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We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…

Methodology · Statistics 2024-05-24 Guanghui Cheng , Wenjuan Hu , Ruitao Lin , Chen Wang

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

For models consisting of a classifier in some representation space, learning online from a non-stationary data stream often necessitates changes in the representation. So, the question arises of what is the best way to adapt the classifier…

Machine Learning · Computer Science 2024-05-08 Thomas L. Lee , Amos Storkey

The combination of Monte Carlo tree search and neural networks has revolutionized online planning. As neural network approximations are often imperfect, we ask whether uncertainty estimates about the network outputs could be used to improve…

Artificial Intelligence · Computer Science 2024-06-05 Nir Greshler , David Ben Eli , Carmel Rabinovitz , Gabi Guetta , Liran Gispan , Guy Zohar , Aviv Tamar

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Algorithmic recourse aims to recommend an informative feedback to overturn an unfavorable machine learning decision. We introduce in this paper the Bayesian recourse, a model-agnostic recourse that minimizes the posterior probability odds…

Machine Learning · Computer Science 2022-06-23 Tuan-Duy H. Nguyen , Ngoc Bui , Duy Nguyen , Man-Chung Yue , Viet Anh Nguyen

Deep ensembles have recently gained popularity in the deep learning community for their conceptual simplicity and efficiency. However, maintaining functional diversity between ensemble members that are independently trained with gradient…

Machine Learning · Computer Science 2023-03-29 Francesco D'Angelo , Vincent Fortuin

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

We present an efficient distributed online learning scheme to classify data captured from distributed, heterogeneous, and dynamic data sources. Our scheme consists of multiple distributed local learners, that analyze different streams of…

Machine Learning · Computer Science 2013-08-27 Luca Canzian , Yu Zhang , Mihaela van der Schaar

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

RANSAC-based algorithms are the standard techniques for robust estimation in computer vision. These algorithms are iterative and computationally expensive; they alternate between random sampling of data, computing hypotheses, and running…

Computer Vision and Pattern Recognition · Computer Science 2023-09-27 Valter Piedade , Pedro Miraldo

The loss function plays an important role in optimizing the performance of a learning system. A crucial aspect of the loss function is the assignment of sample weights within a mini-batch during loss computation. In the context of continual…

Machine Learning · Computer Science 2024-01-30 Hamed Hemati , Damian Borth

Contrastive learning has become a key component of self-supervised learning approaches for graph-structured data. Despite their success, existing graph contrastive learning methods are incapable of uncertainty quantification for node…

We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time. Moreover, data may depend on the decision of the time when…

Optimization and Control · Mathematics 2023-10-17 Tianyi Liu , Yifan Lin , Enlu Zhou

In recent years there has been substantial development in algorithms for quantum phase estimation. In this work we provide a new approach to online Bayesian phase estimation that achieves Heisenberg limited scaling that requires…

Quantum Physics · Physics 2022-08-10 Cassandra Granade , Nathan Wiebe

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as…

Machine Learning · Computer Science 2025-11-20 Joery A. de Vries , Jinke He , Mathijs M. de Weerdt , Matthijs T. J. Spaan

Multivariate binary distributions can be decomposed into products of univariate conditional distributions. Recently popular approaches have modeled these conditionals through neural networks with sophisticated weight-sharing structures. It…

Machine Learning · Statistics 2017-03-23 Marc Goessling

We propose a randomized greedy search algorithm to find a point estimate for a random partition based on a loss function and posterior Monte Carlo samples. Given the large size and awkward discrete nature of the search space, the…

Methodology · Statistics 2021-05-11 David B. Dahl , Devin J. Johnson , Peter Mueller