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Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves…

Machine Learning · Statistics 2017-11-07 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Squared error loss remains the most commonly used loss function for constructing a Bayes estimator of the parameter of interest. However, it can lead to sub-optimal solutions when a parameter is defined in a restricted space. It can also be…

Statistics Theory · Mathematics 2019-02-25 Pavel Mozgunov , Thomas Jaki , Mauro Gasparini

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an…

Machine Learning · Statistics 2018-08-14 Zi Wang , Bolei Zhou , Stefanie Jegelka

We present a probabilistic framework for nonlinearities, based on doubly truncated Gaussian distributions. By setting the truncation points appropriately, we are able to generate various types of nonlinearities within a unified framework,…

Machine Learning · Statistics 2017-09-20 Qinliang Su , Xuejun Liao , Lawrence Carin

We present a general theoretical analysis of structured prediction with a series of new results. We give new data-dependent margin guarantees for structured prediction for a very wide family of loss functions and a general family of…

Machine Learning · Statistics 2016-12-02 Corinna Cortes , Mehryar Mohri , Vitaly Kuznetsov , Scott Yang

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

This paper seeks an efficient algorithm for stochastic precoding to maximize the long-term average weighted sum rates throughout a multiple-input multiple-output (MIMO) network. Unlike many existing works that assume a particular…

Information Theory · Computer Science 2026-03-10 Wenyu Wang , Kaiming Shen

Noise-tolerant PAC learning of linear models has been of central interests in machine learning community since the last century. In recent years, many computationally-efficient algorithms have been proposed for the problem of learning…

Machine Learning · Computer Science 2026-05-19 Rita Adhikari , Shiwei Zeng

The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…

Cosmology and Nongalactic Astrophysics · Physics 2021-12-15 Janis Fluri , Aurelien Lucchi , Tomasz Kacprzak , Alexandre Refregier , Thomas Hofmann

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

In this work we consider the task of constructing prediction intervals in an inductive batch setting. We present a discriminative learning framework which optimizes the expected error rate under a budget constraint on the interval sizes.…

Machine Learning · Computer Science 2018-02-28 Nir Rosenfeld , Yishay Mansour , Elad Yom-Tov

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Algorithms in machine learning and AI do critically depend on at least three key components: (i) the risk function, which is the expectation of the loss function, (ii) the function space, which is often called the hypothesis space, and…

Machine Learning · Statistics 2026-05-08 Lena Helgerth , Andreas Christmann

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

In this paper, learning of tree-structured Gaussian graphical models from distributed data is addressed. In our model, samples are stored in a set of distributed machines where each machine has access to only a subset of features. A central…

Machine Learning · Computer Science 2018-12-05 Mostafa Tavassolipour , Seyed Abolfazl Motahari , Mohammad-Taghi Manzuri Shalmani

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg