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Mark van der Wilk

36 accepted papers

2026

Use What You Know: Causal Foundation Models with Partial Graphs

ICML 2026poster

Estimating causal quantities traditionally relies on bespoke estimators tailored to specific assumptions. Recently proposed Causal Foundation Models (CFMs) promise a more unified approach by amortising causal discovery and inference in a single step. However, in their current state, they do not allo…

Cited by 0SourceScholar
2025

A Meta-Learning Approach to Bayesian Causal Discovery

ICLR 2025poster

Discovering a unique causal structure is difficult due to both inherent identifiability issues, and the consequences of finite data. As such, uncertainty over causal structures, such as those obtained from a Bayesian posterior, are often necessary for downstream tasks. Finding an accurate approximat…

Cited by 0SourcePDFScholar
2025

Adjusting Model Size in Continual Gaussian Processes: How Big is Big Enough?

ICML 2025spotlight

Many machine learning models require setting a parameter that controls their size before training, e.g. number of neurons in DNNs, or inducing points in GPs. Increasing capacity typically improves performance until all the information from the dataset is captured. After this point, computational cos…

2025

Continuous Bayesian Model Selection for Multivariate Causal Discovery

ICML 2025poster

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of guarantees and poor performance in practice. Recent work has shown…

Cited by 1SourcePDFScholar
2025

Estimating Interventional Distributions with Uncertain Causal Graphs through Meta-Learning

NeurIPS 2025poster

In scientific domains---from biology to the social sciences---many questions boil down to \textit{What effect will we observe if we intervene on a particular variable?} If the causal relationships (e.g.~a causal graph) are known, its possible to estimate the intervention distributions. In the absenc…

Cited by 0SourceScholar
2025

Rethinking Aleatoric and Epistemic Uncertainty

ICML 2025poster

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the aleatoric-epistemic view being insufficiently expressive to captur…

Cited by 2SourcePDFScholar
2024

Learning in Deep Factor Graphs with Gaussian Belief Propagation

ICML 2024poster

We propose an approach to do learning in Gaussian factor graphs. We treat all relevant quantities (inputs, outputs, parameters, activations) as random variables in a graphical model, and view training and prediction as inference problems with different observed nodes. Our experiments show that these…

2024

Noether's Razor: Learning Conserved Quantities

NeurIPS 2024poster

Symmetries have proven useful in machine learning models, improving generalisation and overall performance. At the same time, recent advancements in learning dynamical systems rely on modelling the underlying Hamiltonian to guarantee the conservation of energy. These approaches can be connected via…

2024

Transition Constrained Bayesian Optimization via Markov Decision Processes

NeurIPS 2024poster

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in particular, the search space of the next query may depend on previous…

Cited by 5SourcePDFScholar
2023

Actually Sparse Variational Gaussian Processes

AISTATS 2023poster

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables designed to summarise the data. In practice however, for large data…

2023

Learning Layer-wise Equivariances Automatically using Gradients

NeurIPS 2023spotlight

Convolutions encode equivariance symmetries into neural networks leading to better generalisation performance. However, symmetries provide fixed hard constraints on the functions a network can represent, need to be specified in advance, and can not be adapted. Our goal is to allow flexible symmetry…

2023

Stochastic Marginal Likelihood Gradients using Neural Tangent Kernels

ICML 2023poster

Selecting hyperparameters in deep learning greatly impacts its effectiveness but requires manual effort and expertise. Recent works show that Bayesian model selection with Laplace approximations can allow to optimize such hyperparameters just like standard neural network parameters using gradients a…

2022

Bayesian Neural Network Priors Revisited

ICLR 2022poster

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 n…

2022

Data augmentation in Bayesian neural networks and the cold posterior effect

UAI 2022poster

Bayesian neural networks that incorporate data augmentation implicitly use a “randomly perturbed log-likelihood [which] does not have a clean interpretation as a valid likelihood function” (Izmailov et al. 2021). Here, we provide several approaches to developing principled Bayesian neural networks i…

2022

Invariance Learning in Deep Neural Networks with Differentiable Laplace Approximations

NeurIPS 2022accept

Data augmentation is commonly applied to improve performance of deep learning by enforcing the knowledge that certain transformations on the input preserve the output. Currently, the data augmentation parameters are chosen by human effort and costly cross-validation, which makes it cumbersome to app…

2022

Last Layer Marginal Likelihood for Invariance Learning

AISTATS 2022poster

Data augmentation is often used to incorporate inductive biases into models. Traditionally, these are hand-crafted and tuned with cross validation. The Bayesian paradigm for model selection provides a path towards end-to-end learning of invariances using only the training data, by optimising the mar…

2022

Relaxing Equivariance Constraints with Non-stationary Continuous Filters

NeurIPS 2022accept

Equivariances provide useful inductive biases in neural network modeling, with the translation equivariance of convolutional neural networks being a canonical example. Equivariances can be embedded in architectures through weight-sharing and place symmetry constraints on the functions a neural netwo…

Cited by 34SourcePDFScholar
2022

SnAKe: Bayesian Optimization with Pathwise Exploration

NeurIPS 2022accept

"Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where the expense of evaluating the function can increase significa…

Cited by 20SourcePDFScholar
2021

Correlated weights in infinite limits of deep convolutional neural networks

UAI 2021poster

Infinite width limits of deep neural networks often have tractable forms. They have been used to analyse the behaviour of finite networks, as well as being useful methods in their own right. When investigating infinitely wide convolutional neural networks (CNNs), it was observed that the correlation…

Cited by 7SourcePDFScholar
2021

Deep Neural Networks as Point Estimates for Deep Gaussian Processes

NeurIPS 2021poster

Neural networks and Gaussian processes are complementary in their strengths and weaknesses. Having a better understanding of their relationship comes with the promise to make each method benefit from the strengths of the other. In this work, we establish an equivalence between the forward passes of…

Cited by 46SourcePDFScholar
2021

Speedy Performance Estimation for Neural Architecture Search

NeurIPS 2021spotlight

Reliable yet efficient evaluation of generalisation performance of a proposed architecture is crucial to the success of neural architecture search (NAS). Traditional approaches face a variety of limitations: training each architecture to completion is prohibitively expensive, early stopped validatio…

2021

Tighter Bounds on the Log Marginal Likelihood of Gaussian Process Regression Using Conjugate Gradients

ICML 2021oral

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model parameters by maximising our lower bound retains many benefits of t…

2020

A Bayesian Perspective on Training Speed and Model Selection

NeurIPS 2020poster

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its marginal likelihood. Second, that this measure, under certain…

Cited by 35SourcePDFScholar
2020

Stochastic Segmentation Networks: Modelling Spatially Correlated Aleatoric Uncertainty

NeurIPS 2020poster

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and predicting multiple plausible hypotheses is of great interest…

2019

Bayesian Layers: A Module for Neural Network Uncertainty

NeurIPS 2019poster

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction over deterministic and stochastic functions and allows for scal…

2019

Overcoming Mean-Field Approximations in Recurrent Gaussian Process Models

ICML 2019oral

We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on factorisations of the variational posterior. As we demonstrate in our e…

2019

Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes

NeurIPS 2019poster

We implement gradient-based variational inference routines for Wishart and inverse Wishart processes, which we apply as Bayesian models for the dynamic, heteroskedastic covariance matrix of a multivariate time series. The Wishart and inverse Wishart processes are constructed from i.i.d. Gaussian pro…

2018

Learning Invariances using the Marginal Likelihood

NeurIPS 2018poster

In many supervised learning tasks, learning what changes do not affect the predic-tion target is as crucial to generalisation as learning what does. Data augmentationis a common way to enforce a model to exhibit an invariance: training data is modi-fied according to an invariance designed by a human…

2016

Understanding Probabilistic Sparse Gaussian Process Approximations

NeurIPS 2016poster

Good sparse approximations are essential for practical inference in Gaussian Processes as the computational cost of exact methods is prohibitive for large datasets. The Fully Independent Training Conditional (FITC) and the Variational Free Energy (VFE) approximations are two recent popular methods.…

Cited by 286SourcePDFScholar