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Given a multivariate function taking deterministic and uncertain inputs, we consider the problem of estimating a quantile set: a set of deterministic inputs for which the probability that the output belongs to a specific region remains…

Applications · Statistics 2025-07-25 Romain Ait Abdelmalek-Lomenech , Julien Bect , Emmanuel Vazquez

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

We introduce a new neural network-based continual learning algorithm, dubbed as Uncertainty-regularized Continual Learning (UCL), which builds on traditional Bayesian online learning framework with variational inference. We focus on two…

Machine Learning · Computer Science 2019-11-15 Hongjoon Ahn , Sungmin Cha , Donggyu Lee , Taesup Moon

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Though neural networks have achieved much progress in various applications, it is still highly challenging for them to learn from a continuous stream of tasks without forgetting. Continual learning, a new learning paradigm, aims to solve…

Machine Learning · Computer Science 2019-05-13 Ju Xu , Jin Ma , Zhanxing Zhu

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Protein design is the inverse approach of the three-dimensional (3D) structure prediction for elucidating the relationship between the 3D structures and amino acid sequences. In general, the computation of the protein design involves a…

Biological Physics · Physics 2021-07-14 Tomoei Takahashi , George Chikenji , Kei Tokita

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

Deep learning has redefined the field of artificial intelligence (AI) thanks to the rise of artificial neural networks, which are architectures inspired by their neurological counterpart in the brain. Through the years, this dualism between…

Machine Learning · Computer Science 2023-02-21 Tommaso Salvatori , Yuhang Song , Thomas Lukasiewicz , Rafal Bogacz , Zhenghua Xu

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Bayesian optimisation is a powerful method for optimising black-box functions, popular in settings where the true function is expensive to evaluate and no gradient information is available. Bayesian optimisation can improve responses to…

Machine Learning · Computer Science 2025-05-27 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

In critical decision support systems based on medical imaging, the reliability of AI-assisted decision-making is as relevant as predictive accuracy. Although deep learning models have demonstrated significant accuracy, they frequently…

Computer Vision and Pattern Recognition · Computer Science 2026-02-13 Hua Xu , Julián D. Arias-Londoño , Juan I. Godino-Llorente

In deep active learning, it is especially important to choose multiple examples to markup at each step to work efficiently, especially on large datasets. At the same time, existing solutions to this problem in the Bayesian setup, such as…

Machine Learning · Computer Science 2023-02-17 Aleksandr Rubashevskii , Daria Kotova , Maxim Panov

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

Computation · Statistics 2024-09-04 Chao Dang , Marcos A. Valdebenito , Nataly A. Manque , Jun Xu , Matthias G. R. Faes

Clinical settings are often characterized by abundant unlabelled data and limited labelled data. This is typically driven by the high burden placed on oracles (e.g., physicians) to provide annotations. One way to mitigate this burden is via…

Machine Learning · Computer Science 2022-05-19 Dani Kiyasseh , Tingting Zhu , David A. Clifton

Information-theoretic approaches to active learning have traditionally focused on maximising the information gathered about the model parameters, most commonly by optimising the BALD score. We highlight that this can be suboptimal from the…

Machine Learning · Computer Science 2023-04-18 Freddie Bickford Smith , Andreas Kirsch , Sebastian Farquhar , Yarin Gal , Adam Foster , Tom Rainforth

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

In this paper we address the problem of pool based active learning, and provide an algorithm, called UPAL, that works by minimizing the unbiased estimator of the risk of a hypothesis in a given hypothesis space. For the space of linear…

Machine Learning · Statistics 2011-11-15 Ravi Ganti , Alexander Gray
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