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Traditional neural network regression models provide only point estimates, failing to capture predictive uncertainty. Probabilistic neural networks (PNNs) address this limitation by producing output distributions, enabling the construction…

Machine Learning · Computer Science 2026-03-02 Farhad Pourkamali-Anaraki

Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep…

Machine Learning · Statistics 2017-04-07 Kai Fan

Stochastic Gumbel graph networks are proposed to learn high-dimensional time series, where the observed dimensions are often spatially correlated. To that end, the observed randomness and spatial-correlations are captured by learning the…

Machine Learning · Computer Science 2023-07-13 Jin Guo , Ting Gao , Yufu Lan , Peng Zhang , Sikun Yang , Jinqiao Duan

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Optimization and Control · Mathematics 2023-03-14 Hsu Kao , Vijay Subramanian

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

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

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Machine Learning · Computer Science 2019-10-04 Wonpyo Park , Paul Hongsuck Seo , Bohyung Han , Minsu Cho

Building robust, interpretable, and secure AI system requires quantifying and representing uncertainty under a probabilistic perspective to mimic human cognitive abilities. However, probabilistic computation presents significant challenges…

Machine Learning · Computer Science 2024-01-15 Hengyuan Ma , Yang Qi , Li Zhang , Wenlian Lu , Jianfeng Feng

Stochastic binary hidden units in a multi-layer perceptron (MLP) network give at least three potential benefits when compared to deterministic MLP networks. (1) They allow to learn one-to-many type of mappings. (2) They can be used in…

Machine Learning · Statistics 2015-04-10 Tapani Raiko , Mathias Berglund , Guillaume Alain , Laurent Dinh

This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…

Machine Learning · Computer Science 2018-01-31 Vikram Mullachery , Aniruddh Khera , Amir Husain

In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…

Methodology · Statistics 2012-05-04 Teo Sharia

In this technical report we study the problem of propagation of uncertainty (in terms of variances of given uni-variate normal random variables) through typical building blocks of a Convolutional Neural Network (CNN). These include layers…

Machine Learning · Computer Science 2021-02-12 Christos Tzelepis , Ioannis Patras

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have…

Machine Learning · Computer Science 2020-04-24 Ehsan Hajiramezanali , Arman Hasanzadeh , Nick Duffield , Krishna Narayanan , Mingyuan Zhou , Xiaoning Qian

Deep neural networks have become the default choice for many of the machine learning tasks such as classification and regression. Dropout, a method commonly used to improve the convergence of deep neural networks, generates an ensemble of…

Machine Learning · Statistics 2019-04-11 Tal Kachman , Michal Moshkovitz , Michal Rosen-Zvi

This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…

Machine Learning · Statistics 2024-02-22 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Scott E. Stapleton

We study the problem of training deep neural networks with Rectified Linear Unit (ReLU) activation function using gradient descent and stochastic gradient descent. In particular, we study the binary classification problem and show that for…

Machine Learning · Computer Science 2018-12-31 Difan Zou , Yuan Cao , Dongruo Zhou , Quanquan Gu

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

Probabilistic graphical models (PGMs) provide a compact and flexible framework to model very complex real-life phenomena. They combine the probability theory which deals with uncertainty and logical structure represented by a graph which…

Machine Learning · Statistics 2023-02-01 Maryia Shpak