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We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…
We introduce a new unsupervised anomaly detection ensemble called SPI which can harness privileged information - data available only for training examples but not for (future) test examples. Our ideas build on the Learning Using Privileged…
Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as…
Bayesian neural networks offer better estimates of model uncertainty compared to frequentist networks. However, inference involving Bayesian models requires multiple instantiations or sampling of the network parameters, requiring…
Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…
Simulation-based inference (SBI) provides a powerful framework for inferring posterior distributions of stochastic simulators in a wide range of domains. In many settings, however, the posterior distribution is not the end goal itself --…
Expectation propagation (EP) is a deterministic approximation algorithm that is often used to perform approximate Bayesian parameter learning. EP approximates the full intractable posterior distribution through a set of local approximations…
Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has…
In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
Simulation-based inference (SBI) enables parameter inference by training neural networks on forward simulations. It is being applied both for intractable likelihoods as well as under time constraints on the posterior sampling. After…
Continual learning in neural networks aims to learn new tasks without forgetting old tasks. Sequential function-space variational inference (SFSVI) uses a Gaussian variational distribution to approximate the distribution of the outputs of…
A major challenge in sample-based inference (SBI) for Bayesian neural networks is the size and structure of the networks' parameter space. Our work shows that successful SBI is possible by embracing the characteristic relationship between…
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…
For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…
A pseudo independent (PI) model is a probabilistic domain model (PDM) where proper subsets of a set of collectively dependent variables display marginal independence. PI models cannot be learned correctly by many algorithms that rely on a…
Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the…
Posterior inference in directed graphical models is commonly done using a probabilistic encoder (a.k.a inference model) conditioned on the input. Often this inference model is trained jointly with the probabilistic decoder (a.k.a generator…
Sequential Bayesian inference over predictive functions is a natural framework for continual learning from streams of data. However, applying it to neural networks has proved challenging in practice. Addressing the drawbacks of existing…
Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…