United States

We study the statistical seriation problem, where the goal is to estimate a matrix whose rows satisfy the same shape constraint after a permutation of the columns. This is a important classical problem, with close connections to statistical literature in permutation-based models and also has wide applications ranging from archaeology to biology. Specifically, we consider the case where the rows are monotonically increasing after an unknown permutation of the columns. Past work has shown that the least-squares estimator is optimal up to logarithmic factors, but efficient algorithms for computing the least-squares estimator remain unknown to date. We approach this important problem from a heuristic perspective. Specifically, we replace the combinatorial permutation constraint by a continuous regularization term, and then use projected gradient descent to obtain a local minimum of the non-convex objective. We show that the attained local minimum is the global minimum in certain special cases under the noiseless setting, and preserves desirable properties under the noisy setting. Simulation results reveal that our proposed algorithm outperforms prior algorithms when (1) the underlying model is more complex than simplistic parametric assumptions such as low-rankedness, or (2) the signal-to-noise ratio is high. Under partial observations, the proposed algorithm requires an initialization, and different initializations may lead to different local minima. We empirically observe that the proposed algorithm yields consistent improvement over the initialization, even though different initializations start with different levels of quality.

UAI 2021

A Heuristic for Statistical Seriation

non-convex

statistical seriation

optimization

We are pleased to announce the Fortieth AAAI Conference on Artificial Intelligence (AAAI-26), which will be held in Singapore EXPO from January 20 to January 27, 2026.

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. AAAI-26 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and a range of other activities to be announced.<br><br>

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AAAI 2026

We are pleased to announce the Fortieth AAAI Conference on Artificial Intelligence (AAAI-26), which will be held in Singapore EXPO from January 20 to January 27, 2026.

lightning talk

The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

The 37th Conference on Uncertainty in Artificial Intelligence (UAI 2021) is held fully online. We have an exciting program consisting of keynote talks by [Susan Murphy](https://www.auai.org/uai2021/program?block=A), [Eric Horvitz](https://www.auai.org/uai2021/program?block=B), [Lenka Zdeborová](https://www.auai.org/uai2021/program?block=C), [Judea Pearl](https://www.auai.org/uai2021/program?block=D) and [Ankur Moitra](https://www.auai.org/uai2021/program?block=E), a town hall meeting, peer-reviewed papers, and three workshops. The main conference is single-track and each paper is show-cased with a live component (either a live discussion and Q&A, or a live lightning talk). All papers are also featured in video presentations and in poster sessions in gather.town. The three parallel workshops on Friday allow for smaller meetings on current topics.

The walkthrough video below shows how you can navigate this site and use the different possibilities for interaction: UAIsland2021 on gather.town for posters and social interactions, the mementor platform for virtual mentoring sessions, and the chat and Q&A systems for discussions about talks and posters.

Have a great UAI 2021! 
<br>
<br>Cassio de Campos and Marloes Maathuis
<br>UAI 2021 Program Chairs
<br>uai2021programchairs@gmail.com

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The Conference on Uncertainty in Artificial Intelligence (UAI) is one of the premier international conferences on research related to knowledge representation, learning, and reasoning in the presence of uncertainty. It is supported by the [Association for Uncertainty in Artificial Intelligence (AUAI).](https://www.auai.org/)

Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from pre-intervention variables. We are motivated by healthcare settings, where the goal is often to select the treatment that will maximize a specific patient's outcome; however, we do not have sufficient randomized control trial data to identify well the conditional treatment effect. We show how we can use observational data to improve feature selection and effect estimation in two cases: (a) when we know the causal graph, and (b) when we do not know the causal graph but have limited experimental data. Our paper extends the notion of Markov boundary to treatment-outcome pairs. We provide theoretical guarantees for the methods we introduce. In simulated data, we show that combining observational and experimental data improves feature selection and effect estimation.

Causal Markov Boundaries

In many real-world scenarios, such as gene knockout experiments, targeted interventions are often accompanied by unknown interventions at off-target sites. Moreover, different units can get randomly exposed to different unknown interventions, thereby creating a mixture of interventions. Identifying different components of this mixture can be very valuable in some applications. Motivated by such situations, in this work, we study the problem of identifying all components present in a mixture of interventions on a given causal Bayesian Network. We construct an example to show that, in general, the components are not identifiable from the mixture distribution. Next, assuming that the given network satisfies a positivity condition, we show that, if the set of mixture components satisfy a mild exclusion assumption, then they can be uniquely identified. Our proof gives an efficient algorithm to recover these targets from the exponentially large search space of possible targets. In the more realistic scenario, where distributions are given via finitely many samples, we conduct a simulation study to analyze the performance of an algorithm derived from our identifiability proof.

