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Researcher profile

Michael U. Gutmann

Michael U. Gutmann contributes to research discovery and scholarly infrastructure.

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Machine LearningComputationMethodologyApplications

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Published work

9 published item(s)

preprint2026arXiv

Sequential Design of Genetic Circuits Under Uncertainty With Reinforcement Learning

The design of biological systems is hindered by uncertainty arising from both intrinsic stochasticity of biomolecular reactions and variability across laboratory or experimental conditions. In this work, we present a sequential framework to optimize genetic circuits under both forms of uncertainty. By employing simulator models based on differential equations or Markov jump processes alongside a reinforcement learning (RL) policy-based approach, our method suggests experiments that adapt to unknown laboratory conditions while accounting for inherent stochasticity. While previous Bayesian methods address uncertainty through iterative experiment-inference-optimization cycles, they typically require computationally expensive inference and optimization steps after each experimental round, leading to delays. To overcome this bottleneck, we propose an amortized approach trained up-front across a distribution of possible uncertain parameters. This strategy sidesteps the need for explicit parameter inference during the design cycle, enabling immediate, observation-based adaptation. We demonstrate our framework on models for heterologous gene expression and a repressilator circuit, showing that it efficiently handles both molecular noise and cross-laboratory variability.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Pen and Paper Exercises in Machine Learning

This is a collection of (mostly) pen-and-paper exercises in machine learning. The exercises are on the following topics: linear algebra, optimisation, directed graphical models, undirected graphical models, expressive power of graphical models, factor graphs and message passing, inference for hidden Markov models, model-based learning (including ICA and unnormalised models), sampling and Monte-Carlo integration, and variational inference.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Statistical applications of contrastive learning

The likelihood function plays a crucial role in statistical inference and experimental design. However, it is computationally intractable for several important classes of statistical models, including energy-based models and simulator-based models. Contrastive learning is an intuitive and computationally feasible alternative to likelihood-based learning. We here first provide an introduction to contrastive learning and then show how we can use it to derive methods for diverse statistical problems, namely parameter estimation for energy-based models, Bayesian inference for simulator-based models, as well as experimental design.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Adaptive Approximate Bayesian Computation Tolerance Selection

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm have improved the computational efficiency of the procedure and broadened its applicability. The ABC-Population Monte Carlo (ABC-PMC) approach of Beaumont et al. (2009) has become a popular choice for approximate sampling from the posterior. ABC-PMC is a sequential sampler with an iteratively decreasing value of the tolerance, which specifies how close the simulated data need to be to the real data for acceptance. We propose a method for adaptively selecting a sequence of tolerances that improves the computational efficiency of the algorithm over other common techniques. In addition we define a stopping rule as a by-product of the adaptation procedure, which assists in automating termination of sampling. The proposed automatic ABC-PMC algorithm can be easily implemented and we present several examples demonstrating its benefits in terms of computational efficiency.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Bayesian Experimental Design for Implicit Models by Mutual Information Neural Estimation

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in scientific experiments. A fundamental question is how to design the experiments so that the collected data are most useful. The field of Bayesian experimental design advocates that, ideally, we should choose designs that maximise the mutual information (MI) between the data and the parameters. For implicit models, however, this approach is severely hampered by the high computational cost of computing posteriors and maximising MI, in particular when we have more than a handful of design variables to optimise. In this paper, we propose a new approach to Bayesian experimental design for implicit models that leverages recent advances in neural MI estimation to deal with these issues. We show that training a neural network to maximise a lower bound on MI allows us to jointly determine the optimal design and the posterior. Simulation studies illustrate that this gracefully extends Bayesian experimental design for implicit models to higher design dimensions.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Generative Ratio Matching Networks

Deep generative models can learn to generate realistic-looking images, but many of the most effective methods are adversarial and involve a saddlepoint optimization, which requires a careful balancing of training between a generator network and a critic network. Maximum mean discrepancy networks (MMD-nets) avoid this issue by using kernel as a fixed adversary, but unfortunately, they have not on their own been able to match the generative quality of adversarial training. In this work, we take their insight of using kernels as fixed adversaries further and present a novel method for training deep generative models that does not involve saddlepoint optimization. We call our method generative ratio matching or GRAM for short. In GRAM, the generator and the critic networks do not play a zero-sum game against each other, instead, they do so against a fixed kernel. Thus GRAM networks are not only stable to train like MMD-nets but they also match and beat the generative quality of adversarially trained generative networks.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Likelihood-free inference by ratio estimation

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood approach infers the parameters by modelling summary statistics of the data by a Gaussian probability distribution. In another popular approach called approximate Bayesian computation, the inference is performed by identifying parameter values for which the summary statistics of the simulated data are close to those of the observed data. Synthetic likelihood is easier to use as no measure of `closeness' is required but the Gaussianity assumption is often limiting. Moreover, both approaches require judiciously chosen summary statistics. We here present an alternative inference approach that is as easy to use as synthetic likelihood but not as restricted in its assumptions, and that, in a natural way, enables automatic selection of relevant summary statistic from a large set of candidates. The basic idea is to frame the problem of estimating the posterior as a problem of estimating the ratio between the data generating distribution and the marginal distribution. This problem can be solved by logistic regression, and including regularising penalty terms enables automatic selection of the summary statistics relevant to the inference task. We illustrate the general theory on canonical examples and employ it to perform inference for challenging stochastic nonlinear dynamical systems and high-dimensional summary statistics.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Robust Optimisation Monte Carlo

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically prohibitively expensive. Approximate Bayesian Computation (ABC) is a framework to perform approximate inference in such situations. While basic ABC algorithms are widely applicable, they are notoriously slow and much research has focused on increasing their efficiency. Optimisation Monte Carlo (OMC) has recently been proposed as an efficient and embarrassingly parallel method that leverages optimisation to accelerate the inference. In this paper, we demonstrate an important previously unrecognised failure mode of OMC: It generates strongly overconfident approximations by collapsing regions of similar or near-constant likelihood into a single point. We propose an efficient, robust generalisation of OMC that corrects this. It makes fewer assumptions, retains the main benefits of OMC, and can be performed either as post-processing to OMC or as a stand-alone computation. We demonstrate the effectiveness of the proposed Robust OMC on toy examples and tasks in inverse-graphics where we perform Bayesian inference with a complex image renderer.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Sequential Bayesian Experimental Design for Implicit Models via Mutual Information

Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the scenario where we can sequentially update our beliefs about the model parameters through data gathered in the experiment. A class of models of particular interest for the natural and medical sciences are implicit models, where the data generating distribution is intractable, but sampling from it is possible. Even though there has been a lot of work on static BED for implicit models in the past few years, the notoriously difficult problem of sequential BED for implicit models has barely been touched upon. We address this gap in the literature by devising a novel sequential design framework for parameter estimation that uses the Mutual Information (MI) between model parameters and simulated data as a utility function to find optimal experimental designs, which has not been done before for implicit models. Our approach uses likelihood-free inference by ratio estimation to simultaneously estimate posterior distributions and the MI. During the sequential BED procedure we utilise Bayesian optimisation to help us optimise the MI utility. We find that our framework is efficient for the various implicit models tested, yielding accurate parameter estimates after only a few iterations.

0 citations0 reviewsNo code linkedOpen access