Arno Solin

TMLR Journal 2026 Journal Article

Sequential Causal Discovery with Noisy Language Model Priors

• Prakhar Verma
• David Arbour
• Sunav Choudhary
• Harshita Chopra
• Arno Solin
• Atanu R. Sinha

Causal discovery from observational data typically assumes access to complete data and availability of perfect domain experts. In practice, data often arrive in batches, are subject to sampling bias, and expert knowledge is scarce. Language Models (LMs) offer a surrogate for expert knowledge but suffer from hallucinations, inconsistencies, and bias. We present a hybrid framework that bridges these gaps by adaptively integrating sequential batch data with LM-derived noisy, expert knowledge while accounting for both data-induced and LM-induced biases. We propose a representation shift from Directed Acyclic Graph (DAG) to Partial Ancestral Graph (PAG), that accommodates ambiguities within a coherent framework, allowing grounding the global LM knowledge in local observational data. To guide LM interactions, we use a sequential optimization scheme that adaptively queries the most informative edges. Across varied datasets and LMs, we outperform prior work in structural accuracy and extend to parameter estimation, showing robustness to LM noise.

UAI Conference 2025 Conference Paper

Approximate Bayesian Inference via Bitstring Representations

• Aleksanteri M. Sladek
• Martin Trapp 0001
• Arno Solin

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these representations, effectively enabling us to learn a continuous distribution using discrete parameters. We consider both 2D densities and quantized neural networks, where we introduce a tractable learning approach using probabilistic circuits. This method offers a scalable solution to manage complex distributions and provides clear insights into model behavior. We validate our approach with various models, demonstrating inference efficiency without sacrificing accuracy. This work advances scalable, interpretable machine learning by utilizing discrete approximations for probabilistic computations.

ICLR Conference 2025 Conference Paper

Discrete Codebook World Models for Continuous Control

• Aidan Scannell
• Mohammadreza Nakhaeinezhadfard
• Kalle Kujanpää
• Yi Zhao 0014
• Kevin Sebastian Luck
• Arno Solin
• Joni Pajarinen

In reinforcement learning (RL), world models serve as internal simulators, enabling agents to predict environment dynamics and future outcomes in order to make informed decisions. While previous approaches leveraging discrete latent spaces, such as DreamerV3, have demonstrated strong performance in discrete action settings and visual control tasks, their comparative performance in state-based continuous control remains underexplored. In contrast, methods with continuous latent spaces, such as TD-MPC2, have shown notable success in state-based continuous control benchmarks. In this paper, we demonstrate that modeling discrete latent states has benefits over continuous latent states and that discrete codebook encodings are more effective representations for continuous control, compared to alternative encodings, such as one-hot and label-based encodings. Based on these insights, we introduce DCWM: Discrete Codebook World Model, a self-supervised world model with a discrete and stochastic latent space, where latent states are codes from a codebook. We combine DCWM with decision-time planning to get our model-based RL algorithm, named DC-MPC: Discrete Codebook Model Predictive Control, which performs competitively against recent state-of-the-art algorithms, including TD-MPC2 and DreamerV3, on continuous control benchmarks.

ICLR Conference 2025 Conference Paper

Equivariant Denoisers Cannot Copy Graphs: Align Your Graph Diffusion Models

• Najwa Laabid
• Severi Rissanen
• Markus Heinonen
• Arno Solin
• Vikas K. Garg 0001

Graph diffusion models, dominant in graph generative modeling, remain underexplored for graph-to-graph translation tasks like chemical reaction prediction. We demonstrate that standard permutation equivariant denoisers face fundamental limitations in these tasks due to their inability to break symmetries in noisy inputs. To address this, we propose \emph{aligning} input and target graphs to break input symmetries while preserving permutation equivariance in non-matching graph portions. Using retrosynthesis (i.e., the task of predicting precursors for synthesis of a given target molecule) as our application domain, we show how alignment dramatically improves discrete diffusion model performance from $5$\% to a SOTA-matching $54.7$\% top-1 accuracy. Code is available at https://github.com/Aalto-QuML/DiffAlign.

ICLR Conference 2025 Conference Paper

Free Hunch: Denoiser Covariance Estimation for Diffusion Models Without Extra Costs

• Severi Rissanen
• Markus Heinonen
• Arno Solin

The covariance for clean data given a noisy observation is an important quantity in many training-free guided generation methods for diffusion models. Current methods require heavy test-time computation, altering the standard diffusion training process or denoiser architecture, or making heavy approximations. We propose a new framework that sidesteps these issues by using covariance information that is available for free from training data and the curvature of the generative trajectory, which is linked to the covariance through the second-order Tweedie's formula. We integrate these sources of information using (i) a novel method to transfer covariance estimates across noise levels and (ii) low-rank updates in a given noise level. We validate the method on linear inverse problems, where it outperforms recent baselines, especially with fewer diffusion steps.

TMLR Journal 2025 Journal Article

Heterophily-informed Message Passing

• Haishan Wang
• Arno Solin
• Vikas K Garg

Graph neural networks (GNNs) are known to be vulnerable to oversmoothing due to their implicit homophily assumption. We mitigate this problem with a novel scheme that regulates the aggregation of messages, modulating the type and extent of message passing locally thereby preserving both the low and high-frequency components of information. Our approach relies solely on learnt embeddings, obviating the need for auxiliary labels, thus extending the benefits of heterophily-aware embeddings to broader applications, e.g. generative modelling. Our experiments, conducted across various data sets and GNN architectures, demonstrate performance enhancements and reveal heterophily patterns across standard classification benchmarks. Furthermore, application to molecular generation showcases notable performance improvements on chemoinformatics benchmarks.

ICML Conference 2025 Conference Paper

Progressive Tempering Sampler with Diffusion

• Severi Rissanen
• Ruikang Ouyang
• Jiajun He 0003
• Wenlin Chen
• Markus Heinonen
• Arno Solin
• José Miguel Hernández-Lobato

Recent research has focused on designing neural samplers that amortize the process of sampling from unnormalized densities. However, despite significant advancements, they still fall short of the state-of-the-art MCMC approach, Parallel Tempering (PT), when it comes to the efficiency of target evaluations. On the other hand, unlike a well-trained neural sampler, PT yields only dependent samples and needs to be rerun—at considerable computational cost—whenever new samples are required. To address these weaknesses, we propose the Progressive Tempering Sampler with Diffusion (PTSD), which trains diffusion models sequentially across temperatures, leveraging the advantages of PT to improve the training of neural samplers. We also introduce a novel method to combine high-temperature diffusion models to generate approximate lower-temperature samples, which are minimally refined using MCMC and used to train the next diffusion model. PTSD enables efficient reuse of sample information across temperature levels while generating well-mixed, uncorrelated samples. Our method significantly improves target evaluation efficiency, outperforming diffusion-based neural samplers.

ICLR Conference 2025 Conference Paper

Streamlining Prediction in Bayesian Deep Learning

• Rui Li 0001
• Marcus Klasson
• Arno Solin
• Martin Trapp 0001

The rising interest in Bayesian deep learning (BDL) has led to a plethora of methods for estimating the posterior distribution. However, efficient computation of inferences, such as predictions, has been largely overlooked with Monte Carlo integration remaining the standard. In this work we examine streamlining prediction in BDL through a single forward pass without sampling. For this, we use local linearisation of activation functions and local Gaussian approximations at linear layers. Thus allowing us to analytically compute an approximation of the posterior predictive distribution. We showcase our approach for both MLP and transformers, such as ViT and GPT-2, and assess its performance on regression and classification tasks. Open-source library: https://github.com/AaltoML/SUQ.

