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In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…
The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…
In simulations of multiscale dynamical systems, not all relevant processes can be resolved explicitly. Taking the effect of the unresolved processes into account is important, which introduces the need for paramerizations. We present a…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…
Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…
When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…
The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…
Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…
Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…
In this paper, the problem of training a classifier on a dataset with incomplete features is addressed. We assume that different subsets of features (random or structured) are available at each data instance. This situation typically occurs…
Machine learning methods are widely and successfully used for probabilistic wind power forecasting, yet the pervasive issue of missing values (e.g., due to sensor faults or communication outages) has received limited attention. The…
Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…
Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…
Traditional machine learning methods usually minimize a simple loss function to learn a predictive model, and then use a complex performance measure to measure the prediction performance. However, minimizing a simple loss function cannot…
Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
We propose a new algorithm to learn the network of the interactions of pairwise Ising models. The algorithm is based on the pseudo-likelihood method (PLM), that has already been proven to efficiently solve the problem in a large variety of…
Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…
Missing data represents a fundamental challenge in machine learning applications, often reducing model performance and reliability. This problem is particularly acute in fields like bioinformatics and clinical machine learning, where…