Arrow Research search

Author name cluster

Pietro Michiardi

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.

14 papers
2 author rows

Possible papers

14

ICLR Conference 2025 Conference Paper

Information Theoretic Text-to-Image Alignment

  • Chao Wang 0103
  • Giulio Franzese
  • Alessandro Finamore
  • Massimo Gallo
  • Pietro Michiardi

Diffusion models for Text-to-Image (T2I) conditional generation have recently achieved tremendous success. Yet, aligning these models with user’s intentions still involves a laborious trial-and-error process, and this challenging alignment problem has attracted considerable attention from the research community. In this work, instead of relying on fine-grained linguistic analyses of prompts, human annotation, or auxiliary vision-language models, we use Mutual Information (MI) to guide model alignment. In brief, our method uses self-supervised fine-tuning and relies on a point-wise MI estimation between prompts and images to create a synthetic fine-tuning set for improving model alignment. Our analysis indicates that our method is superior to the state-of-the-art, yet it only requires the pre-trained denoising network of the T2I model itself to estimate MI, and a simple fine-tuning strategy that improves alignment while maintaining image quality. Code available at https://github.com/Chao0511/mitune.

ICML Conference 2025 Conference Paper

Learning to Match Unpaired Data with Minimum Entropy Coupling

  • Mustapha Bounoua
  • Giulio Franzese
  • Pietro Michiardi

Multimodal data is a precious asset enabling a variety of downstream tasks in machine learning. However, real-world data collected across different modalities is often not paired, which is a significant challenge to learn a joint distribution. A prominent approach to address the modality coupling problem is Minimum Entropy Coupling (MEC), which seeks to minimize the joint Entropy, while satisfying constraints on the marginals. Existing approaches to the MEC problem focus on finite, discrete distributions, limiting their application for cases involving continuous data. In this work, we propose a novel method to solve the continuous MEC problem, using well-known generative diffusion models that learn to approximate and minimize the joint Entropy through a cooperative scheme, while satisfying a relaxed version of the marginal constraints. We empirically demonstrate that our method, DDMEC, is general and can be easily used to address challenging tasks, including unsupervised single-cell multi-omics data alignment and unpaired image translation, outperforming specialized methods.

ICLR Conference 2024 Conference Paper

MINDE: Mutual Information Neural Diffusion Estimation

  • Giulio Franzese
  • Mustapha Bounoua
  • Pietro Michiardi

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to estimate the KL divergence between two densities as a difference between their score functions. As a by-product, our method also enables the estimation of the entropy of random variables. Armed with such building blocks, we present a general recipe to measure MI, which unfolds in two directions: one uses conditional diffusion process, whereas the other uses joint diffusion processes that allow simultaneous modelling of two random variables. Our results, which derive from a thorough experimental protocol over all the variants of our approach, indicate that our method is more accurate than the main alternatives from the literature, especially for challenging distributions. Furthermore, our methods pass MI self-consistency tests, including data processing and additivity under independence, which instead are a pain-point of existing methods

ICML Conference 2024 Conference Paper

SΩI: Score-based O-INFORMATION Estimation

  • Mustapha Bounoua
  • Giulio Franzese
  • Pietro Michiardi

The analysis of scientific data and complex multivariate systems requires information quantities that capture relationships among multiple random variables. Recently, new information-theoretic measures have been developed to overcome the shortcomings of classical ones, such as mutual information, that are restricted to considering pairwise interactions. Among them, the concept of information synergy and redundancy is crucial for understanding the high-order dependencies between variables. One of the most prominent and versatile measures based on this concept is O-information, which provides a clear and scalable way to quantify the synergy-redundancy balance in multivariate systems. However, its practical application is limited to simplified cases. In this work, we introduce S$\Omega$I, which allows to compute O-information without restrictive assumptions about the system while leveraging a unique model. Our experiments validate our approach on synthetic data, and demonstrate the effectiveness of S$\Omega$I in the context of a real-world use case.

NeurIPS Conference 2023 Conference Paper

Continuous-Time Functional Diffusion Processes

  • Giulio Franzese
  • Giulio Corallo
  • Simone Rossi
  • Markus Heinonen
  • Maurizio Filippone
  • Pietro Michiardi

We introduce Functional Diffusion Processes (FDPs), which generalize score-based diffusion models to infinite-dimensional function spaces. FDPs require a new mathematical framework to describe the forward and backward dynamics, and several extensions to derive practical training objectives. These include infinite-dimensional versions of Girsanov theorem, in order to be able to compute an ELBO, and of the sampling theorem, in order to guarantee that functional evaluations in a countable set of points are equivalent to infinite-dimensional functions. We use FDPs to build a new breed of generative models in function spaces, which do not require specialized network architectures, and that can work with any kind of continuous data. Our results on real data show that FDPs achieve high-quality image generation, using a simple MLP architecture with orders of magnitude fewer parameters than existing diffusion models.

