Daily Papers

We investigate the emergence of intuitive physics understanding in general-purpose deep neural network models trained to predict masked regions in natural videos. Leveraging the violation-of-expectation framework, we find that video prediction models trained to predict outcomes in a learned representation space demonstrate an understanding of various intuitive physics properties, such as object permanence and shape consistency. In contrast, video prediction in pixel space and multimodal large language models, which reason through text, achieve performance closer to chance. Our comparisons of these architectures reveal that jointly learning an abstract representation space while predicting missing parts of sensory input, akin to predictive coding, is sufficient to acquire an understanding of intuitive physics, and that even models trained on one week of unique video achieve above chance performance. This challenges the idea that core knowledge -- a set of innate systems to help understand the world -- needs to be hardwired to develop an understanding of intuitive physics.

We present IntPhys 2, a video benchmark designed to evaluate the intuitive physics understanding of deep learning models. Building on the original IntPhys benchmark, IntPhys 2 focuses on four core principles related to macroscopic objects: Permanence, Immutability, Spatio-Temporal Continuity, and Solidity. These conditions are inspired by research into intuitive physical understanding emerging during early childhood. IntPhys 2 offers a comprehensive suite of tests, based on the violation of expectation framework, that challenge models to differentiate between possible and impossible events within controlled and diverse virtual environments. Alongside the benchmark, we provide performance evaluations of several state-of-the-art models. Our findings indicate that while these models demonstrate basic visual understanding, they face significant challenges in grasping intuitive physics across the four principles in complex scenes, with most models performing at chance levels (50%), in stark contrast to human performance, which achieves near-perfect accuracy. This underscores the gap between current models and human-like intuitive physics understanding, highlighting the need for advancements in model architectures and training methodologies.

Recent research shows that Large Language Models (LLMs) exhibit a compelling level of proficiency in Theory of Mind (ToM) tasks. This ability to impute unobservable mental states to others is vital to human social cognition and may prove equally important in principal-agent relations between individual humans and Artificial Intelligences (AIs). In this paper, we explore how a mechanism studied in developmental psychology known as Violation of Expectation (VoE) can be implemented to reduce errors in LLM prediction about users by leveraging emergent ToM affordances. And we introduce a metacognitive prompting framework to apply VoE in the context of an AI tutor. By storing and retrieving facts derived in cases where LLM expectation about the user was violated, we find that LLMs are able to learn about users in ways that echo theories of human learning. Finally, we discuss latent hazards and augmentative opportunities associated with modeling user psychology and propose ways to mitigate risk along with possible directions for future inquiry.

When individuals encounter observations that violate their expectations, when will they adjust their expectations and when will they maintain them despite these observations? For example, when individuals expect objects of type A to be smaller than objects B, but observe the opposite, when will they adjust their expectation about the relationship between the two objects (to A being larger than B)? Naively, one would predict that the larger the violation, the greater the adaptation. However, experiments reveal that when violations are extreme, individuals are more likely to hold on to their prior expectations rather than adjust them. To address this puzzle, we tested the adaptation of artificial neural networks (ANNs) capable of relational learning and found a similar phenomenon: Standard learning dynamics dictates that small violations would lead to adjustments of expected relations while larger ones would be resolved using a different mechanism -- a change in object representation that bypasses the need for adaptation of the relational expectations. These results suggest that the experimentally-observed stability of prior expectations when facing large expectation violations is a natural consequence of learning dynamics and does not require any additional mechanisms. We conclude by discussing the effect of intermediate adaptation steps on this stability.

We introduce a novel framework for simulating macroeconomic expectation formation using Large Language Model-Empowered Agents (LLM Agents). By constructing thousands of LLM Agents equipped with modules for personal characteristics, prior expectations, and knowledge, we replicate a survey experiment involving households and experts on inflation and unemployment. Our results show that although the expectations and thoughts generated by LLM Agents are more homogeneous than those of human participants, they still effectively capture key heterogeneity across agents and the underlying drivers of expectation formation. Furthermore, a module-ablation exercise highlights the critical role of prior expectations in simulating such heterogeneity. This approach complements traditional survey methods and offers new insights into AI behavioral science in macroeconomic research.

This research presents a framework for quantitative risk management in volatile markets, specifically focusing on expectile-based methodologies applied to the FTSE 100 index. Traditional risk measures such as Value-at-Risk (VaR) have demonstrated significant limitations during periods of market stress, as evidenced during the 2008 financial crisis and subsequent volatile periods. This study develops an advanced expectile-based framework that addresses the shortcomings of conventional quantile-based approaches by providing greater sensitivity to tail losses and improved stability in extreme market conditions. The research employs a dataset spanning two decades of FTSE 100 returns, incorporating periods of high volatility, market crashes, and recovery phases. Our methodology introduces novel mathematical formulations for expectile regression models, enhanced threshold determination techniques using time series analysis, and robust backtesting procedures. The empirical results demonstrate that expectile-based Value-at-Risk (EVaR) consistently outperforms traditional VaR measures across various confidence levels and market conditions. The framework exhibits superior performance during volatile periods, with reduced model risk and enhanced predictive accuracy. Furthermore, the study establishes practical implementation guidelines for financial institutions and provides evidence-based recommendations for regulatory compliance and portfolio management. The findings contribute significantly to the literature on financial risk management and offer practical tools for practitioners dealing with volatile market environments.

Leggett and Garg derived inequalities that probe the boundaries of classical and quantum physics by putting limits on the properties that classical objects can have. Historically, it has been suggested that Leggett-Garg inequalities are easily violated by quantum systems undergoing sequences of strong measurements, casting doubt on whether quantum mechanics correctly describes macroscopic objects. Here I show that Leggett-Garg inequalities cannot be violated by any projective measurement. The perceived violation of the inequalities found previously can be traced back to an inappropriate assumption of non-invasive measurability. Surprisingly, weak projective measurements cannot violate the Leggett-Garg inequalities either because even though the quantum system itself is not fully projected via weak measurements, the measurement devices are.

Large language models perform near-Bayesian inference yet violate permutation invariance on exchangeable data. We resolve this by showing transformers minimize expected conditional description length (cross-entropy) over orderings, E_pi[ell(Y mid Gamma_pi(X))], which admits a Kolmogorov-complexity interpretation up to additive constants, rather than the permutation-invariant description length ell(Y mid X). This makes them Bayesian in expectation, not in realization. We derive (i) a Quantified Martingale Violation bound showing order-induced deviations scale as O(log n) with constants; (ii) the Expectation-level Decompression Law linking information budgets to reliability for Bernoulli predicates; and (iii) deployable planners (B2T/RoH/ISR) for answer/abstain decisions. Empirically, permutation dispersion follows a+bln n (Qwen2-7B b approx 0.377, Llama-3.1-8B b approx 0.147); permutation mixtures improve ground-truth likelihood/accuracy; and randomized dose-response shows hallucinations drop by sim 0.13 per additional nat. A pre-specified audit with a fixed ISR=1.0 achieves near-0\% hallucinations via calibrated refusal at 24\% abstention. The framework turns hallucinations into predictable compression failures and enables principled information budgeting.

To align conditional text generation model outputs with desired behaviors, there has been an increasing focus on training the model using reinforcement learning (RL) with reward functions learned from human annotations. Under this framework, we identify three common cases where high rewards are incorrectly assigned to undesirable patterns: noise-induced spurious correlation, naturally occurring spurious correlation, and covariate shift. We show that even though learned metrics achieve high performance on the distribution of the data used to train the reward function, the undesirable patterns may be amplified during RL training of the text generation model. While there has been discussion about reward gaming in the RL or safety community, in this discussion piece, we would like to highlight reward gaming in the natural language generation (NLG) community using concrete conditional text generation examples and discuss potential fixes and areas for future work.

We present a straightforward statistical test to detect certain violations of the assumption that the data are Independent and Identically Distributed (IID). The specific form of violation considered is common across real-world applications: whether the examples are ordered in the dataset such that almost adjacent examples tend to have more similar feature values (e.g. due to distributional drift, or attractive interactions between datapoints). Based on a k-Nearest Neighbors estimate, our approach can be used to audit any multivariate numeric data as well as other data types (image, text, audio, etc.) that can be numerically represented, perhaps with model embeddings. Compared with existing methods to detect drift or auto-correlation, our approach is both applicable to more types of data and also able to detect a wider variety of IID violations in practice. Code: https://github.com/cleanlab/cleanlab

