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Researcher profile

Vincent Fortuin

Vincent Fortuin contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine LearningArtificial IntelligenceComputation and LanguageGenomics

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Published work

12 published item(s)

preprint2026arXiv

Position: agentic AI orchestration should be Bayes-consistent

LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to consult, or how many resources to invest. While the usefulness and feasibility of Bayesian approaches remain unclear for LLM inference, this position paper argues that the control layer of an agentic AI system (that orchestrates LLMs and tools) is a clear case where Bayesian principles should shine. Bayesian decision theory provides a framework for agentic systems that can help to maintain beliefs over task-relevant latent quantities, to update these beliefs from observed agentic and human-AI interactions, and to choose actions. Making LLMs themselves explicitly Bayesian belief-updating engines remains computationally intensive and conceptually nontrivial as a general modeling target. In contrast, this paper argues that coherent decision-making requires Bayesian principles at the orchestration level of the agentic system, not necessarily the LLM agent parameters. This paper articulates practical properties for Bayesian control that fit modern agentic AI systems and human-AI collaboration, and provides concrete examples and design patterns to illustrate how calibrated beliefs and utility-aware policies can improve agentic AI orchestration.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Bayesian Neural Network Priors Revisited

Isotropic Gaussian priors are the de facto standard for modern Bayesian neural network inference. However, it is unclear whether these priors accurately reflect our true beliefs about the weight distributions or give optimal performance. To find better priors, we study summary statistics of neural network weights in networks trained using stochastic gradient descent (SGD). We find that convolutional neural network (CNN) and ResNet weights display strong spatial correlations, while fully connected networks (FCNNs) display heavy-tailed weight distributions. We show that building these observations into priors can lead to improved performance on a variety of image classification datasets. Surprisingly, these priors mitigate the cold posterior effect in FCNNs, but slightly increase the cold posterior effect in ResNets.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Deep Classifiers with Label Noise Modeling and Distance Awareness

Uncertainty estimation in deep learning has recently emerged as a crucial area of interest to advance reliability and robustness in safety-critical applications. While there have been many proposed methods that either focus on distance-aware model uncertainties for out-of-distribution detection or on input-dependent label uncertainties for in-distribution calibration, both of these types of uncertainty are often necessary. In this work, we propose the HetSNGP method for jointly modeling the model and data uncertainty. We show that our proposed model affords a favorable combination between these two types of uncertainty and thus outperforms the baseline methods on some challenging out-of-distribution datasets, including CIFAR-100C, ImageNet-C, and ImageNet-A. Moreover, we propose HetSNGP Ensemble, an ensembled version of our method which additionally models uncertainty over the network parameters and outperforms other ensemble baselines.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Priors in Bayesian Deep Learning: A Review

While the choice of prior is one of the most critical parts of the Bayesian inference workflow, recent Bayesian deep learning models have often fallen back on vague priors, such as standard Gaussians. In this review, we highlight the importance of prior choices for Bayesian deep learning and present an overview of different priors that have been proposed for (deep) Gaussian processes, variational autoencoders, and Bayesian neural networks. We also outline different methods of learning priors for these models from data. We hope to motivate practitioners in Bayesian deep learning to think more carefully about the prior specification for their models and to provide them with some inspiration in this regard.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Probing as Quantifying Inductive Bias

Pre-trained contextual representations have led to dramatic performance improvements on a range of downstream tasks. Such performance improvements have motivated researchers to quantify and understand the linguistic information encoded in these representations. In general, researchers quantify the amount of linguistic information through probing, an endeavor which consists of training a supervised model to predict a linguistic property directly from the contextual representations. Unfortunately, this definition of probing has been subject to extensive criticism in the literature, and has been observed to lead to paradoxical and counter-intuitive results. In the theoretical portion of this paper, we take the position that the goal of probing ought to be measuring the amount of inductive bias that the representations encode on a specific task. We further describe a Bayesian framework that operationalizes this goal and allows us to quantify the representations' inductive bias. In the empirical portion of the paper, we apply our framework to a variety of NLP tasks. Our results suggest that our proposed framework alleviates many previous problems found in probing. Moreover, we are able to offer concrete evidence that -- for some tasks -- fastText can offer a better inductive bias than BERT.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Exact Langevin Dynamics with Stochastic Gradients

Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using Metropolis-Hastings rejection sampling, because their acceptance probability is always zero. We can fix this by employing a sampler with realizable backwards trajectories, such as Gradient-Guided Monte Carlo (Horowitz, 1991), which generalizes stochastic gradient Langevin dynamics (Welling and Teh, 2011) and Hamiltonian Monte Carlo. We show that this sampler can be used with stochastic gradients, yielding nonzero acceptance probabilities, which can be computed even across multiple steps.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

