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This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…

Methodology · Statistics 2022-11-14 Heather S. Battey , Nancy Reid

In this work, we consider the maximization of submodular functions constrained by independence systems. Because of the wide applicability of submodular functions, this problem has been extensively studied in the literature, on specialized…

Data Structures and Algorithms · Computer Science 2019-06-11 Alan Kuhnle

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and…

Machine Learning · Computer Science 2009-08-06 Piyush Rai , Hal Daumé

We investigate the existence of approximation algorithms for maximization of submodular functions, that run in fixed parameter tractable (FPT) time. Given a non-decreasing submodular set function $v: 2^X \to \mathbb{R}$ the goal is to…

Data Structures and Algorithms · Computer Science 2021-04-21 Piotr Skowron

In the context of online interactive machine learning with combinatorial objectives, we extend purely submodular prior work to more general non-submodular objectives. This includes: (1) those that are additively decomposable into a sum of…

Machine Learning · Computer Science 2024-05-14 Adhyyan Narang , Omid Sadeghi , Lillian J Ratliff , Maryam Fazel , Jeff Bilmes

Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in…

Machine Learning · Statistics 2022-07-25 Simón Rodríguez Santana , Bryan Zaldivar , Daniel Hernández-Lobato

Large Language Models (LLMs) and other large foundation models have achieved noteworthy success, but their size exacerbates existing resource consumption and latency challenges. In particular, the large-scale deployment of these models is…

Machine Learning · Computer Science 2023-08-30 Banghua Zhu , Ying Sheng , Lianmin Zheng , Clark Barrett , Michael I. Jordan , Jiantao Jiao

A collaborative filtering recommender system predicts user preferences by discovering common features among users and items. We implement such inference using a Bayesian double feature allocation model, that is, a model for random pairs of…

Methodology · Statistics 2022-02-03 Qiaohui Lin , Peter Mueller

The past several years have witnessed the success of transformer-based models, and their scale and application scenarios continue to grow aggressively. The current landscape of transformer models is increasingly diverse: the model size…

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

Machine Learning · Statistics 2018-03-29 Charles Gadd , Sara Wade , Akeel Shah , Dimitris Grammatopoulos

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

Machine Learning · Computer Science 2022-10-12 Marius Hobbhahn , Philipp Hennig

Large language models have been widely adopted but require significant GPU memory for inference. We develop a procedure for Int8 matrix multiplication for feed-forward and attention projection layers in transformers, which cut the memory…

Machine Learning · Computer Science 2022-11-11 Tim Dettmers , Mike Lewis , Younes Belkada , Luke Zettlemoyer

Motivated by a wide range of applications in data mining and machine learning, we consider the problem of maximizing a submodular function subject to supermodular cost constraints. In contrast to the well-understood setting of cardinality…

Data Structures and Algorithms · Computer Science 2026-02-19 Ajitesh Srivastava , Shanghua Teng

Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find…

Machine Learning · Computer Science 2026-05-08 Kiyoung Om , Kyuil Sim , Taeyoung Yun , Hyeongyu Kang , Jinkyoo Park

Many large-scale machine learning problems--clustering, non-parametric learning, kernel machines, etc.--require selecting a small yet representative subset from a large dataset. Such problems can often be reduced to maximizing a submodular…

Machine Learning · Computer Science 2016-06-28 Baharan Mirzasoleiman , Amin Karbasi , Rik Sarkar , Andreas Krause

We consider the problem of maximizing non-negative non-decreasing set functions. Although most of the recent work focus on exploiting submodularity, it turns out that several objectives we encounter in practice are not submodular.…

Data Structures and Algorithms · Computer Science 2018-06-19 Gaurav Gupta , Sergio Pequito , Paul Bogdan

The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. In this paper we…

Computation · Statistics 2013-02-21 Thiago G. Martins , Daniel Simpson , Finn Lindgren , Håvard Rue