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Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…
Although it is an extremely effective, easy-to-use, and increasingly popular tool for nonparametric regression, the Bayesian Additive Regression Trees (BART) model is limited by the fact that it can only produce discontinuous output.…
A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…
Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…
Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…
We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework.…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
In projection pursuit regression (PPR), an unknown response function is approximated by the sum of M "ridge functions," which are flexible functions of one-dimensional projections of a multivariate input space. Traditionally, optimization…
Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…
Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…
Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
The Binary Space Partitioning~(BSP)-Tree process is proposed to produce flexible 2-D partition structures which are originally used as a Bayesian nonparametric prior for relational modelling. It can hardly be applied to other learning tasks…
Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…
Several structural learning algorithms for staged tree models, an asymmetric extension of Bayesian networks, have been defined. However, they do not scale efficiently as the number of variables considered increases. Here we introduce the…
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…
Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions for pointwise consistency of trees. We formalize that (i) the…
The past two decades have seen a growing interest in combining causal information, commonly represented using causal graphs, with machine learning models. Probability trees provide a simple yet powerful alternative representation of causal…