Related papers: Progressive Sampling-Based Bayesian Optimization f…
The performance of modern machine learning methods highly depends on their hyperparameter configurations. One simple way of selecting a configuration is to use default settings, often proposed along with the publication and implementation…
Many different machine learning algorithms exist; taking into account each algorithm's hyperparameters, there is a staggeringly large number of possible alternatives overall. We consider the problem of simultaneously selecting a learning…
Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…
Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…
It can be important in Bayesian analyses of complex models to construct informative prior distributions which reflect knowledge external to the data at hand. Nevertheless, how much prior information an analyst can elicit from an expert will…
The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
The tuning of hyperparameters becomes increasingly important as machine learning (ML) models have been extensively applied in data mining applications. Among various approaches, Bayesian optimization (BO) is a successful methodology to tune…
Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…
In this era of big data, feature selection techniques, which have long been proven to simplify the model, makes the model more comprehensible, speed up the process of learning, have become more and more important. Among many developed…
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…
Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…
A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…
Many problems within personalized medicine and digital health rely on the analysis of continuous-time functional biomarkers and other complex data structures emerging from high-resolution patient monitoring. In this context, this work…
We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…
In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…
Deep learning's success has been attributed to the training of large, overparameterized models on massive amounts of data. As this trend continues, model training has become prohibitively costly, requiring access to powerful computing…
Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…
Recommender systems use algorithms to provide users with product or service recommendations. Recently, these systems have been using machine learning algorithms from the field of artificial intelligence. However, choosing a suitable machine…
Acquiring a substantial number of data points for training accurate machine learning (ML) models is a big challenge in scientific fields where data collection is resource-intensive. Here, we propose a novel approach for constructing a…