Related papers: Learning to select computations
Maximum Inner Product Search (MIPS) is an important task in many machine learning applications such as the prediction phase of a low-rank matrix factorization model for a recommender system. There have been some works on how to perform MIPS…
Deciding what to sense is a crucial task, made harder by dependencies and by a nonadditive utility function. We develop approximation algorithms for selecting an optimal set of measurements, under a dependency structure modeled by a…
We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…
Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…
The paper evaluates the power of best-first search over AND/OR search spaces for solving the Most Probable Explanation (MPE) task in Bayesian networks. The main virtue of the AND/OR representation of the search space is its sensitivity to…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…
Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We introduce Bayesian least-squares policy iteration (BLSPI), an off-policy, model-free, policy iteration algorithm that uses the Bayesian least-squares temporal-difference (BLSTD) learning algorithm to evaluate policies. An online variant…
Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…
Data selection improves computational efficiency by choosing informative subsets of training samples. However, existing methods ignore the compute budget, treating data selection and importance evaluation independently of compute budget…
Manifold Learning is a class of algorithms seeking a low-dimensional non-linear representation of high-dimensional data. Thus manifold learning algorithms are, at least in theory, most applicable to high-dimensional data and sample sizes to…
Being prompted to engage in reasoning has emerged as a core technique for using large language models (LLMs), deploying additional inference-time compute to improve task performance. However, as LLMs increase in both size and adoption,…
We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…
Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making contexts,…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…