On Disentanglement in Gaussian Process Variational Autoencoders

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While many models have been introduced to learn such disentangled representations, only few attempt to explicitly exploit the structure of sequential data. We investigate the disentanglement properties of Gaussian process variational autoencoders, a class of models recently introduced that have been successful in different tasks on time series data. Our model exploits the temporal structure of the data by modeling each latent channel with a GP prior and employing a structured variational distribution that can capture dependencies in time. We demonstrate the competitiveness of our approach against state-of-the-art unsupervised and weakly-supervised disentanglement methods on a benchmark task. Moreover, we provide evidence that we can learn meaningful disentangled representations on real-world medical time series data.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Scalable Gaussian Process Variational Autoencoders

Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is still inhibited by the intrinsic complexity of exact GP inference. We improve the scalability of these methods through principled sparse inference approaches. We propose a new scalable GP-VAE model that outperforms existing approaches in terms of runtime and memory footprint, is easy to implement, and allows for joint end-to-end optimization of all components.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

DPSOM: Deep Probabilistic Clustering with Self-Organizing Maps

Generating interpretable visualizations from complex data is a common problem in many applications. Two key ingredients for tackling this issue are clustering and representation learning. However, current methods do not yet successfully combine the strengths of these two approaches. Existing representation learning models which rely on latent topological structure such as self-organising maps, exhibit markedly lower clustering performance compared to recent deep clustering methods. To close this performance gap, we (a) present a novel way to fit self-organizing maps with probabilistic cluster assignments (PSOM), (b) propose a new deep architecture for probabilistic clustering (DPSOM) using a VAE, and (c) extend our architecture for time-series clustering (T-DPSOM), which also allows forecasting in the latent space using LSTMs. We show that DPSOM achieves superior clustering performance compared to current deep clustering methods on MNIST/Fashion-MNIST, while maintaining the favourable visualization properties of SOMs. On medical time series, we show that T-DPSOM outperforms baseline methods in time series clustering and time series forecasting, while providing interpretable visualizations of patient state trajectories and uncertainty estimation.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

GP-VAE: Deep Probabilistic Time Series Imputation

Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical data imputation methods in this domain. However, naive applications of deep learning fall short in giving reliable confidence estimates and lack interpretability. We propose a new deep sequential latent variable model for dimensionality reduction and data imputation. Our modeling assumption is simple and interpretable: the high dimensional time series has a lower-dimensional representation which evolves smoothly in time according to a Gaussian process. The non-linear dimensionality reduction in the presence of missing data is achieved using a VAE approach with a novel structured variational approximation. We demonstrate that our approach outperforms several classical and deep learning-based data imputation methods on high-dimensional data from the domains of computer vision and healthcare, while additionally improving the smoothness of the imputations and providing interpretable uncertainty estimates.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Meta-Learning Mean Functions for Gaussian Processes

When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge from data acquired in related tasks. When it comes to meta-learning in Gaussian process models, approaches in this setting have mostly focused on learning the kernel function of the prior, but not on learning its mean function. In this work, we explore meta-learning the mean function of a Gaussian process prior. We present analytical and empirical evidence that mean function learning can be useful in the meta-learning setting, discuss the risk of overfitting, and draw connections to other meta-learning approaches, such as model agnostic meta-learning and functional PCA.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

META$^\mathbf{2}$: Memory-efficient taxonomic classification and abundance estimation for metagenomics with deep learning

Metagenomic studies have increasingly utilized sequencing technologies in order to analyze DNA fragments found in environmental samples.One important step in this analysis is the taxonomic classification of the DNA fragments. Conventional read classification methods require large databases and vast amounts of memory to run, with recent deep learning methods suffering from very large model sizes. We therefore aim to develop a more memory-efficient technique for taxonomic classification. A task of particular interest is abundance estimation in metagenomic samples. Current attempts rely on classifying single DNA reads independently from each other and are therefore agnostic to co-occurence patterns between taxa. In this work, we also attempt to take these patterns into account. We develop a novel memory-efficient read classification technique, combining deep learning and locality-sensitive hashing. We show that this approach outperforms conventional mapping-based and other deep learning methods for single-read taxonomic classification when restricting all methods to a fixed memory footprint. Moreover, we formulate the task of abundance estimation as a Multiple Instance Learning (MIL) problem and we extend current deep learning architectures with two different types of permutation-invariant MIL pooling layers: a) deepsets and b) attention-based pooling. We illustrate that our architectures can exploit the co-occurrence of species in metagenomic read sets and outperform the single-read architectures in predicting the distribution over taxa at higher taxonomic ranks.

0 citations0 reviewsNo code linkedOpen access