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Alex Boyd

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

8 papers
2 author rows

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8

ICML Conference 2025 Conference Paper

Bayesian Inference for Correlated Human Experts and Classifiers

  • Markelle Kelly
  • Alex Boyd
  • Samuel Showalter
  • Mark Steyvers
  • Padhraic Smyth

Applications of machine learning often involve making predictions based on both model outputs and the opinions of human experts. In this context, we investigate the problem of querying experts for class label predictions, using as few human queries as possible, and leveraging the class probability estimates of pre-trained classifiers. We develop a general Bayesian framework for this problem, modeling expert correlation via a joint latent representation, enabling simulation-based inference about the utility of additional expert queries, as well as inference of posterior distributions over unobserved expert labels. We apply our approach to two real-world medical classification problems, as well as to CIFAR-10H and ImageNet-16H, demonstrating substantial reductions relative to baselines in the cost of querying human experts while maintaining high prediction accuracy.

NeurIPS Conference 2025 Conference Paper

Deep Continuous-Time State-Space Models for Marked Event Sequences

  • Yuxin Chang
  • Alex Boyd
  • Cao (Danica) Xiao
  • Taha Kass-Hout
  • Parminder Bhatia
  • Padhraic Smyth
  • andrew warrington

Marked temporal point processes (MTPPs) model sequences of events occurring at irregular time intervals, with wide-ranging applications in fields such as healthcare, finance and social networks. We propose the state-space point process (S2P2) model, a novel and performant model that leverages techniques derived for modern deep state-space models (SSMs) to overcome limitations of existing MTPP models, while simultaneously imbuing strong inductive biases for continuous-time event sequences that other discrete sequence models (i. e. , RNNs, transformers) do not capture. Inspired by the classical linear Hawkes processes, we propose an architecture that interleaves stochastic jump differential equations with nonlinearities to create a highly expressive intensity-based MTPP model, without the need for restrictive parametric assumptions for the intensity. Our approach enables efficient training and inference with a parallel scan, bringing linear complexity and sublinear scaling while retaining expressivity to MTPPs. Empirically, S2P2 achieves state-of-the-art predictive likelihoods across eight real-world datasets, delivering an average improvement of 33% over the best existing approaches.

UAI Conference 2024 Conference Paper

Understanding Pathologies of Deep Heteroskedastic Regression

  • Eliot Wong-Toi
  • Alex Boyd
  • Vincent Fortuin
  • Stephan Mandt

Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit all training data perfectly, eliminating residual noise entirely; at the other, they overfit the residual noise while predicting a constant, uninformative mean. We observe a lack of middle ground, suggesting a phase transition dependent on model regularization strength. Empirical verification supports this conjecture by fitting numerous models with varying mean and variance regularization. To explain the transition, we develop a theoretical framework based on a statistical field theory, yielding qualitative agreement with experiments. As a practical consequence, our analysis simplifies hyperparameter tuning from a two-dimensional to a one-dimensional search, substantially reducing the computational burden. Experiments on diverse datasets, including UCI datasets and the large-scale ClimSim climate dataset, demonstrate significantly improved performance in various calibration tasks.

UAI Conference 2023 Conference Paper

Inference for mark-censored temporal point processes

  • Alex Boyd
  • Yuxin Chang
  • Stephan Mandt
  • Padhraic Smyth

Marked temporal point processes (MTPPs) are a general class of stochastic models for modeling the evolution of events of different types (“marks”) in continuous time. These models have broad applications in areas such as medical data monitoring, financial prediction, user modeling, and communication networks. Of significant practical interest in such problems is the issue of missing or censored data over time. In this paper, we focus on the specific problem of inference for a trained MTPP model when events of certain types are not observed over a period of time during prediction. We introduce the concept of mark-censored sub-processes and use this framework to develop a novel marginalization technique for inference in the presence of censored marks. The approach is model-agnostic and applicable to any MTPP model with a well-defined intensity function. We illustrate the flexibility and utility of the method in the context of both parametric and neural MTPP models, with results across a range of datasets including data from simulated Hawkes processes, self-correcting processes, and multiple real-world event datasets.

