Related papers: On Theory for BART
We consider a set of agents who are attempting to iteratively learn the 'state of the world' from their neighbors in a social network. Each agent initially receives a noisy observation of the true state of the world. The agents then…
The preponderance of large-scale healthcare databases provide abundant opportunities for comparative effectiveness research. Evidence necessary to making informed treatment decisions often relies on comparing effectiveness of multiple…
Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…
The multinomial probit Bayesian additive regression trees (MPBART) framework was proposed by Kindo et al. (KD), approximating the latent utilities in the multinomial probit (MNP) model with BART (Chipman et al. 2010). Compared to…
Motivated by the Acute Respiratory Distress Syndrome Network (ARDSNetwork) ARDS respiratory management (ARMA) trial, we developed a flexible Bayesian machine learning approach to estimate the average causal effect and heterogeneous causal…
Bootstrap aggregating (Bagging) and boosting are two popular ensemble learning approaches, which combine multiple base learners to generate a composite model for more accurate and more reliable performance. They have been widely used in…
Machine learning models often perform poorly under subpopulation shifts in the data distribution. Developing methods that allow machine learning models to better generalize to such shifts is crucial for safe deployment in real-world…
This paper explores the controllability and state tracking of ensembles from the perspective of optimal transport theory. Ensembles, characterized as collections of systems evolving under the same dynamics but with varying initial…
Learning from set-structured data is a fundamental problem that has recently attracted increasing attention, where a series of summary networks are introduced to deal with the set input. In fact, many meta-learning problems can be treated…
The use of machine learning algorithms in finance, medicine, and criminal justice can deeply impact human lives. As a consequence, research into interpretable machine learning has rapidly grown in an attempt to better control and fix…
This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors…
Bayesian networks are probabilistic graphical models often used in big data analytics. The problem of exact structure learning is to find a network structure that is optimal under certain scoring criteria. The problem is known to be NP-hard…
This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving Average ($\beta$ARMA) models. We discuss standard choice for the prior distributions and employ a Hamiltonian Monte Carlo algorithm to sample from the…
A Behavior Tree (BT) is a way to structure the switching between different tasks in an autonomous agent, such as a robot or a virtual entity in a computer game. BTs are a very efficient way of creating complex systems that are both modular…
In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…
We revisit the Bayesian Context Trees (BCT) modelling framework for discrete time series, which was recently found to be very effective in numerous tasks including model selection, estimation and prediction. A novel representation of the…
Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…
We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…
In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…
Precision medicine is an emerging field that takes into account individual heterogeneity to inform better clinical practice. In clinical trials, the evaluation of treatment effect heterogeneity is an important component, and recently, many…