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Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a detailed derivation of our approach. We propose an iterative policy search and show…

Machine Learning · Computer Science 2023-04-06 Antoine Lesage-Landry , Duncan S. Callaway

Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…

Machine Learning · Statistics 2019-12-03 Simone Rossi , Sebastien Marmin , Maurizio Filippone

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need…

Machine Learning · Computer Science 2021-03-15 Alex J. Chan , Mihaela van der Schaar

Estimating posteriors and the associated model evidences, with desired accuracy and affordable computational cost, is a core issue of Bayesian model updating, and can be of great challenge given expensive-to-evaluate models and posteriors…

Computation · Statistics 2026-04-09 Jingwen Song , Pengfei Wei

Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…

Machine Learning · Statistics 2024-05-22 Xuezhen Li , Can M. Le

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

We present an amortized framework for real-time visual attribution streaming in multimodal thinking models. When these models generate code from a screenshot or solve math problems from images, their long reasoning traces should be grounded…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Seil Kang , Woojung Han , Junhyeok Kim , Jinyeong Kim , Youngeun Kim , Seong Jae Hwang

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

Variational methods that rely on a recognition network to approximate the posterior of directed graphical models offer better inference and learning than previous methods. Recent advances that exploit the capacity and flexibility in this…

Machine Learning · Computer Science 2018-02-21 R Devon Hjelm , Kyunghyun Cho , Junyoung Chung , Russ Salakhutdinov , Vince Calhoun , Nebojsa Jojic

A fairly reliable trend in deep reinforcement learning is that the performance scales with the number of parameters, provided a complimentary scaling in amount of training data. As the appetite for large models increases, it is imperative…

Machine Learning · Computer Science 2023-06-14 Bogdan Mazoure , Walter Talbott , Miguel Angel Bautista , Devon Hjelm , Alexander Toshev , Josh Susskind

We propose a new loss function for supervised and physics-informed training of neural networks and operators that incorporates a posteriori error estimate. More specifically, during the training stage, the neural network learns additional…

Numerical Analysis · Mathematics 2024-02-09 Vladimir Fanaskov , Alexander Rudikov , Ivan Oseledets

We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…

Computer Vision and Pattern Recognition · Computer Science 2025-07-14 Abbas Mammadov , Hyungjin Chung , Jong Chul Ye

Reinforcement learning with sparse rewards is still an open challenge. Classic methods rely on getting feedback via extrinsic rewards to train the agent, and in situations where this occurs very rarely the agent learns slowly or cannot…

Machine Learning · Computer Science 2022-03-04 Simone Parisi , Davide Tateo , Maximilian Hensel , Carlo D'Eramo , Jan Peters , Joni Pajarinen

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of…

Machine Learning · Computer Science 2016-07-05 Ian Osband , Charles Blundell , Alexander Pritzel , