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Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from…

Machine Learning · Computer Science 2023-07-14 Ruichong Zhang

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Machine Learning · Computer Science 2024-11-06 Fabio Sigrist

When a missing process depends on the missing values themselves, it needs to be explicitly modelled and taken into account while doing likelihood-based inference. We present an approach for building and fitting deep latent variable models…

Machine Learning · Statistics 2021-03-19 Niels Bruun Ipsen , Pierre-Alexandre Mattei , Jes Frellsen

Datasets in engineering domains are often small, sparsely labeled, and contain numerical as well as categorical conditions. Additionally. computational resources are typically limited in practical applications which hinders the adoption of…

Machine Learning · Computer Science 2025-05-23 Phillip Mueller , Jannik Wiese , Sebastian Mueller , Lars Mikelsons

We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple…

Machine Learning · Computer Science 2024-11-15 Richard Nock , Mathieu Guillame-Bert

Incomplete data are common in real-world applications. Sensors fail, records are inconsistent, and datasets collected from different sources often differ in scale, sampling rate, and quality. These differences create missing values that…

Machine Learning · Computer Science 2025-12-08 Zalish Mahmud , Anantaa Kotal , Aritran Piplai

Deep learning-based multivariate and multistep-ahead traffic forecasting models are typically trained with the mean squared error (MSE) or mean absolute error (MAE) as the loss function in a sequence-to-sequence setting, simply assuming…

Machine Learning · Computer Science 2026-01-28 Seongjin Choi , Nicolas Saunier , Vincent Zhihao Zheng , Martin Trepanier , Lijun Sun

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

In this work, we propose a composition/decomposition framework for adversarially training generative models on composed data - data where each sample can be thought of as being constructed from a fixed number of components. In our…

Machine Learning · Computer Science 2019-01-24 Yeu-Chern Harn , Zhenghao Chen , Vladimir Jojic

By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data. Ensemble…

Machine Learning · Computer Science 2024-01-09 Hamed Jalali , Gjergji Kasneci

In probabilistic classification, a discriminative model based on the softmax function has a potential limitation in that it assumes unimodality for each class in the feature space. The mixture model can address this issue, although it leads…

Machine Learning · Computer Science 2021-05-10 Hideaki Hayashi , Seiichi Uchida

This paper develops a Bayesian graphical model for fusing disparate types of count data. The motivating application is the study of bacterial communities from diverse high dimensional features, in this case transcripts, collected from…

R\'enyi's information provides a theoretical foundation for tractable and data-efficient non-parametric density estimation, based on pair-wise evaluations in a reproducing kernel Hilbert space (RKHS). This paper extends this framework to…

Machine Learning · Computer Science 2022-03-09 Bo Hu , Shujian Yu , Jose C. Principe

With the advent of score-matching techniques for model training and Langevin dynamics for sample generation, energy-based models (EBMs) have gained renewed interest as generative models. Recent EBMs usually use neural networks to define…

Machine Learning · Computer Science 2025-05-05 Yukun Li , Li-Ping Liu

Using a statistical model-based data generation, we develop an experimental setup for the evaluation of neural networks (NNs). The setup helps to benchmark a set of NNs vis-a-vis minimum-mean-square-error (MMSE) performance bounds. This…

Machine Learning · Computer Science 2020-11-19 Sandipan Das , Prakash B. Gohain , Alireza M. Javid , Yonina C. Eldar , Saikat Chatterjee

To determine the optimal set of hyperparameters of a Gaussian process based on a large number of training data, both a linear system and a trace estimation problem must be solved. In this paper, we focus on establishing numerical methods…

Optimization and Control · Mathematics 2023-12-27 Josie König , Max Pfeffer , Martin Stoll

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard