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Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…

Statistics Theory · Mathematics 2017-04-03 Subhadeep Mukhopadhyay

One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales…

Methodology · Statistics 2013-06-25 Ping Ma , Michael W. Mahoney , Bin Yu

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

Uplift modeling is an area of machine learning which aims at predicting the causal effect of some action on a given individual. The action may be a medical procedure, marketing campaign, or any other circumstance controlled by the…

Machine Learning · Computer Science 2018-07-23 Michał Sołtys , Szymon Jaroszewicz

There is a vast body of theoretical research on lifted inference in probabilistic graphical models (PGMs). However, few demonstrations exist where lifting is applied in conjunction with top of the line applied algorithms. We pursue the…

Computer Vision and Pattern Recognition · Computer Science 2017-08-31 Haroun Habeeb , Ankit Anand , Mausam , Parag Singla

Reasoning about uncertainty is vital in many real-life autonomous systems. However, current state-of-the-art planning algorithms cannot either reason about uncertainty explicitly, or do so with a high computational burden. Here, we focus on…

Artificial Intelligence · Computer Science 2022-01-31 Moran Barenboim , Vadim Indelman

In many machine learning applications, it is important for the model to provide confidence scores that accurately capture its prediction uncertainty. Although modern learning methods have achieved great success in predictive accuracy,…

Machine Learning · Computer Science 2022-07-12 Linjun Zhang , Zhun Deng , Kenji Kawaguchi , James Zou

Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group…

Artificial Intelligence · Computer Science 2013-09-27 Hung Bui , Tuyen Huynh , Sebastian Riedel

While generalized linear mixed models are a fundamental tool in applied statistics, many specifications, such as those involving categorical factors with many levels or interaction terms, can be computationally challenging to estimate due…

Methodology · Statistics 2024-12-03 Max Goplerud , Omiros Papaspiliopoulos , Giacomo Zanella

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

Current literature on posterior approximation for Bayesian inference offers many alternative methods. Does our chosen approximation scheme work well on the observed data? The best existing generic diagnostic tools treating this kind of…

Computation · Statistics 2020-06-22 Hanwen Xing , Geoff K. Nicholls , Jeong Eun Lee

Likelihood-free inference refers to inference when a likelihood function cannot be explicitly evaluated, which is often the case for models based on simulators. Most of the literature is based on sample-based `Approximate Bayesian…

Machine Learning · Statistics 2018-11-22 Conor Durkan , George Papamakarios , Iain Murray

A multiverse analysis evaluates all combinations of "reasonable" analytic decisions to promote robustness and transparency, but can lead to a combinatorial explosion of analyses to compute. Long delays before assessing results prevent users…

Human-Computer Interaction · Computer Science 2023-05-16 Yang Liu , Tim Althoff , Jeffrey Heer

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on…

Artificial Intelligence · Computer Science 2016-10-19 Daniel Ritchie , Paul Horsfall , Noah D. Goodman

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Approximate computing has in recent times found significant applications towards lowering power, area, and time requirements for arithmetic operations. Several works done in recent years have furthered approximate computing along these…

Hardware Architecture · Computer Science 2020-09-01 Rajat Bhattacharjya , Vishesh Mishra , Saurabh Singh , Kaustav Goswami , Dip Sankar Banerjee

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese
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