TMLR Journal 2024 Journal Article

Exploiting Hankel-Toeplitz Structures for Fast Computation of Kernel Precision Matrices

• Frida Marie Viset
• Anton Kullberg
• Frederiek Wesel
• Arno Solin

The Hilbert-space Gaussian process (HGP) approach offers a hyperparameter-independent basis function approximation for speeding up Gaussian process (GP) inference by projecting the GP onto $M$ basis functions. These properties result in a favorable data-independent $\mathcal{O}(M^3)$ computational complexity during hyperparameter optimization but require a dominating one-time precomputation of the precision matrix costing $\mathcal{O}(NM^2)$ operations. In this paper, we lower this dominating computational complexity to $\mathcal{O}(NM)$ with no additional approximations. We can do this because we realize that the precision matrix can be split into a sum of Hankel-Toeplitz matrices, each having $\mathcal{O}(M)$ unique entries. Based on this realization we propose computing only these unique entries at $\mathcal{O}(NM)$ costs. Further, we develop two theorems that prescribe sufficient conditions for the complexity reduction to hold generally for a wide range of other approximate GP models, such as the Variational Fourier features approach. The two theorems do this with no assumptions on the data and no additional approximations of the GP models themselves. Thus, our contribution provides a pure speed-up of several existing, widely used, GP approximations, without further approximations

ICLR Conference 2024 Conference Paper

Function-space Parameterization of Neural Networks for Sequential Learning

• Aidan Scannell
• Riccardo Mereu
• Paul Edmund Chang
• Ella Tamir
• Joni Pajarinen
• Arno Solin

Sequential learning paradigms pose challenges for gradient-based deep learning due to difficulties incorporating new data and retaining prior knowledge. While Gaussian processes elegantly tackle these problems, they struggle with scalability and handling rich inputs, such as images. To address these issues, we introduce a technique that converts neural networks from weight space to function space, through a dual parameterization. Our parameterization offers: (*i*) a way to scale function-space methods to large data sets via sparsification, (*ii*) retention of prior knowledge when access to past data is limited, and (*iii*) a mechanism to incorporate new data without retraining. Our experiments demonstrate that we can retain knowledge in continual learning and incorporate new data efficiently. We further show its strengths in uncertainty quantification and guiding exploration in model-based RL. Further information and code is available on the project website.

NeurIPS Conference 2024 Conference Paper

Physics-Informed Variational State-Space Gaussian Processes

• Oliver Hamelijnck
• Arno Solin
• Theodoros Damoulas

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models. Gaussian processes (GPs) are particularly suited to this task as they can model complex, non-linear phenomena whilst incorporating prior knowledge and quantifying uncertainty. Current approaches have found some success but are limited as they either achieve poor computational scalings or focus only on the temporal setting. This work addresses these issues by introducing a variational spatio-temporal state-space GP that handles linear and non-linear physical constraints while achieving efficient linear-in-time computation costs. We demonstrate our methods in a range of synthetic and real-world settings and outperform the current state-of-the-art in both predictive and computational performance.

ICLR Conference 2024 Conference Paper

Subtractive Mixture Models via Squaring: Representation and Learning

• Lorenzo Loconte
• Aleksanteri M. Sladek
• Stefan Mengel
• Martin Trapp 0001
• Arno Solin
• Nicolas Gillis
• Antonio Vergari

Mixture models are traditionally represented and learned by adding several distributions as components. Allowing mixtures to subtract probability mass or density can drastically reduce the number of components needed to model complex distributions. However, learning such subtractive mixtures while ensuring they still encode a non-negative function is challenging. We investigate how to learn and perform inference on deep subtractive mixtures by squaring them. We do this in the framework of probabilistic circuits, which enable us to represent tensorized mixtures and generalize several other subtractive models. We theoretically prove that the class of squared circuits allowing subtractions can be exponentially more expressive than traditional additive mixtures; and, we empirically show this increased expressiveness on a series of real-world distribution estimation tasks.

JMLR Journal 2023 Journal Article

Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees

• William J. Wilkinson
• Simo Särkkä
• Arno Solin

We formulate natural gradient variational inference (VI), expectation propagation (EP), and posterior linearisation (PL) as extensions of Newton's method for optimising the parameters of a Bayesian posterior distribution. This viewpoint explicitly casts inference algorithms under the framework of numerical optimisation. We show that common approximations to Newton's method from the optimisation literature, namely Gauss-Newton and quasi-Newton methods (e.g., the BFGS algorithm), are still valid under this 'Bayes-Newton' framework. This leads to a suite of novel algorithms which are guaranteed to result in positive semi-definite (PSD) covariance matrices, unlike standard VI and EP. Our unifying viewpoint provides new insights into the connections between various inference schemes. All the presented methods apply to any model with a Gaussian prior and non-conjugate likelihood, which we demonstrate with (sparse) Gaussian processes and state space models. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2023. ( edit, beta )

ICLR Conference 2023 Conference Paper

Generative Modelling with Inverse Heat Dissipation

• Severi Rissanen
• Markus Heinonen
• Arno Solin

While diffusion models have shown great success in image generation, their noise-inverting generative process does not explicitly consider the structure of images, such as their inherent multi-scale nature. Inspired by diffusion models and the empirical success of coarse-to-fine modelling, we propose a new diffusion-like model that generates images through stochastically reversing the heat equation, a PDE that locally erases fine-scale information when run over the 2D plane of the image. We interpret the solution of the forward heat equation with constant additive noise as a variational approximation in the diffusion latent variable model. Our new model shows emergent qualitative properties not seen in standard diffusion models, such as disentanglement of overall colour and shape in images. Spectral analysis on natural images highlights connections to diffusion models and reveals an implicit coarse-to-fine inductive bias in them.

ICML Conference 2023 Conference Paper

Improving Hyperparameter Learning under Approximate Inference in Gaussian Process Models

• Rui Li
• S. T. John
• Arno Solin

Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between variational inference (VI) and the learning target. While VI’s lower bound to the marginal likelihood is a suitable objective for inferring the approximate posterior, we show that a direct approximation of the marginal likelihood as in Expectation Propagation (EP) is a better learning objective for hyperparameter optimization. We design a hybrid training procedure to bring the best of both worlds: it leverages conjugate-computation VI for inference and uses an EP-like marginal likelihood approximation for hyperparameter learning. We compare VI, EP, Laplace approximation, and our proposed training procedure and empirically demonstrate the effectiveness of our proposal across a wide range of data sets.

ICML Conference 2023 Conference Paper

Memory-Based Dual Gaussian Processes for Sequential Learning

• Paul Edmund Chang
• Prakhar Verma
• S. T. John
• Arno Solin
• Mohammad Emtiyaz Khan

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior, hyperparameters, and inducing points, making accurate learning challenging. Here, we present a method to keep all such errors in check using the recently proposed dual sparse variational GP. Our method enables accurate inference for generic likelihoods and improves learning by actively building and updating a memory of past data. We demonstrate its effectiveness in several applications involving Bayesian optimization, active learning, and continual learning.

UAI Conference 2023 Conference Paper

MixupE: Understanding and improving Mixup from directional derivative perspective

• Yingtian Zou
• Vikas Verma
• Sarthak Mittal
• Wai Hoh Tang
• Hieu Pham 0001
• Juho Kannala
• Yoshua Bengio
• Arno Solin

Mixup is a popular data augmentation technique for training deep neural networks where additional samples are generated by linearly interpolating pairs of inputs and their labels. This technique is known to improve the generalization performance in many learning paradigms and applications. In this work, we first analyze Mixup and show that it implicitly regularizes infinitely many directional derivatives of all orders. Based on this new insight, we propose an improved version of Mixup, theoretically justified to deliver better generalization performance than the vanilla Mixup. To demonstrate the effectiveness of the proposed method, we conduct experiments across various domains such as images, tabular data, speech, and graphs. Our results show that the proposed method improves Mixup across multiple datasets using a variety of architectures, for instance, exhibiting an improvement over Mixup by 0. 8% in ImageNet top-1 accuracy.

TMLR Journal 2023 Journal Article

Transport with Support: Data-Conditional Diffusion Bridges

• Ella Tamir
• Martin Trapp
• Arno Solin

The dynamic Schrödinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient iterative solvers. Recent works have demonstrated state-of-the-art results (eg., in modelling single-cell embryo RNA sequences or sampling from complex posteriors) but are limited to learning bridges with only initial and terminal constraints. Our work extends this paradigm by proposing the Iterative Smoothing Bridge (ISB). We integrate Bayesian filtering and optimal control into learning the diffusion process, enabling the generation of constrained stochastic processes governed by sparse observations at intermediate stages and terminal constraints. We assess the effectiveness of our method on synthetic and real-world data generation tasks and we show that the ISB generalises well to high-dimensional data, is computationally efficient, and provides accurate estimates of the marginals at intermediate and terminal times.

UAI Conference 2021 Conference Paper

Combining pseudo-point and state space approximations for sum-separable Gaussian Processes

• Will Tebbutt
• Arno Solin
• Richard E. Turner

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support large numbers of off-the-grid spatial data-points and long time-series which is a hallmark of many applications. Pseudo-point approximations, one of the gold-standard methods for scaling GPs to large data sets, are well suited for handling off-the-grid spatial data. However, they cannot handle long temporal observation horizons effectively reverting to cubic computational scaling in the time dimension. State space GP approximations are well suited to handling temporal data, if the temporal GP prior admits a Markov form, leading to linear complexity in the number of temporal observations, but have a cubic spatial cost and cannot handle off-the-grid spatial data. In this work we show that there is a simple and elegant way to combine pseudo-point methods with the state space GP approximation framework to get the best of both worlds. The approach hinges on a surprising conditional independence property which applies to space–time separable GPs. We demonstrate empirically that the combined approach is more scalable and applicable to a greater range of spatio-temporal problems than either method on its own.

NeurIPS Conference 2021 Conference Paper

Dual Parameterization of Sparse Variational Gaussian Processes

• Vincent ADAM
• Paul Chang
• Mohammad Emtiyaz Khan
• Arno Solin

Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual parameterization where each data example is assigned dual parameters, similarly to site parameters used in expectation propagation. Our dual parameterization speeds-up inference using natural gradient descent, and provides a tighter evidence lower bound for hyperparameter learning. The approach has the same memory cost as the current SVGP methods, but it is faster and more accurate.

AAAI Conference 2021 Conference Paper

Gaussian Process Priors for View-Aware Inference

• Yuxin Hou
• Ari Heljakka
• Arno Solin

While frame-independent predictions with deep neural networks have become the prominent solutions to many computer vision tasks, the potential benefits of utilizing correlations between frames have received less attention. Even though probabilistic machine learning provides the ability to encode correlation as prior knowledge for inference, there is a tangible gap between the theory and practice of applying probabilistic methods to modern vision problems. For this, we derive a principled framework to combine information coupling between camera poses (translation and orientation) with deep models. We proposed a novel view kernel that generalizes the standard periodic kernel in SO(3). We show how this softprior knowledge can aid several pose-related vision tasks like novel view synthesis and predict arbitrary points in the latent space of generative models, pointing towards a range of new applications for inter-frame reasoning.

NeurIPS Conference 2021 Conference Paper

Periodic Activation Functions Induce Stationarity

• Lassi Meronen
• Martin Trapp
• Arno Solin

Neural network models are known to reinforce hidden data biases, making them unreliable and difficult to interpret. We seek to build models that `know what they do not know' by introducing inductive biases in the function space. We show that periodic activation functions in Bayesian neural networks establish a connection between the prior on the network weights and translation-invariant, stationary Gaussian process priors. Furthermore, we show that this link goes beyond sinusoidal (Fourier) activations by also covering triangular wave and periodic ReLU activation functions. In a series of experiments, we show that periodic activation functions obtain comparable performance for in-domain data and capture sensitivity to perturbed inputs in deep neural networks for out-of-domain detection.

NeurIPS Conference 2021 Conference Paper

Scalable Inference in SDEs by Direct Matching of the Fokker–Planck–Kolmogorov Equation

• Arno Solin
• Ella Tamir
• Prakhar Verma

Simulation-based techniques such as variants of stochastic Runge–Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and non-parametric models, and neural SDEs. Stochastic Runge–Kutta relies on the use of sampling schemes that can be inefficient in high dimensions. We address this issue by revisiting the classical SDE literature and derive direct approximations to the (typically intractable) Fokker–Planck–Kolmogorov equation by matching moments. We show how this workflow is fast, scales to high-dimensional latent spaces, and is applicable to scarce-data applications, where a non-parametric SDE with a driving Gaussian process velocity field specifies the model.

NeurIPS Conference 2021 Conference Paper

Spatio-Temporal Variational Gaussian Processes

• Oliver Hamelijnck
• William Wilkinson
• Niki Loppi
• Arno Solin
• Theodoros Damoulas

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with respect to time. Our natural gradient approach enables application of parallel filtering and smoothing, further reducing the temporal span complexity to be logarithmic in the number of time steps. We derive a sparse approximation that constructs a state-space model over a reduced set of spatial inducing points, and show that for separable Markov kernels the full and sparse cases exactly recover the standard variational GP, whilst exhibiting favourable computational properties. To further improve the spatial scaling we propose a mean-field assumption of independence between spatial locations which, when coupled with sparsity and parallelisation, leads to an efficient and accurate method for large spatio-temporal problems.

NeurIPS Conference 2020 Conference Paper

Deep Automodulators

• Ari Heljakka
• Yuxin Hou
• Juho Kannala
• Arno Solin

We introduce a new category of generative autoencoders called automodulators. These networks can faithfully reproduce individual real-world input images like regular autoencoders, but also generate a fused sample from an arbitrary combination of several such images, allowing instantaneous "style-mixing" and other new applications. An automodulator decouples the data flow of decoder operations from statistical properties thereof and uses the latent vector to modulate the former by the latter, with a principled approach for mutual disentanglement of decoder layers. Prior work has explored similar decoder architecture with GANs, but their focus has been on random sampling. A corresponding autoencoder could operate on real input images. For the first time, we show how to train such a general-purpose model with sharp outputs in high resolution, using novel training techniques, demonstrated on four image data sets. Besides style-mixing, we show state-of-the-art results in autoencoder comparison, and visual image quality nearly indistinguishable from state-of-the-art GANs. We expect the automodulator variants to become a useful building block for image applications and other data domains.

ICML Conference 2020 Conference Paper

Scalable Exact Inference in Multi-Output Gaussian Processes

• Wessel P. Bruinsma
• Eric Perim
• Will Tebbutt
• J. Scott Hosking
• Arno Solin
• Richard E. Turner

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their computational scaling $O(n^3 p^3)$, which is cubic in the number of both inputs $n$ (e. g. , time points or locations) and outputs $p$. For this reason, a popular class of MOGPs assumes that the data live around a low-dimensional linear subspace, reducing the complexity to $O(n^3 m^3)$. However, this cost is still cubic in the dimensionality of the subspace $m$, which is still prohibitively expensive for many applications. We propose the use of a sufficient statistic of the data to accelerate inference and learning in MOGPs with orthogonal bases. The method achieves linear scaling in $m$ in practice, allowing these models to scale to large $m$ without sacrificing significant expressivity or requiring approximation. This advance opens up a wide range of real-world tasks and can be combined with existing GP approximations in a plug-and-play way. We demonstrate the efficacy of the method on various synthetic and real-world data sets.

ICML Conference 2020 Conference Paper

State Space Expectation Propagation: Efficient Inference Schemes for Temporal Gaussian Processes

• William J. Wilkinson
• Paul Edmund Chang
• Michael Riis Andersen
• Arno Solin

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.

