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Michael Blum

Publications and source records attributed to Michael Blum.

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xMIx: High-Performance Serving-Time Platform for Mechanistic Interpretability Apps

Mechanistic interpretability (MI) has emerged as a powerful approach for analyzing and intervening in inference computations, with a growing number of applications such as jailbreak attempt detection, truthfulness evaluation, and hallucination detection. Unfortunately, MI deployment in production model-serving systems is currently not practical, as most existing MI frameworks introduce prohibitively high runtime overheads. The fundamental problem is that MI functions do not compose cleanly with served models: they fragment deployment, often force draining requests and rebuilding serving state, and conflict with critical performance optimizations such as continuous batching and CUDA-graph execution, essential for production deployments. We present xMIx, a serving-native framework for deploying MI applications in production inference serving environments. xMIx enables attaching MI functions to a predefined set of locations in the model runtime, interposing on activations within the layers and residual streams. xMIx supports conditional invocation of MI functions depending on the outputs in preceding model layers. Multiple MI applications can be deployed in a single model instance. xMIx compiles them all into the serving path but activates them dynamically at runtime only when necessary, with negligible performance cost, and without requiring a separate model instance or alternative execution stack. We integrate xMIx with the vLLM serving system and evaluate it across three major models and seven diverse MI applications. xMIx achieves performance comparable to native vLLM execution, incurring a slowdown of 1.3% mean inter-token latency (ITL), 1.2% for tail P99 ITL, 2.6% for mean time to first token (TTFT), and 1.6% for mean total token throughput (TTT).

cs.AI

Approximate Bayesian Computation: a nonparametric perspective

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing summary statistics s_obs from the data and simulating summary statistics for different values of the parameter theta. The posterior distribution is then approximated by an estimator of the conditional density g(theta|s_obs). In this paper, we derive the asymptotic bias and variance of the standard estimators of the posterior distribution which are based on rejection sampling and linear adjustment. Additionally, we introduce an original estimator of the posterior distribution based on quadratic adjustment and we show that its bias contains a fewer number of terms than the estimator with linear adjustment. Although we find that the estimators with adjustment are not universally superior to the estimator based on rejection sampling, we find that they can achieve better performance when there is a nearly homoscedastic relationship between the summary statistics and the parameter of interest. To make this relationship as homoscedastic as possible, we propose to use transformations of the summary statistics. In different examples borrowed from the population genetics and epidemiological literature, we show the potential of the methods with adjustment and of the transformations of the summary statistics. Supplemental materials containing the details of the proofs are available online.

stat.CO