NeurIPS Conference 2022 Conference Paper

Predictive Querying for Autoregressive Neural Sequence Models

  • Alex Boyd
  • Samuel Showalter
  • Stephan Mandt
  • Padhraic Smyth

In reasoning about sequential events it is natural to pose probabilistic queries such as “when will event A occur next” or “what is the probability of A occurring before B”, with applications in areas such as user modeling, language models, medicine, and finance. These types of queries are complex to answer compared to next-event prediction, particularly for neural autoregressive models such as recurrent neural networks and transformers. This is in part due to the fact that future querying involves marginalization over large path spaces, which is not straightforward to do efficiently in such models. In this paper we introduce a general typology for predictive queries in neural autoregressive sequence models and show that such queries can be systematically represented by sets of elementary building blocks. We leverage this typology to develop new query estimation methods based on beam search, importance sampling, and hybrids. Across four large-scale sequence datasets from different application domains, as well as for the GPT-2 language model, we demonstrate the ability to make query answering tractable for arbitrary queries in exponentially-large predictive path-spaces, and find clear differences in cost-accuracy tradeoffs between search and sampling methods.

ICML Conference 2022 Conference Paper

Structured Stochastic Gradient MCMC

  • Antonios Alexos
  • Alex Boyd
  • Stephan Mandt

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is a scalable algorithm for asymptotically exact Bayesian inference in parameter-rich models, such as Bayesian neural networks. However, since mixing can be slow in high dimensions, practitioners often resort to variational inference (VI). Unfortunately, VI makes strong assumptions on both the factorization and functional form of the posterior. To relax these assumptions, this work proposes a new non-parametric variational inference scheme that combines ideas from both SGMCMC and coordinate-ascent VI. The approach relies on a new Langevin-type algorithm that operates on a "self-averaged" posterior energy function, where parts of the latent variables are averaged over samples from earlier iterations of the Markov chain. This way, statistical dependencies between coordinates can be broken in a controlled way, allowing the chain to mix faster. This scheme can be further modified in a "dropout" manner, leading to even more scalability. We test our scheme for ResNet-20 on CIFAR-10, SVHN, and FMNIST. In all cases, we find improvements in convergence speed and/or final accuracy compared to SGMCMC and parametric VI.

NeurIPS Conference 2021 Conference Paper

Detecting and Adapting to Irregular Distribution Shifts in Bayesian Online Learning

  • Aodong Li
  • Alex Boyd
  • Padhraic Smyth
  • Stephan Mandt

We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts and adapt the model to the detected changes by integrating ideas from change point detection, switching dynamical systems, and Bayesian online learning. Using a binary ‘change variable, ’ we construct an informative prior such that--if a change is detected--the model partially erases the information of past model updates by tempering to facilitate adaptation to the new data distribution. Furthermore, the approach uses beam search to track multiple change-point hypotheses and selects the most probable one in hindsight. Our proposed method is model-agnostic, applicable in both supervised and unsupervised learning settings, suitable for an environment of concept drifts or covariate drifts, and yields improvements over state-of-the-art Bayesian online learning approaches.

NeurIPS Conference 2020 Conference Paper

User-Dependent Neural Sequence Models for Continuous-Time Event Data

  • Alex Boyd
  • Robert Bamler
  • Stephan Mandt
  • Padhraic Smyth

Continuous-time event data are common in applications such as individual behavior data, financial transactions, and medical health records. Modeling such data can be very challenging, in particular for applications with many different types of events, since it requires a model to predict the event types as well as the time of occurrence. Recurrent neural networks that parameterize time-varying intensity functions are the current state-of-the-art for predictive modeling with such data. These models typically assume that all event sequences come from the same data distribution. However, in many applications event sequences are generated by different sources, or users, and their characteristics can be very different. In this paper, we extend the broad class of neural marked point process models to mixtures of latent embeddings, where each mixture component models the characteristic traits of a given user. Our approach relies on augmenting these models with a latent variable that encodes user characteristics, represented by a mixture model over user behavior that is trained via amortized variational inference. We evaluate our methods on four large real-world datasets and demonstrate systematic improvements from our approach over existing work for a variety of predictive metrics such as log-likelihood, next event ranking, and source-of-sequence identification.