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Christopher Yau

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11 papers

2 author rows

AAAI Conference 2026 Conference Paper

Hybrid Restricted Master Problem for Boolean Matrix Factorisation

Ellen Visscher
Michael Forbes
Christopher Yau

We present bfact, a Python package for performing accurate low-rank Boolean matrix factorisation (BMF). bfact uses a hybrid combinatorial optimisation approach based on a priori candidate factors generated from clustering algorithms. It selects the best disjoint factors before performing either a second combinatorial or heuristic algorithm to recover the BMF. We show that bfact does particularly well at estimating the true rank of matrices in simulated settings. In real benchmarks, using a collation of single-cell RNA-sequencing datasets from the Human Lung Cell Atlas, we show that bfact achieves strong signal recovery, with a much lower rank.

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TMLR Journal 2025 Journal Article

Continual learning via probabilistic exchangeable sequence modelling

Hanwen Xing
Christopher Yau

Continual learning (CL) refers to the ability to continuously learn and accumulate new knowledge while retaining useful information from past experiences. Although numerous CL methods have been proposed in recent years, it is not straightforward to deploy them directly to real-world decision-making problems due to their computational cost and lack of uncertainty quantification. To address these issues, we propose CL-BRUNO, a probabilistic, Neural Process-based CL model that performs scalable and tractable Bayesian update and prediction via probabilistic exchangeable sequence modelling. Our proposed approach uses deep-generative models to create a unified Bayesian probabilistic framework capable of handling different types of CL problems such as task- and class-incremental learning by modelling data from different tasks as sequences of exchangeable random variables, allowing users to integrate information across different CL scenarios efficiently using a single model, and give easy-to-interpret probabilistic predictions without the need of training or maintaining separate classifiers. Our approach is able to prevent catastrophic forgetting through distributional and functional regularisation without the need of retaining any previously seen samples, making it appealing to applications where data privacy or storage capacity is of concern. Experiments show that CL-BRUNO outperforms existing methods on both natural image and biomedical data sets, confirming its effectiveness in real-world applications.

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NeurIPS Conference 2025 Conference Paper

DoseSurv: Predicting Personalized Survival Outcomes under Continuous-Valued Treatments

Moritz Gögl
Yu Liu
Christopher Yau
Peter Watkinson
Tingting Zhu

Estimating heterogeneous treatment effects (HTEs) of continuous-valued interventions on survival, that is, time-to-event (TTE) outcomes, is crucial in various fields, notably in clinical decision-making and in driving the advancement of next-generation clinical trials. However, while HTE estimation for continuous-valued (i. e. , dosage-dependent) interventions and for TTE outcomes have been separately explored, their combined application remains largely overlooked in the machine learning literature. We propose DoseSurv, a varying-coefficient network designed to estimate HTEs for different dosage-dependent and non-dosage treatment options from TTE data. DoseSurv uses radial basis functions to model continuity in dose-response relationships and learns balanced representations to address covariate shifts arising in HTE estimation from observational TTE data. We present experiments across various treatment scenarios on both simulated and real-world data, demonstrating DoseSurv's superior performance over existing baseline models.

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NeurIPS Conference 2022 Conference Paper

A Multi-Resolution Framework for U-Nets with Applications to Hierarchical VAEs

Fabian Falck
Christopher Williams
Dominic Danks
George Deligiannidis
Christopher Yau
Chris C Holmes
Arnaud Doucet
Matthew Willetts

U-Net architectures are ubiquitous in state-of-the-art deep learning, however their regularisation properties and relationship to wavelets are understudied. In this paper, we formulate a multi-resolution framework which identifies U-Nets as finite-dimensional truncations of models on an infinite-dimensional function space. We provide theoretical results which prove that average pooling corresponds to projection within the space of square-integrable functions and show that U-Nets with average pooling implicitly learn a Haar wavelet basis representation of the data. We then leverage our framework to identify state-of-the-art hierarchical VAEs (HVAEs), which have a U-Net architecture, as a type of two-step forward Euler discretisation of multi-resolution diffusion processes which flow from a point mass, introducing sampling instabilities. We also demonstrate that HVAEs learn a representation of time which allows for improved parameter efficiency through weight-sharing. We use this observation to achieve state-of-the-art HVAE performance with half the number of parameters of existing models, exploiting the properties of our continuous-time formulation.

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ICML Conference 2021 Conference Paper

BasisDeVAE: Interpretable Simultaneous Dimensionality Reduction and Feature-Level Clustering with Derivative-Based Variational Autoencoders

Dominic Danks
Christopher Yau

The Variational Autoencoder (VAE) performs effective nonlinear dimensionality reduction in a variety of problem settings. However, the black-box neural network decoder function typically employed limits the ability of the decoder function to be constrained and interpreted, making the use of VAEs problematic in settings where prior knowledge should be embedded within the decoder. We present DeVAE, a novel VAE-based model with a derivative-based forward mapping, allowing for greater control over decoder behaviour via specification of the decoder function in derivative space. Additionally, we show how DeVAE can be paired with a sparse clustering prior to create BasisDeVAE and perform interpretable simultaneous dimensionality reduction and feature-level clustering. We demonstrate the performance and scalability of the DeVAE and BasisDeVAE models on synthetic and real-world data and present how the derivative-based approach allows for expressive yet interpretable forward models which respect prior knowledge.

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NeurIPS Conference 2021 Conference Paper

Multi-Facet Clustering Variational Autoencoders

Fabian Falck
Haoting Zhang
Matthew Willetts
George Nicholson
Christopher Yau
Chris C Holmes

Work in deep clustering focuses on finding a single partition of data. However, high-dimensional data, such as images, typically feature multiple interesting characteristics one could cluster over. For example, images of objects against a background could be clustered over the shape of the object and separately by the colour of the background. In this paper, we introduce Multi-Facet Clustering Variational Autoencoders (MFCVAE), a novel class of variational autoencoders with a hierarchy of latent variables, each with a Mixture-of-Gaussians prior, that learns multiple clusterings simultaneously, and is trained fully unsupervised and end-to-end. MFCVAE uses a progressively-trained ladder architecture which leads to highly stable performance. We provide novel theoretical results for optimising the ELBO analytically with respect to the categorical variational posterior distribution, correcting earlier influential theoretical work. On image benchmarks, we demonstrate that our approach separates out and clusters over different aspects of the data in a disentangled manner. We also show other advantages of our model: the compositionality of its latent space and that it provides controlled generation of samples.

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ICML Conference 2019 Conference Paper

Decomposing feature-level variation with Covariate Gaussian Process Latent Variable Models

Kaspar Märtens
Kieran R. Campbell
Christopher Yau

The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not be sufficient to aid interpretation on their own, and it would be desirable to interpret the model in terms of the original features themselves. Our goal is to characterise how feature-level variation depends on latent low-dimensional representations, external covariates, and non-linear interactions between the two. In this paper, we propose to achieve this through a structured kernel decomposition in a hybrid Gaussian Process model which we call the Covariate Gaussian Process Latent Variable Model (c-GPLVM). We demonstrate the utility of our model on simulated examples and applications in disease progression modelling from high-dimensional gene expression data in the presence of additional phenotypes. In each setting we show how the c-GPLVM can extract low-dimensional structures from high-dimensional data sets whilst allowing a breakdown of feature-level variability that is not present in other commonly used dimensionality reduction approaches.

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ICML Conference 2018 Conference Paper

Probabilistic Boolean Tensor Decomposition

Tammo Rukat
Chris C. Holmes
Christopher Yau

Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules Boolean algebra. Here, we present its first probabilistic treatment. We facilitate scalable sampling-based posterior inference by exploitation of the combinatorial structure of the factor conditionals. Maximum a posteriori estimates consistently outperform existing non-probabilistic approaches. We show that our performance gains can partially be explained by convergence to solutions that occupy relatively large regions of the parameter space, as well as by implicit model averaging. Moreover, the Bayesian treatment facilitates model selection with much greater accuracy than the previously suggested minimum description length based approach. We investigate three real-world data sets. First, temporal interaction networks and behavioural data of university students demonstrate the inference of instructive latent patterns. Next, we decompose a tensor with more than 10 Billion data points, indicating relations of gene expression in cancer patients. Not only does this demonstrate scalability, it also provides an entirely novel perspective on relational properties of continuous data and, in the present example, on the molecular heterogeneity of cancer. Our implementation is available on GitHub: https: //github. com/TammoR/LogicalFactorisationMachines

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ICML Conference 2017 Conference Paper

Bayesian Boolean Matrix Factorisation

Tammo Rukat
Chris C. Holmes
Michalis K. Titsias
Christopher Yau

Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a combination of these patterns. We introduce the OrMachine, a probabilistic generative model for Boolean matrix factorisation and derive a Metropolised Gibbs sampler that facilitates efficient parallel posterior inference. On real world and simulated data, our method outperforms all currently existing approaches for Boolean matrix factorisation and completion. This is the first method to provide full posterior inference for Boolean Matrix factorisation which is relevant in applications, e. g. for controlling false positive rates in collaborative filtering and, crucially, improves the interpretability of the inferred patterns. The proposed algorithm scales to large datasets as we demonstrate by analysing single cell gene expression data in 1. 3 million mouse brain cells across 11 thousand genes on commodity hardware.

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NeurIPS Conference 2017 Conference Paper

Testing and Learning on Distributions with Symmetric Noise Invariance

Ho Chung Law
Christopher Yau
Dino Sejdinovic

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that all possible differences between samples are of interest -- discovered differences can be due to different types of measurement noise, data collection artefacts or other irrelevant sources of variability. We propose distances between distributions which encode invariance to additive symmetric noise, aimed at testing whether the assumed true underlying processes differ. Moreover, we construct invariant features of distributions, leading to learning algorithms robust to the impairment of the input distributions with symmetric additive noise.

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NeurIPS Conference 2014 Conference Paper

Hamming Ball Auxiliary Sampling for Factorial Hidden Markov Models

Michalis Titsias RC AUEB
Christopher Yau

We introduce a novel sampling algorithm for Markov chain Monte Carlo-based Bayesian inference for factorial hidden Markov models. This algorithm is based on an auxiliary variable construction that restricts the model space allowing iterative exploration in polynomial time. The sampling approach overcomes limitations with common conditional Gibbs samplers that use asymmetric updates and become easily trapped in local modes. Instead, our method uses symmetric moves that allows joint updating of the latent sequences and improves mixing. We illustrate the application of the approach with simulated and a real data example.

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