NeurIPS Conference 2020 Conference Paper

Stationary Activations for Uncertainty Calibration in Deep Learning

• Lassi Meronen
• Christabella Irwanto
• Arno Solin

We introduce a new family of non-linear neural network activation functions that mimic the properties induced by the widely-used Mat\'ern family of kernels in Gaussian process (GP) models. This class spans a range of locally stationary models of various degrees of mean-square differentiability. We show an explicit link to the corresponding GP models in the case that the network consists of one infinitely wide hidden layer. In the limit of infinite smoothness the Mat\'ern family results in the RBF kernel, and in this case we recover RBF activations. Mat\'ern activation functions result in similar appealing properties to their counterparts in GP models, and we demonstrate that the local stationarity property together with limited mean-square differentiability shows both good performance and uncertainty calibration in Bayesian deep learning tasks. In particular, local stationarity helps calibrate out-of-distribution (OOD) uncertainty. We demonstrate these properties on classification and regression benchmarks and a radar emitter classification task.

ICML Conference 2019 Conference Paper

End-to-End Probabilistic Inference for Nonstationary Audio Analysis

• William J. Wilkinson
• Michael Riis Andersen
• Joshua D. Reiss
• Dan Stowell
• Arno Solin

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.

NeurIPS Conference 2018 Conference Paper

Infinite-Horizon Gaussian Processes

• Arno Solin
• James Hensman
• Richard Turner

Gaussian processes provide a flexible framework for forecasting, removing noise, and interpreting long temporal datasets. State space modelling (Kalman filtering) enables these non-parametric models to be deployed on long datasets by reducing the complexity to linear in the number of data points. The complexity is still cubic in the state dimension m which is an impediment to practical application. In certain special cases (Gaussian likelihood, regular spacing) the GP posterior will reach a steady posterior state when the data are very long. We leverage this and formulate an inference scheme for GPs with general likelihoods, where inference is based on single-sweep EP (assumed density filtering). The infinite-horizon model tackles the cubic cost in the state dimensionality and reduces the cost in the state dimension m to O(m^2) per data point. The model is extended to online-learning of hyperparameters. We show examples for large finite-length modelling problems, and present how the method runs in real-time on a smartphone on a continuous data stream updated at 100 Hz.

ICML Conference 2018 Conference Paper

State Space Gaussian Processes with Non-Gaussian Likelihood

• Hannes Nickisch
• Arno Solin
• Alexander Grigorevskiy

We provide a comprehensive overview and tooling for GP modelling with non-Gaussian likelihoods using state space methods. The state space formulation allows for solving one-dimensonal GP models in O(n) time and memory complexity. While existing literature has focused on the connection between GP regression and state space methods, the computational primitives allowing for inference using general likelihoods in combination with the Laplace approximation (LA), variational Bayes (VB), and assumed density filtering (ADF) / expectation propagation (EP) schemes has been largely overlooked. We present means of combining the efficient O(n) state space methodology with existing inference methods. We also furher extend existing methods, and provide unifying code implementing all approaches.

JMLR Journal 2018 Journal Article

Variational Fourier Features for Gaussian Processes

• James Hensman
• Nicolas Durrande
• Arno Solin

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of the variational approach but with the representational power and computational scalability of spectral representations. The work hinges on a key result that there exist spectral features related to a finite domain of the Gaussian process which exhibit almost-independent covariances. We derive these expressions for Matérn kernels in one dimension, and generalize to more dimensions using kernels with specific structures. Under the assumption of additive Gaussian noise, our method requires only a single pass through the data set, making for very fast and accurate computation. We fit a model to 4 million training points in just a few minutes on a standard laptop. With non- conjugate likelihoods, our MCMC scheme reduces the cost of computation from $\mathcal{O}(NM^2)$ (for a sparse Gaussian process) to $\mathcal{O}(NM)$ per iteration, where $N$ is the number of data and $M$ is the number of features. [abs] [ pdf ][ bib ] &copy JMLR 2018. ( edit, beta )

YNIMG Journal 2012 Journal Article

Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER

• Simo Särkkä
• Arno Solin
• Aapo Nummenmaa
• Aki Vehtari
• Toni Auranen
• Simo Vanni
• Fa-Hsuan Lin