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples are able to manipulate conformal methods to construct prediction sets with invalid coverage rates, as the i.i.d. assumption is violated. To address this issue, a recent work, Randomized Smoothed Conformal Prediction (RSCP), was first proposed to certify the robustness of conformal prediction methods to adversarial noise. However, RSCP has two major limitations: (i) its robustness guarantee is flawed when used in practice and (ii) it tends to produce large uncertainty sets. To address these limitations, we first propose a novel framework called RSCP+ to provide provable robustness guarantee in evaluation, which fixes the issues in the original RSCP method. Next, we propose two novel methods, Post-Training Transformation (PTT) and Robust Conformal Training (RCT), to effectively reduce prediction set size with little computation overhead. Experimental results in CIFAR10, CIFAR100, and ImageNet suggest the baseline method only yields trivial predictions including full label set, while our methods could boost the efficiency by up to 4.36times, 5.46times, and 16.9times respectively and provide practical robustness guarantee. Our codes are available at https://github.com/Trustworthy-ML-Lab/Provably-Robust-Conformal-Prediction.

Existing preference optimization methods are mainly designed for directly learning from human feedback with the assumption that paired examples (preferred vs. dis-preferred) are available. In contrast, we propose a method that can leverage unpaired preferred or dis-preferred examples, and works even when only one type of feedback (positive or negative) is available. This flexibility allows us to apply it in scenarios with varying forms of feedback and models, including training generative language models based on human feedback as well as training policies for sequential decision-making problems, where learned (value) functions are available. Our approach builds upon the probabilistic framework introduced in (Dayan and Hinton, 1997), which proposes to use expectation-maximization (EM) to directly optimize the probability of preferred outcomes (as opposed to classic expected reward maximization). To obtain a practical algorithm, we identify and address a key limitation in current EM-based methods: when applied to preference optimization, they solely maximize the likelihood of preferred examples, while neglecting dis-preferred samples. We show how one can extend EM algorithms to explicitly incorporate dis-preferred outcomes, leading to a novel, theoretically grounded, preference optimization algorithm that offers an intuitive and versatile way to learn from both positive and negative feedback.

Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.

This study explores the integration of large language models (LLMs) into classic inflation nowcasting frameworks, particularly in light of high inflation volatility periods such as the COVID-19 pandemic. We propose InflaBERT, a BERT-based LLM fine-tuned to predict inflation-related sentiment in news. We use this model to produce NEWS, an index capturing the monthly sentiment of the news regarding inflation. Incorporating our expectation index into the Cleveland Fed's model, which is only based on macroeconomic autoregressive processes, shows a marginal improvement in nowcast accuracy during the pandemic. This highlights the potential of combining sentiment analysis with traditional economic indicators, suggesting further research to refine these methodologies for better real-time inflation monitoring. The source code is available at https://github.com/paultltc/InflaBERT.

Many popular programming languages, including C#, Java, and Python, support exceptions. Exceptions are thrown during program execution if an unwanted event happens, e.g., a method is invoked with an illegal argument value. Software developers write exceptional behavior tests (EBTs) to check that their code detects unwanted events and throws appropriate exceptions. Prior research studies have shown the importance of EBTs, but those studies also highlighted that developers put most of their efforts on "happy paths", e.g., paths without unwanted events. To help developers fill the gap, we present the first framework, dubbed exLong, that automatically generates EBTs. exLong is a large language model instruction-tuned from CodeLlama and embeds reasoning about traces that lead to throw statements, conditional expressions that guard throw statements, and non-exceptional behavior tests that execute similar traces. We compare exLong with the state-of-the-art models for test generation (CAT-LM) and one of the strongest foundation models (GPT3.5), as well as with analysis-based tools for test generation (Randoop and EvoSuite). Our results show that exLong outperforms existing models and tools. Furthermore, we contributed several pull requests to open-source projects and 23 EBTs generated by exLong were already accepted.

In this article, we study the consistency of the template estimation with the Fr\'echet mean in quotient spaces. The Fr\'echet mean in quotient spaces is often used when the observations are deformed or transformed by a group action. We show that in most cases this estimator is actually inconsistent. We exhibit a sufficient condition for this inconsistency, which amounts to the folding of the distribution of the noisy template when it is projected to the quotient space. This condition appears to be fulfilled as soon as the support of the noise is large enough. To quantify this inconsistency we provide lower and upper bounds of the bias as a function of the variability (the noise level). This shows that the consistency bias cannot be neglected when the variability increases.

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.