Research Program 1 (R1)
Agile probabilistic AI
The goal of FCAI’s Research Program Agile probabilistic AI is to develop an interactive and AI-assisted process for building new AI models with practical probabilistic programming. The models will work as explainable, verifiable, uncertainty-aware, reliable tools to build and check the behaviour of AIs. Probabilistic programming has a vast set of applications in industry, e.g. in marketing predicting customer flows and in health care predicting medical treatment. Agile probabilistic AI contributes to mainly FCAI research objectives Data efficiency (objective 1) and Understandability (objective 3), and improves also trust (objective 2) on the models and tools we have.
Our main expertise is in Bayesian machine learning, and we collaborate actively with other global leaders including DTU, Cambridge, and Columbia in NYC. We have recent core contributions in a wide range of inference algorithms, including expectation propagation, variational approximation, Gaussian graphical models, filtering and smoothing, approximate Bayesian computation, and methods for algorithm and model checking. FCAI also contributes to Stan, and other platforms, for 1) development of high-quality verified software for probabilistic programming, 2) development of computationally efficient and accurate model-agnostic Bayesian inference algorithms, and 3) theory and tools for understanding the modeling workflow as a whole, integrating model specification, validation, refinement, and visualization.
Examples of publications:
Gabriel Riutort-Mayol, Paul-Christian Bürkner, Michael R. Andersen, Arno Solin, and Aki Vehtari (2023). Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming. Statistics and Computing, 33(17): 1-28.
Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter, Paul-Christian Bürkner. 2021. Rank-normalization, folding, and localization: An improved Rhat for assessing convergence of MCMC. Bayesian analysis, 16(2): 667-718.
Akash Dhaka, Alejandro Catalina Feliu, Michael Andersen, Måns Magnusson, Jonathan H. Huggins, Aki Vehtari. 2020. Robust, Accurate Stochastic Optimization for Variational Inference. Thirty-fourth Conference on Neural Information Processing Systems (NeurIPS), Advances in Neural Information Processing Systems, 33.
Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter, Paul-Christian Burkner. 2020. Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC. Bayesian Analysis.
Related video tutorials and presentations
Coordinating professor: Aki Vehtari – aki.vehtari at aalto.fi
People
The groups of following PIs take part in the Research Program Agile probabilistic AI. If you would like to join this program, please contact the coordinating professor.
Luigi Acerbi, University of Helsinki
Jukka Corander, University of Helsinki, University of Oslo and Sanger Institute
Antti Honkela, University of Helsinki
Samuel Kaski, Aalto University
Arto Klami, University of Helsinki
Jaakko Lehtinen, Aalto University, NVIDIA
Pekka Marttinen, Aalto University
Ville Mustonen, University of Helsinki
Petri Myllymäki, University of Helsinki
Teemu Roos, University of Helsinki
Simo Särkkä, Aalto University
Harri Valpola, Curious AI
Aki Vehtari, Aalto University – coordinating professor
Fundamental AI Research
Joint methodological goal
AI-assisted decision-making, design and modeling →
Research Programs
Probabilistic AI →
Simulators →
Deep learning →
Privacy and security →
Interactive AI →
Autonomous AI →
AI in society →
Highlight Programs
Modeling tools →
Health →
Service assistant →
Atmospheric →
Materials →
Sustainability →