Anirudh Sundar, Sinead Williamson, Katherine Metcalf, Barry-John Theobald, Skyler Seto, Masha Fedzechkina. Proceedings of the 63rd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). 2025.

Wearable devices record physiological and behavioral signals that can improve health predictions. While foundation models are increasingly used for such predictions, they have been primarily applied to low-level sensor data, despite behavioral data often being more informative due to their alignment with physiologically relevant timescales and quantities. We develop foundation models of such behavioral signals using over 2.5B hours of wearable data from 162K individuals, systematically optimizing architectures and tokenization strategies for this unique dataset. Evaluated on 57 health-related tasks, our model shows strong performance across diverse real-world applications including individual-level classification and time-varying health state prediction. The model excels in behavior-driven tasks like sleep prediction, and improves further when combined with representations of raw sensor data. These results underscore the importance of tailoring foundation model design to wearables and demonstrate the potential to enable new health applications.

In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen future data. Under this view, we show that deep ensembling (Lakshminarayanan et al., 2017) is a fundamentally mis-specified model class, since it assumes that future data are supported on existing observations only—a situation rarely encountered in practice. To address this limitation, we propose MixupMP, a method that constructs a more realistic predictive distribution using popular data augmentation techniques. MixupMP operates as a drop-in replacement for deep ensembles, where each ensemble member is trained on a random simulation from this predictive distribution. Grounded in the recently-proposed framework of Martingale posteriors (Fong et al., 2023), MixupMP returns samples from an implicitly defined Bayesian posterior. Our empirical analysis showcases that MixupMP achieves superior predictive per- formance and uncertainty quantification on various image classification datasets, when compared with existing Bayesian and non-Bayesian approaches.

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly-used models like the Dirichlet process and the beta-Bernoulli process can be expressed using, are decomposable into independent sub-measures. We use this decomposition to partition the latent measure into a finite measure containing only instantiated components, and an infinite measure containing all other components. We then select different inference algorithms for the two components: uncollapsed samplers mix well on the finite measure, while collapsed samplers mix well on the infinite, sparsely occupied tail. The resulting hybrid algorithm can be applied to a wide class of models, and can be easily distributed to allow scalable inference without sacrificing asymptotic convergence guarantees.

As more companies and governments build and use machine learning models to automate decisions, there is an ever-growing need to monitor and evaluate these models' behavior once they are deployed. Our team at CognitiveScale has developed a toolkit called Cortex Certifai to answer this need. Cortex Certifai is a framework that assesses aspects of robustness, fairness, and interpretability of any classification or regression model trained on tabular data, without requiring access to its internal workings. Additionally, Cortex Certifai allows users to compare models along these different axes and only requires 1) query access to the model and 2) an “evaluation” dataset. At its foundation, Cortex Certifai generates counterfactual explanations, which are synthetic data points close to input data points but differing in terms of model prediction. The tool then harnesses characteristics of these counterfactual explanations to analyze different aspects of the supplied model and delivers evaluations relevant to a variety of different stakeholders (e.g., model developers, risk analysts, compliance officers). Cortex Certifai can be configured and executed using a command-line interface (CLI), within jupyter notebooks, or on the cloud, and the results are recorded in JSON files and can be visualized in an interactive console. Using these reports, stakeholders can understand, monitor, and build trust in their AI systems. In this paper, we provide a brief overview of a demonstration of Cortex Certifai's capabilities.

In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These random, observed responses are typically affected by many unobserved, latent factors (or features) within the building such as the number of individuals, the turning on and off of electrical devices, power surges, etc. These latent factors are usually present for a contiguous period of time before disappearing; further, multiple factors could be present at a time. This paper develops new probabilistic methodology and inference methods for random object generation influenced by latent features exhibiting temporal persistence. Every datum is associated with subsets of a potentially infinite number of hidden, persistent features that account for temporal dynamics in an observation. The ensuing class of dynamic models constructed by adapting the Indian Buffet Process — a probability measure on the space of random, unbounded binary matrices — finds use in a variety of applications arising in operations, signal processing, biomedicine, marketing, image analysis, etc. Illustrations using synthetic and real data are provided.

As integrated circuit technologies continue to scale, efficient performance modeling becomes indispensable. Recently, several new learning paradigms have been proposed to reduce the computational cost associated with accurate performance modeling. A common attribute among most of these paradigms is the leverage of the sparsity feature to build efficient performance models. In this work, we propose a new perspective to incorporate sparsity in the modeling task by utilizing spike and slab feature selection techniques. Practically, our proposed method uses two different priors on the different model coefficients based on their importance. This is incorporated into a mixture model that can be built using a hierarchical Bayesian framework to select the important features and find the model coefficients. Our numerical experiments demonstrate that the proposed approach can achieve better results compared to traditional sparse modeling techniques while also providing valuable insight about the important features in the model.

Training Gaussian process-based models typically involves an $O(N^3)$ computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent functions, and are often not parallelizable. However, judicious choice of model structure can ameliorate this problem. A mixture-of-experts model that uses a mixture of $K$ Gaussian processes offers modeling flexibility and opportunities for scalable inference. Our embarrassingly parallel algorithm combines low-dimensional matrix inversions with importance sampling to yield a flexible, scalable mixture-of-experts model that offers comparable performance to Gaussian process regression at a much lower computational cost.

