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We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…

Machine Learning · Statistics 2021-10-28 Aodong Li , Alex Boyd , Padhraic Smyth , Stephan Mandt

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

Symbolic regression automates the process of learning closed-form mathematical models from data. Standard approaches to symbolic regression, as well as newer deep learning approaches, rely on heuristic model selection criteria, heuristic…

Machine Learning · Statistics 2025-07-29 Roger Guimera , Marta Sales-Pardo

Attention calculation is extremely time-consuming for long-sequence inference tasks, such as text or image/video generation, in large models. To accelerate this process, we developed a low-precision, mathematically-equivalent algorithm…

This work studies social learning under non-stationary conditions. Although designed for online inference, classic social learning algorithms perform poorly under drifting conditions. To mitigate this drawback, we propose the Adaptive…

Signal Processing · Electrical Eng. & Systems 2020-03-05 Virginia Bordignon , Vincenzo Matta , Ali H. Sayed

Reinforcement Learning (RL) has emerged as the key driver for post-training complex reasoning in Large Language Models (LLMs), yet online RL introduces significant instability and computational overhead. Offline RL offers a compelling…

Computation and Language · Computer Science 2026-04-06 Minjae Oh , Yunho Choi , Dongmin Choi , Yohan Jo

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Quantum Physics · Physics 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong

How an agent can act optimally in stochastic, partially observable domains is a challenge problem, the standard approach to address this issue is to learn the domain model firstly and then based on the learned model to find the (near)…

Artificial Intelligence · Computer Science 2019-06-13 Yunlong Liu , Jianyang Zheng

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training…

Machine Learning · Computer Science 2023-12-19 Jiaxi Li , Xiongjie Chen , Yunpeng Li

We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…

Systems and Control · Computer Science 2016-09-26 Giulia Prando , Diego Romeres , Alessandro Chiuso

To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML)…

Machine Learning · Computer Science 2019-04-19 Weilin Zhou , Frederic Precioso

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

We study stochastic optimization with data-adaptive sampling schemes to train pairwise learning models. Pairwise learning is ubiquitous, and it covers several popular learning tasks such as ranking, metric learning and AUC maximization. A…

Machine Learning · Computer Science 2025-04-10 Sijia Zhou , Yunwen Lei , Ata Kabán

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

This paper presents a novel online identification algorithm for nonlinear regression models. The online identification problem is challenging due to the presence of nonlinear structure in the models. Previous works usually ignore the…

Optimization and Control · Mathematics 2022-07-21 Guang-Yong Chen , Min Gan , Jing Chen , Long Chen

Analytical models developed in offline settings with pre-prepared data are typically used to predict students' performance. However, when data are available over time, this learning method is not suitable anymore. Online learning is…

Computers and Society · Computer Science 2024-07-16 Chahrazed Labba , Anne Boyer
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