NeurIPS Conference 2023 Conference Paper

One-Line-of-Code Data Mollification Improves Optimization of Likelihood-based Generative Models

  • Ba-Hien Tran
  • Giulio Franzese
  • Pietro Michiardi
  • Maurizio Filippone

Generative Models (GMs) have attracted considerable attention due to their tremendous success in various domains, such as computer vision where they are capable to generate impressive realistic-looking images. Likelihood-based GMs are attractive due to the possibility to generate new data by a single model evaluation. However, they typically achieve lower sample quality compared to state-of-the-art score-based Diffusion Models (DMs). This paper provides a significant step in the direction of addressing this limitation. The idea is to borrow one of the strengths of score-based DMs, which is the ability to perform accurate density estimation in low-density regions and to address manifold overfitting by means of data mollification. We propose a view of data mollification within likelihood-based GMs as a continuation method, whereby the optimization objective smoothly transitions from simple-to-optimize to the original target. Crucially, data mollification can be implemented by adding one line of code in the optimization loop, and we demonstrate that this provides a boost in generation quality of likelihood-based GMs, without computational overheads. We report results on real-world image data sets and UCI benchmarks with popular likelihood-based GMs, including variants of variational autoencoders and normalizing flows, showing large improvements in FID score and density estimation.

ICML Conference 2022 Conference Paper

Revisiting the Effects of Stochasticity for Hamiltonian Samplers

  • Giulio Franzese
  • Dimitrios Milios
  • Maurizio Filippone
  • Pietro Michiardi

We revisit the theoretical properties of Hamiltonian stochastic differential equations (SDES) for Bayesian posterior sampling, and we study the two types of errors that arise from numerical SDE simulation: the discretization error and the error due to noisy gradient estimates in the context of data subsampling. Our main result is a novel analysis for the effect of mini-batches through the lens of differential operator splitting, revising previous literature results. The stochastic component of a Hamiltonian SDE is decoupled from the gradient noise, for which we make no normality assumptions. This leads to the identification of a convergence bottleneck: when considering mini-batches, the best achievable error rate is $\mathcal{O}(\eta^2)$, with $\eta$ being the integrator step size. Our theoretical results are supported by an empirical study on a variety of regression and classification tasks for Bayesian neural networks.

ICML Conference 2021 Conference Paper

An Identifiable Double VAE For Disentangled Representations

  • Graziano Mita
  • Maurizio Filippone
  • Pietro Michiardi

A large part of the literature on learning disentangled representations focuses on variational autoencoders (VAEs). Recent developments demonstrate that disentanglement cannot be obtained in a fully unsupervised setting without inductive biases on models and data. However, Khemakhem et al. , AISTATS, 2020 suggest that employing a particular form of factorized prior, conditionally dependent on auxiliary variables complementing input observations, can be one such bias, resulting in an identifiable model with guarantees on disentanglement. Working along this line, we propose a novel VAE-based generative model with theoretical guarantees on identifiability. We obtain our conditional prior over the latents by learning an optimal representation, which imposes an additional strength on their regularization. We also extend our method to semi-supervised settings. Experimental results indicate superior performance with respect to state-of-the-art approaches, according to several established metrics proposed in the literature on disentanglement.

AAAI Conference 2021 Conference Paper

Maximum Roaming Multi-Task Learning

  • Lucas Pascal
  • Pietro Michiardi
  • Xavier Bost
  • Benoit Huet
  • Maria A. Zuluaga

Multi-task learning has gained popularity due to the advantages it provides with respect to resource usage and performance. Nonetheless, the joint optimization of parameters with respect to multiple tasks remains an active research topic. Subpartitioning the parameters between different tasks has proven to be an efficient way to relax the optimization constraints over the shared weights, may the partitions be disjoint or overlapping. However, one drawback of this approach is that it can weaken the inductive bias generally set up by the joint task optimization. In this work, we present a novel way to partition the parameter space without weakening the inductive bias. Specifically, we propose Maximum Roaming, a method inspired by dropout that randomly varies the parameter partitioning, while forcing them to visit as many tasks as possible at a regulated frequency, so that the network fully adapts to each update. We study the properties of our method through experiments on a variety of visual multi-task data sets. Experimental results suggest that the regularization brought by roaming has more impact on performance than usual partitioning optimization strategies. The overall method is flexible, easily applicable, provides superior regularization and consistently achieves improved performances compared to recent multi-task learning formulations.

