the generality of Edelman et al. hypothesis by considering decoding of face recognition. This task concerns the differentiation of brain responses to images of faces and scrambled faces and poses a rather difficult decoding problem at the single trial level. We implement the pipeline using spatially focused features and show that this approach is challenged and source imaging does not lead to an improved decoding. We design a distributed pipeline in which the classifier has access to brain wide features which in turn does lead to a 15% reduction in the error rate using source space features. Hence, our work presents supporting evidence for the hypothesis that source imaging improves decoding.

In this work, we address the problem of solving a series of underdetermined linear inverse problemblems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the solution in both space and time by imposing a transformed Gaussian process on the spike-and-slab probabilities. An expectation propagation (EP) algorithm for posterior inference under the proposed model is derived. For large scale problems, the standard EP algorithm can be prohibitively slow. We therefore introduce three different approximation schemes to reduce the computational complexity. Finally, we demonstrate the proposed model using numerical experiments based on both synthetic and real data sets.