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Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

This paper investigates the use of prior computation to estimate the value function to improve sample efficiency in on-policy policy gradient methods in reinforcement learning. Our approach is to estimate the value function from prior…

Machine Learning · Computer Science 2023-02-06 Md Masudur Rahman , Yexiang Xue

Training neural samplers directly from unnormalized densities without access to target distribution samples presents a significant challenge. A critical desideratum in these settings is achieving comprehensive mode coverage, ensuring the…

Machine Learning · Computer Science 2025-05-27 Chenguang Wang , Xiaoyu Zhang , Kaiyuan Cui , Weichen Zhao , Yongtao Guan , Tianshu Yu

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

Attention mechanisms that confer selective focus on a strict subset of input elements are nearly ubiquitous in language models today. We posit there to be downside to the use of attention: most input information is lost. In support of this…

Computation and Language · Computer Science 2025-03-21 Benjamin L. Badger

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

Machine Learning · Computer Science 2023-01-31 Gui Citovsky , Giulia DeSalvo , Sanjiv Kumar , Srikumar Ramalingam , Afshin Rostamizadeh , Yunjuan Wang

Feature importance ranking has become a powerful tool for explainable AI. However, its nature of combinatorial optimization poses a great challenge for deep learning. In this paper, we propose a novel dual-net architecture consisting of…

Machine Learning · Computer Science 2020-10-20 Maksymilian Wojtas , Ke Chen

Importance sampling is a Monte Carlo technique for efficiently estimating the likelihood of rare events by biasing the sampling distribution towards the rare event of interest. By drawing weighted samples from a learned proposal…

Machine Learning · Statistics 2025-05-20 Liam A. Kruse , Marc R. Schlichting , Mykel J. Kochenderfer

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

Mix-based augmentation has been proven fundamental to the generalization of deep vision models. However, current augmentations only mix samples at the current data batch during training, which ignores the possible knowledge accumulated in…

Computer Vision and Pattern Recognition · Computer Science 2022-03-15 Lingfeng Yang , Xiang Li , Borui Zhao , Renjie Song , Jian Yang

Increased access to computing resources has led to the development of algorithms that can run efficiently on multi-core processing units or in distributed computing environments. In the context of Bayesian inference, many parallel computing…

Methodology · Statistics 2025-09-11 Daniel Würzler Barreto , Mevin B. Hooten

In the context of continual learning, acquiring new knowledge while maintaining previous knowledge presents a significant challenge. Existing methods often use experience replay techniques that store a small portion of previous task data…

Machine Learning · Computer Science 2025-12-24 Minsu Kim , Seong-Hyeon Hwang , Steven Euijong Whang

We propose an empirical measure of the approximate accuracy of feature importance estimates in deep neural networks. Our results across several large-scale image classification datasets show that many popular interpretability methods…

Machine Learning · Computer Science 2019-11-06 Sara Hooker , Dumitru Erhan , Pieter-Jan Kindermans , Been Kim

For reinforcement learning on complex stochastic systems where many factors dynamically impact the output trajectories, it is desirable to effectively leverage the information from historical samples collected in previous iterations to…

Machine Learning · Statistics 2022-09-13 Hua Zheng , Wei Xie , M. Ben Feng

Supervised deep learning requires a large amount of training samples with annotations (e.g. label class for classification task, pixel- or voxel-wised label map for segmentation tasks), which are expensive and time-consuming to obtain.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-14 Yuanhan Mo , Shuo Wang , Chengliang Dai , Rui Zhou , Zhongzhao Teng , Wenjia Bai , Yike Guo

Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…

Machine Learning · Computer Science 2021-12-14 Pierre Liotet , Francesco Vidaich , Alberto Maria Metelli , Marcello Restelli

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Nowadays, fast delivery services have created the need for high-density warehouses. The puzzle-based storage system is a practical way to enhance the storage density, however, facing difficulties in the retrieval process. In this work, a…

Machine Learning · Computer Science 2022-02-09 Jing He , Xinglu Liu , Qiyao Duan , Wai Kin Victor Chan , Mingyao Qi

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Computation · Statistics 2019-09-18 Giacomo Zanella , Gareth Roberts

The challenge in the widely applicable online matching problem lies in making irrevocable assignments while there is uncertainty about future inputs. Most theoretically-grounded policies are myopic or greedy in nature. In real-world…

Machine Learning · Computer Science 2022-11-01 Mohammad Ali Alomrani , Reza Moravej , Elias B. Khalil