NeurIPS Conference 2021 Conference Paper

Model Selection for Bayesian Autoencoders

  • Ba-Hien Tran
  • Simone Rossi
  • Dimitrios Milios
  • Pietro Michiardi
  • Edwin V. Bonilla
  • Maurizio Filippone

We develop a novel method for carrying out model selection for Bayesian autoencoders (BAEs) by means of prior hyper-parameter optimization. Inspired by the common practice of type-II maximum likelihood optimization and its equivalence to Kullback-Leibler divergence minimization, we propose to optimize the distributional sliced-Wasserstein distance (DSWD) between the output of the autoencoder and the empirical data distribution. The advantages of this formulation are that we can estimate the DSWD based on samples and handle high-dimensional problems. We carry out posterior estimation of the BAE parameters via stochastic gradient Hamiltonian Monte Carlo and turn our BAE into a generative model by fitting a flexible Dirichlet mixture model in the latent space. Thanks to this approach, we obtain a powerful alternative to variational autoencoders, which are the preferred choice in modern application of autoencoders for representation learning with uncertainty. We evaluate our approach qualitatively and quantitatively using a vast experimental campaign on a number of unsupervised learning tasks and show that, in small-data regimes where priors matter, our approach provides state-of-the-art results, outperforming multiple competitive baselines.

ICML Conference 2021 Conference Paper

Sparse within Sparse Gaussian Processes using Neighbor Information

  • Gia-Lac Tran
  • Dimitrios Milios
  • Pietro Michiardi
  • Maurizio Filippone

Approximations to Gaussian processes (GPs) based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini-batch based learning. In this work, we further push the limits of scalability of sparse GPs by allowing large number of inducing variables without imposing a special structure on the inducing inputs. In particular, we introduce a novel hierarchical prior, which imposes sparsity on the set of inducing variables. We treat our model variationally, and we experimentally show considerable computational gains compared to standard sparse GPs when sparsity on the inducing variables is realized considering the nearest inducing inputs of a random mini-batch of the data. We perform an extensive experimental validation that demonstrates the effectiveness of our approach compared to the state-of-the-art. Our approach enables the possibility to use sparse GPs using a large number of inducing points without incurring a prohibitive computational cost.

ICML Conference 2019 Conference Paper

Good Initializations of Variational Bayes for Deep Models

  • Simone Rossi 0001
  • Pietro Michiardi
  • Maurizio Filippone

Stochastic variational inference is an established way to carry out approximate Bayesian inference for deep models flexibly and at scale. While there have been effective proposals for good initializations for loss minimization in deep learning, far less attention has been devoted to the issue of initialization of stochastic variational inference. We address this by proposing a novel layer-wise initialization strategy based on Bayesian linear models. The proposed method is extensively validated on regression and classification tasks, including Bayesian Deep Nets and Conv Nets, showing faster and better convergence compared to alternatives inspired by the literature on initializations for loss minimization.

NeurIPS Conference 2018 Conference Paper

Dirichlet-based Gaussian Processes for Large-scale Calibrated Classification

  • Dimitrios Milios
  • Raffaello Camoriano
  • Pietro Michiardi
  • Lorenzo Rosasco
  • Maurizio Filippone

This paper studies the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is hardly sustainable in large-scale problems and devising efficient alternatives is a challenge. In this work, we investigate if and how Gaussian process regression directly applied to classification labels can be used to tackle this question. While in this case training is remarkably faster, predictions need to be calibrated for classification and uncertainty estimation. To this aim, we propose a novel regression approach where the labels are obtained through the interpretation of classification labels as the coefficients of a degenerate Dirichlet distribution. Extensive experimental results show that the proposed approach provides essentially the same accuracy and uncertainty quantification as Gaussian process classification while requiring only a fraction of computational resources.

ICML Conference 2017 Conference Paper

Random Feature Expansions for Deep Gaussian Processes

  • Kurt Cutajar
  • Edwin V. Bonilla
  • Pietro Michiardi
  • Maurizio Filippone

The composition of multiple Gaussian Processes as a Deep Gaussian Process DGP enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing inference approaches for DGP models have limited scalability and are notoriously cumbersome to construct. In this work we introduce a novel formulation of DGPs based on random feature expansions that we train using stochastic variational inference. This yields a practical learning framework which significantly advances the state-of-the-art in inference for DGPs, and enables accurate quantification of uncertainty. We extensively showcase the scalability and performance of our proposal on several datasets with up to 8 million observations, and various DGP architectures with up to 30 hidden layers.

v2026.09.13