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We propose a differentially private linear contextual bandit algorithm, via a tree-based mechanism to add Laplace or Gaussian noise to model parameters. Our key insight is that as the model converges during online update, the global sensitivity of its parameters shrinks over time (thus named dynamic global sensitivity). Compared with existing solutions, our dynamic global sensitivity analysis allows us to inject less noise to obtain $$(\epsilon, \delta)$$-differential privacy with added regret caused by noise injection in $$\tilde O(\log{T}\sqrt{T}/\epsilon)$$. We provide a rigorous theoretical analysis over the amount of noise added via dynamic global sensitivity and the corresponding upper regret bound of our proposed algorithm. Experimental results on both synthetic and real-world datasets confirmed the algorithm's advantage against existing solutions. 

Many astrophysical analyses depend on estimates of redshifts (a proxy for distance) determined from photometric (i.e., imaging) data alone. Inaccurate estimates of photometric redshift uncertainties can result in large systematic errors. However, probability distribution outputs from many photometric redshift methods do not follow the frequentist definition of a Probability Density Function (PDF) for redshift — i.e., the fraction of times the true redshift falls between two limits z1 and z2 should be equal to the integral of the PDF between these limits. Previous works have used the global distribution of Probability Integral Transform (PIT) values to re-calibrate PDFs, but offsetting inaccuracies in different regions of feature space can conspire to limit the efficacy of the method. We leverage a recently developed regression technique that characterizes the local PIT distribution at any location in feature space to perform a local re-calibration of photometric redshift PDFs resulting in calibrated predictive distributions. Though we focus on an example from astrophysics, our method can produce predictive distributions which are calibrated at all locations in feature space for any use case. 

We develop a multiscale simulation model for diffusion of solutes through porous triblock copolymer membranes. The approach combines two techniques: self-consistent field theory (SCFT) to predict the structure of the self-assembled, solvated membrane and on-lattice kinetic Monte Carlo (kMC) simulations to model diffusion of solutes. Solvation is simulated in SCFT by constraining the glassy membrane matrix while relaxing the brush-like membrane pore coating against the solvent. The kMC simulations capture the resulting solute spatial distribution and concentration-dependent local diffusivity in the polymer-coated pores; we parameterize the latter using particle-based simulations. We apply our approach to simulate solute diffusion through nonequilibrium morphologies of a model triblock copolymer, and we correlate diffusivity with structural descriptors of the morphologies. We also compare the model’s predictions to alternative approaches based on simple lattice random walks and find our multiscale model to be more robust and systematic to parameterize. Our multiscale modeling approach is general and can be readily extended in the future to other chemistries, morphologies, and models for the local solute diffusivity and interactions with the membrane. 

Many astrophysical analyses depend on estimates of redshifts (a proxy for distance) determined from photometric (i.e., imaging) data alone. Inaccurate estimates of photometric redshift uncertainties can result in large systematic errors. However, probability distribution outputs from many photometric redshift methods do not follow the frequentist definition of a Probability Density Function (PDF) for redshift -- i.e., the fraction of times the true redshift falls between two limits z1 and z2 should be equal to the integral of the PDF between these limits. Previous works have used the global distribution of Probability Integral Transform (PIT) values to re-calibrate PDFs, but offsetting inaccuracies in different regions of feature space can conspire to limit the efficacy of the method. We leverage a recently developed regression technique that characterizes the local PIT distribution at any location in feature space to perform a local re-calibration of photometric redshift PDFs. Though we focus on an example from astrophysics, our method can produce PDFs which are calibrated at all locations in feature space for any use case. 

There has been growing interest in the AI community for precise uncertainty quantification. Conditional density models f(y|x), where x represents potentially high-dimensional features, are an integral part of uncertainty quantification in prediction and Bayesian inference. However, it is challenging to assess conditional density estimates and gain insight into modes of failure. While existing diagnostic tools can determine whether an approximated conditional density is compatible overall with a data sample, they lack a principled framework for identifying, locating, and interpreting the nature of statistically significant discrepancies over the entire feature space. In this paper, we present rigorous and easy-to-interpret diagnostics such as (i) the “Local Coverage Test” (LCT), which distinguishes an arbitrarily misspecified model from the true conditional density of the sample, and (ii) “Amortized Local P-P plots” (ALP) which can quickly provide interpretable graphical summaries of distributional differences at any location x in the feature space. Our validation procedures scale to high dimensions and can potentially adapt to any type of data at hand. We demonstrate the effectiveness of LCT and ALP through a simulated experiment and applications to prediction and parameter inference for image data.