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Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Over-parameterization of deep neural networks (DNNs) has shown high prediction accuracy for many applications. Although effective, the large number of parameters hinders its popularity on resource-limited devices and has an outsize…

Machine Learning · Computer Science 2023-04-25 Shaoyi Huang , Bowen Lei , Dongkuan Xu , Hongwu Peng , Yue Sun , Mimi Xie , Caiwen Ding

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…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Mingchen Zhang , Xiaojun Yuan , Zhen-Qing He

Objective: Sparse Bayesian learning provides an effective scheme to solve the high-dimensional problem in brain signal decoding. However, traditional assumptions regarding data distributions such as Gaussian and binomial are potentially…

Signal Processing · Electrical Eng. & Systems 2025-08-19 Yuanhao Li , Badong Chen , Wenjun Bai , Yasuharu Koike , Okito Yamashita

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…

Methodology · Statistics 2021-03-30 Lizhen Nie , Veronika Ročková

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo

Training a deep neural network requires a large amount of single-task data and involves a long time-consuming optimization phase. This is not scalable to complex, realistic environments with new unexpected changes. Humans can perform fast…

Neural and Evolutionary Computing · Computer Science 2020-09-04 Tsendsuren Munkhdalai

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

With the prevalence of pre-training-fine-tuning paradigm, how to efficiently adapt the pre-trained model to the downstream tasks has been an intriguing issue. Parameter-Efficient Fine-Tuning (PEFT) methods have been proposed for low-cost…

Machine Learning · Computer Science 2024-06-11 Weixi Song , Zuchao Li , Lefei Zhang , Hai Zhao , Bo Du

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…

Methodology · Statistics 2019-04-10 Antik Chakraborty , Anirban Bhattacharya , Bani K. Mallick

Choosing between classical and Bayesian sparse regression methods involves a real trade-off: penalized estimators like Lasso run in milliseconds but give no uncertainty estimates,while Horseshoe and Spike-and-Slab priors produce full…

Machine Learning · Computer Science 2026-05-05 Hao Xiao

In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods…

Machine Learning · Computer Science 2025-08-26 Jianhao Ma , Rui Ray Chen , Yinghui He , Salar Fattahi , Wei Hu

Sparse linear regression is a fundamental tool in data analysis. However, traditional approaches often fall short when covariates exhibit structure or arise from heterogeneous sources. In biomedical applications, covariates may stem from…

Machine Learning · Statistics 2026-05-19 William R. P. Denault

Sparse training is emerging as a promising avenue for reducing the computational cost of training neural networks. Several recent studies have proposed pruning methods using learnable thresholds to efficiently explore the non-uniform…

Machine Learning · Computer Science 2023-04-17 Abhisek Kundu , Naveen K. Mellempudi , Dharma Teja Vooturi , Bharat Kaul , Pradeep Dubey
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