Related papers: Aggregating density estimators: an empirical study
Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…
In many applications, data cluster. Failing to take the cluster structure into consideration generally leads to underestimated variances of point estimators and inflated type I errors in hypothesis tests. Many circumstance-dependent…
Efficient extraction of useful knowledge from these data is still a challenge, mainly when the data is distributed, heterogeneous and of different quality depending on its corresponding local infrastructure. To reduce the overhead cost,…
Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…
We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…
Dense networks with weighted connections often exhibit a community like structure, where although most nodes are connected to each other, different patterns of edge weights may emerge depending on each node's community membership. We…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…
Ensemble learning has proven effective in boosting predictive performance, but traditional methods such as bagging, boosting, and dynamic ensemble selection (DES) suffer from high computational cost and limited adaptability to heterogeneous…
There has recently been a steady increase in the number iterative approaches to density estimation. However, an accompanying burst of formal convergence guarantees has not followed; all results pay the price of heavy assumptions which are…
Sampling with replacement occurs in many settings in machine learning, notably in the bagging ensemble technique and the .632+ validation scheme. The number of unique original items in a bootstrap sample can have an important role in the…
In recent years, the Edge Computing (EC) paradigm has emerged as an enabling factor for developing technologies like the Internet of Things (IoT) and 5G networks, bridging the gap between Cloud Computing services and end-users, supporting…
In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one…
We present and empirically evaluate an efficient algorithm that learns to aggregate the predictions of an ensemble of binary classifiers. The algorithm uses the structure of the ensemble predictions on unlabeled data to yield significant…
Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…
Density aggregation is a central problem in machine learning, for instance when combining predictions from a Deep Ensemble. The choice of aggregation remains an open question with two commonly proposed approaches being linear pooling…
A common approach to aggregate classification estimates in an ensemble of decision trees is to either use voting or to average the probabilities for each class. The latter takes uncertainty into account, but not the reliability of the…
Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…
In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…
We revisit the classical problem of Bayesian ensembles and address the challenge of learning optimal combinations of Bayesian models in an online, continual learning setting. To this end, we reinterpret existing approaches such as Bayesian…