Related papers: Bayesian Symbolic Regression
In this paper, we present a machine learning method for the discovery of analytic solutions to differential equations. The method utilizes an inherently interpretable algorithm, genetic programming based symbolic regression. Unlike…
Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…
Symbolic regression (SR) -- which learns symbolic equations to describe the underlying relation from input-output pairs -- is widely used for scientific discovery. However, a rich set of scientific data from the real world (e.g., particle…
Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…
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…
Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…
When applying Bayesian optimization (BO) to scientific workflow, a major yet often overlooked source of uncertainty is the task itself -- namely, what to optimize and how to evaluate it -- which can evolve as evidence accumulates. We…
The signature kernel is a kernel between time series of arbitrary length and comes with strong theoretical guarantees from stochastic analysis. It has found applications in machine learning such as covariance functions for Gaussian…
In our previous work, we introduced the rule-based Bayesian Regression, a methodology that leverages two concepts: (i) Bayesian inference, for the general framework and uncertainty quantification and (ii) rule-based systems for the…
Symbolic Regression searches for a function form that approximates a dataset often using Genetic Programming. Since there is usually no restriction to what form the function can have, Genetic Programming may return a hard to understand…
Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…
We propose a novel method for automatic program synthesis. P-Tree Programming represents the program search space through a single probabilistic prototype tree. From this prototype tree we form program instances which we evaluate on a given…
Symbolic regression (SR) seeks to recover closed-form mathematical expressions that describe observed data. While existing methods have advanced the discovery of either explicit mappings (i.e., $y = f(\mathbf{x})$) or discovering implicit…
Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We analyse the search behaviour of genetic programming for symbolic regression in practically relevant but limited settings, allowing exhaustive enumeration of all solutions. This enables us to quantify the success probability of finding…
Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…
In many contexts, there is interest in selecting the most important variables from a very large collection, commonly referred to as support recovery or variable, feature or subset selection. There is an enormous literature proposing a rich…
Developing mathematical models of dynamic systems is central to many disciplines of engineering and science. Models facilitate simulations, analysis of the system's behavior, decision making and design of automatic control algorithms. Even…