Emerging domains such as smart electric grids require decisions to be made autonomously, based on the observed behaviors of large numbers of connected consumers. Existing approaches either lack the flexibility to capture nuanced, individualized preference profiles, or scale poorly with the size of the dataset. We propose a preference model that combines flexible Bayesian nonparametric priors—providing state-of-the-art predictive power—with well-justified structural assumptions that allow a scalable implementation. The Gaussian process scalable preference model via Kronecker factorization ( GaSPK ) model provides accurate choice predictions and principled uncertainty estimates as input to decision-making tasks. In consumer choice settings where alternatives are described by few key attributes, inference in our model is highly efficient and scalable to tens of thousands of choices.

Stochastic gradient-based Monte Carlo methods such as stochastic gradient Langevin dynamics are useful tools for posterior inference on large scale datasets in many machine learning applications. These methods scale to large datasets by using noisy gradients calculated using a mini-batch or subset of the dataset. However, the high variance inherent in these noisy gradients degrades performance and leads to slower mixing. In this paper, we present techniques for reducing variance in stochastic gradient Langevin dynamics, yielding novel stochastic Monte Carlo methods that improve performance by reducing the variance in the stochastic gradient. We show that our proposed method has better theoretical guarantees on convergence rate than stochastic Langevin dynamics. This is complemented by impressive empirical results obtained on a variety of real world datasets, and on four different machine learning tasks (regression, classification, independent component analysis and mixture modeling). These theoretical and empirical contributions combine to make a compelling case for using variance reduction in stochastic Monte Carlo methods.

Many data sets can be represented as a sequence of interactions between entities---for example communications between individuals in a social network, protein-protein interactions or DNA-protein interactions in a biological context, or vehicles' journeys between cities. In these contexts, there is often interest in making predictions about future interactions, such as who will message whom. A popular approach to network modeling in a Bayesian context is to assume that the observed interactions can be explained in terms of some latent structure. For example, traffic patterns might be explained by the size and importance of cities, and social network interactions might be explained by the social groups and interests of individuals. Unfortunately, while elucidating this structure can be useful, it often does not directly translate into an effective predictive tool. Further, many existing approaches are not appropriate for sparse networks, a class that includes many interesting real-world situations. In this paper, we develop models for sparse networks that combine structure elucidation with predictive performance. We use a Bayesian nonparametric approach, which allows us to predict interactions with entities outside our training set, and allows the both the latent dimensionality of the model and the number of nodes in the network to grow in expectation as we see more data. We demonstrate that we can capture latent structure while maintaining predictive power, and discuss possible extensions.

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropriate priors when exchangeability assumptions do not hold, and instead we want our model to vary fluidly with some set of covariates. Since the concept of dependent nonparametric processes was formalized by MacEachern, there have been a number of models proposed and used in the statistics and machine learning literatures. Many of these models exhibit underlying similarities, an understanding of which, we hope, will help in selecting an appropriate prior, developing new models, and leveraging inference techniques.

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all models that can be represented using completely random measures. Several existing dependent random measures can be seen as specific cases of this framework. Interesting properties of the resulting measures are derived and the efficacy of the framework is demonstrated by constructing a covariate-dependent latent feature model and topic model that obtain superior predictive performance.

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize inference in such models have relied on introducing approximations, which can lead to inaccuracies in the posterior estimate. In this paper, we describe auxiliary variable representations for the Dirichlet process and the hierarchical Dirichlet process that allow us to perform MCMC using the correct equilibrium distribution, in a distributed manner. We show that our approach allows scalable inference without the deterioration in estimate quality that accompanies existing methods.

Distributions over exchangeable matrices with infinitely many columns are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly-suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.

A single, stationary topic model such as latent Dirichlet allocation is inappropriate for modeling corpora that span long time periods, as the popularity of topics is likely to change over time. A number of models that incorporate time have been proposed, but in general they either exhibit limited forms of temporal variation, or require computationally expensive inference methods. In this paper we propose nonparametric Topics over Time (npTOT), a model for time-varying topics that allows an unbounded number of topics and flexible distribution over the temporal variations in those topics’ popularity. We develop a collapsed Gibbs sampler for the proposed model and compare against existing models on synthetic and real document sets.

A number of dependent nonparametric processes have been proposed to model non-stationary data with unknown latent dimensionality. However, the inference algorithms are often slow and unwieldy, and are in general highly specific to a given model formulation. In this paper, we describe a wide class of nonparametric processes, including several existing models, and present a slice sampler that allows efficient inference across this class of models.

We present a principled Bayesian framework for modeling partial memberships of data points to clusters. Unlike a standard mixture model which assumes that each data point belongs to one and only one mixture component, or cluster, a partial membership model allows data points to have fractional membership in multiple clusters. Algorithms which assign data points partial memberships to clusters can be useful for tasks such as clustering genes based on microarray data (Gasch & Eisen, 2002). Our Bayesian Partial Membership Model (BPM) uses exponential family distributions to model each cluster, and a product of these distibtutions, with weighted parameters, to model each datapoint. Here the weights correspond to the degree to which the datapoint belongs to each cluster. All parameters in the BPM are continuous, so we can use Hybrid Monte Carlo to perform inference and learning. We discuss relationships between the BPM and Latent Dirichlet Allocation, Mixed Membership models, Exponential Family PCA, and fuzzy clustering. Lastly, we show some experimental results and discuss nonparametric extensions to our model. 1.