Disentangling Mixtures of Unknown Causal Interventions

Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are sufficiently different. In our work, we propose to leverage an invertible generative model to map the two distributions into a common feature space prior to estimation. This featurization brings the densities closer together in latent space, sidestepping pathological scenarios where the learned density ratios in input space can be arbitrarily inaccurate. At the same time, the invertibility of our feature map guarantees that the ratios computed in feature space are equivalent to those in input space. Empirically, we demonstrate the efficacy of our approach in a variety of downstream tasks that require access to accurate density ratios such as mutual information estimation, targeted sampling in deep generative models, and classification with data augmentation.

Featurized Density Ratio Estimation

We propose a new generative modeling technique for learning multidimensional cumulative distribution functions (CDFs) in the form of copulas. Specifically, we consider certain classes of copulas known as Archimedean and hierarchical Archimedean copulas, popular for their parsimonious representation and ability to model different tail dependencies. We consider their representation as mixture models with Laplace transforms of latent random variables from generative neural networks. This alternative representation allows for computational efficiencies and easy sampling, especially in high dimensions. We describe multiple methods for optimizing the network parameters. Finally, we present empirical results that demonstrate the efficacy of our proposed method in learning multidimensional CDFs and its computational efficiency compared to existing methods.

Generative Archimedean Copulas

There has been growing interest in the AI community for precise uncertainty quantification. Conditional density models f(y|x), where x represents potentially high-dimensional features, are an integral part of uncertainty quantification in prediction and Bayesian inference. However, it is challenging to assess conditional density estimates and gain insight into modes of failure. While existing diagnostic tools can determine whether an approximated conditional density is compatible overall with a data sample, they lack a principled framework for identifying, locating, and interpreting the nature of statistically significant discrepancies over the entire feature space. In this paper, we present rigorous and easy-to-interpret diagnostics such as (i) the "Local Coverage Test" (LCT), which distinguishes an arbitrarily misspecified model from the true conditional density of the sample, and (ii) "Amortized Local P-P plots" (ALP) which can quickly provide interpretable graphical summaries of distributional differences at any location x in the feature space. Our validation procedures scale to high dimensions and can potentially adapt to any type of data at hand. We demonstrate the effectiveness of LCT and ALP through a simulated experiment and applications to prediction and parameter inference for image data.

Diagnostics for Conditional Density Models and Bayesian Inference Algorithms

In representation learning, capturing correlations between the represented elements is paramount. A recent line of work introduces the notion of learning region-based representations, with the objective of being able to better capture these correlations as set interactions. Box models use regions which are products of intervals on $[0,1]$ (i.e., "boxes"), representing joint probability distributions via Lebesgue measure. To mitigate issues with training, a recent work models the endpoints of these intervals using Gumbel distributions, chosen due to their min/max-stability.

Min/Max Stability and Box Distributions

A key task in multi-label classification is modeling the structure between the involved classes. Modeling this structure by probabilistic and interpretable means enables application in a broad variety of tasks such as zero-shot learning or learning from incomplete data. In this paper, we present the probabilistic rule stacking learner (pRSL) which uses probabilistic propositional logic rules and belief propagation to combine the predictions of several underlying classifiers. We derive algorithms for exact and approximate inference and learning and show that pRSL reaches state-of-the-art performance on various benchmark datasets.

Interpretable Multi-label Stacking by Learning Probabilistic Rules

We design a new efficient strategy synthesis method applicable to adversarial patrolling problems on graphs with arbitrary-length edges and possibly imperfect intrusion detection. The core ingredient is an efficient algorithm for computing the value and the gradient of a function assigning to every strategy its ``protection'' achieved. This allows for designing an efficient strategy improvement algorithm by differentiable programming and optimization techniques. Our method is the first one applicable to real-world patrolling graphs of reasonable sizes. It outperforms the state-of-the-art strategy synthesis algorithm by a margin.

Efficient Strategy Synthesis for Adversarial Patrolling Games

Black-box machine learning models can be extremely accurate.

Global Explanations with Decision Rules: a Co-learning Approach

Being aware of observers and the inferences they make about an agent's behavior is crucial for successful multi-agent interaction.

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