Related papers: Variational Inference with Tail-adaptive f-Diverge…
We propose a new Bayesian strategy for adaptation to smoothness in nonparametric models based on heavy tailed series priors. We illustrate it in a variety of settings, showing in particular that the corresponding Bayesian posterior…
Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…
The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…
We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions.…
We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too inaccurate while existing Monte Carlo methods can be too slow.…
Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…
We propose a novel probabilistic model to facilitate the learning of multivariate tail dependence of multiple financial assets. Our method allows one to construct from known random vectors, e.g., standard normal, sophisticated joint…
Previous deep learning approaches for survival analysis have primarily relied on ranking losses to improve discrimination performance, which often comes at the expense of calibration performance. To address such an issue, we propose a novel…
Neural attention has become central to many state-of-the-art models in natural language processing and related domains. Attention networks are an easy-to-train and effective method for softly simulating alignment; however, the approach does…
Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…
Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accurately, unless the tails of the base distribution are…
Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and…
Expected risk minimization (ERM) is at the core of many machine learning systems. This means that the risk inherent in a loss distribution is summarized using a single number - its average. In this paper, we propose a general approach to…
The problem of estimating the coefficient of bivariate tail dependence is considered here from the robustness point of view; it combines two apparently contradictory theories of robust statistics and extreme value statistics. The usual…
Selective classification enables models to make predictions only when they are sufficiently confident, aiming to enhance safety and reliability, which is important in high-stakes scenarios. Previous methods mainly use deep neural networks…
We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior…
In this comment, we raise serious concerns over the derivation of the rate of convergence of fractional steepest descent algorithm in Fractional Adaptive Learning (FAL) approach presented in `Fractional Extreme Value Adaptive Training…
Deep neural networks still struggle on long-tailed image datasets, and one of the reasons is that the imbalance of training data across categories leads to the imbalance of trained model parameters. Motivated by the empirical findings that…
As the application of deep neural networks proliferates in numerous areas such as medical imaging, video surveillance, and self driving cars, the need for explaining the decisions of these models has become a hot research topic, both at the…
In the real world, long-tailed data distributions are prevalent, making it challenging for models to effectively learn and classify tail classes. However, we discover that in the field of drug chemistry, certain tail classes exhibit higher…