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We are interested in probabilistic prediction in online settings in which data does not follow a probability distribution. Our work seeks to achieve two goals: (1) producing valid probabilities that accurately reflect model confidence; and…

Machine Learning · Computer Science 2024-06-06 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…

Machine Learning · Computer Science 2021-11-08 Runa Eschenhagen , Erik Daxberger , Philipp Hennig , Agustinus Kristiadi

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Bowen Song , Soo Min Kwon , Zecheng Zhang , Xinyu Hu , Qing Qu , Liyue Shen

(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the…

Machine Learning · Computer Science 2022-01-19 Di Wang , Jiahao Ding , Lijie Hu , Zejun Xie , Miao Pan , Jinhui Xu

State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…

Machine Learning · Computer Science 2025-10-01 Farha A. Khan , Tanmay Chakraborty , Jörg P. Dietrich , Christian Wirth

Machine unlearning algorithms are increasingly important as legal concerns arise around the provenance of training data, but verifying the success of unlearning is often difficult. Provable guarantees for unlearning are often limited to…

Machine Learning · Computer Science 2025-04-22 Stanley Wei , Sadhika Malladi , Sanjeev Arora , Amartya Sanyal

Advances in variational inference enable parameterisation of probabilistic models by deep neural networks. This combines the statistical transparency of the probabilistic modelling framework with the representational power of deep learning.…

Computation and Language · Computer Science 2020-05-05 Tom Pelsmaeker , Wilker Aziz

We investigate the online fair allocation problem with sequentially arriving items under various input models, with the goal of balancing fairness and efficiency. We propose the unconstrained PACE (Pacing According to Current Estimated…

Computer Science and Game Theory · Computer Science 2024-08-06 Zongjun Yang , Luofeng Liao , Yuan Gao , Christian Kroer

As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior…

Machine Learning · Computer Science 2022-10-27 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

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

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

This paper proposes a topic modeling method that scales linearly to billions of documents. We make three core contributions: i) we present a topic modeling method, Tensor Latent Dirichlet Allocation (TLDA), that has identifiable and…

Machine Learning · Computer Science 2026-01-14 Sara Kangaslahti , Danny Ebanks , Jean Kossaifi , Anqi Liu , R. Michael Alvarez , Animashree Anandkumar

We introduce a new method for speeding up the inference of deep neural networks. It is somewhat inspired by the reduced-order modeling techniques for dynamical systems.The cornerstone of the proposed method is the maximum volume algorithm.…

Machine Learning · Computer Science 2020-11-26 Julia Gusak , Talgat Daulbaev , Evgeny Ponomarev , Andrzej Cichocki , Ivan Oseledets

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

Statistics Theory · Mathematics 2018-05-24 Pierre Gaillard , Olivier Wintenberger

In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…

Optimization and Control · Mathematics 2023-07-24 Nicola Bastianello , Ruggero Carli , Sandro Zampieri

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on…

Artificial Intelligence · Computer Science 2016-10-19 Daniel Ritchie , Paul Horsfall , Noah D. Goodman

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

The standard model of online prediction deals with serial processing of inputs by a single processor. However, in large-scale online prediction problems, where inputs arrive at a high rate, an increasingly common necessity is to distribute…

Machine Learning · Computer Science 2010-12-08 Ofer Dekel , Ran Gilad-Bachrach , Ohad Shamir , Lin Xiao