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A wide range of machine learning algorithms iteratively add data to the training sample. Examples include semi-supervised learning, active learning, multi-armed bandits, and Bayesian optimization. We embed this kind of data addition into…

Machine Learning · Statistics 2024-06-25 Julian Rodemann

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

With the deluge of digitized information in the Big Data era, massive datasets are becoming increasingly available for learning predictive models. However, in many practical situations, the poor control of the data acquisition processes may…

Machine Learning · Statistics 2022-11-02 Stephan Clémençon , Pierre Laforgue

This paper proposes an event-triggered variational Bayesian filter for remote state estimation with unknown and time-varying noise covariances. After presetting multiple nominal process noise covariances and an initial measurement noise…

Signal Processing · Electrical Eng. & Systems 2022-06-15 Xiaoxu Lv , Peihu Duan , Zhisheng Duan , Guanrong Chen , Ling Shi

Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…

Machine Learning · Statistics 2022-08-08 Amit Peleg , Naama Pearl , Ron Meir

We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…

We establish fundamental limits on estimation accuracy for the noisy 20 questions problem with measurement-dependent noise and introduce optimal non-adaptive procedures that achieve these limits. The minimal achievable resolution is defined…

Information Theory · Computer Science 2021-01-12 Lin Zhou , Alfred Hero

Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem…

Machine Learning · Computer Science 2019-09-10 Mo Zhou , Tianyi Liu , Yan Li , Dachao Lin , Enlu Zhou , Tuo Zhao

We offer a novel view of AdaBoost in a statistical setting. We propose a Bayesian model for binary classification in which label noise is modeled hierarchically. Using variational inference to optimize a dynamic evidence lower bound, we…

Machine Learning · Statistics 2012-09-11 Alexander Lorbert , David M. Blei , Robert E. Schapire , Peter J. Ramadge

We introduce an efficient and accurate readout measurement scheme for single and multi-qubit states. Our method uses Bayesian inference to build an assignment probability distribution for each qubit state based on a reference…

Quantum Physics · Physics 2023-12-27 F. Cosco , N. Lo Gullo

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…

Optimization and Control · Mathematics 2018-02-08 Saeed Ghadimi , Mengdi Wang

In many real-world scenarios where data is high dimensional, test time acquisition of features is a non-trivial task due to costs associated with feature acquisition and evaluating feature value. The need for highly confident models with an…

Machine Learning · Computer Science 2019-09-17 Orpaz Goldstein , Mohammad Kachuee , Kimmo Karkkainen , Majid Sarrafzadeh

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

A novel quickest detection setting is proposed which is a generalization of the well-known Bayesian change-point detection model. Suppose \{(X_i,Y_i)\}_{i\geq 1} is a sequence of pairs of random variables, and that S is a stopping time with…

Statistics Theory · Mathematics 2016-11-17 Urs Niesen , Aslan Tchamkerten

We describe a slightly sub-exponential time algorithm for learning parity functions in the presence of random classification noise. This results in a polynomial-time algorithm for the case of parity functions that depend on only the first…

Machine Learning · Computer Science 2007-05-23 Avrim Blum , Adam Kalai , Hal Wasserman

We provide high-probability sample complexity guarantees for exact structure recovery and accurate predictive learning using noise-corrupted samples from an acyclic (tree-shaped) graphical model. The hidden variables follow a…

Machine Learning · Statistics 2021-02-18 Konstantinos E. Nikolakakis , Dionysios S. Kalogerias , Anand D. Sarwate

This paper considers the problem of acquiring an unknown target location (among a finite number of locations) via a sequence of measurements, where each measurement consists of simultaneously probing a group of locations. The resulting…

Information Theory · Computer Science 2019-01-30 Anusha Lalitha , Nancy Ronquillo , Tara Javidi

We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…

Statistics Theory · Mathematics 2017-12-19 Evgeny Burnaev , Georgy Golubev

In many applications, training machine learning models involves using large amounts of human-annotated data. Obtaining precise labels for the data is expensive. Instead, training with weak supervision provides a low-cost alternative. We…

Machine Learning · Computer Science 2022-02-09 Chidubem Arachie , Bert Huang
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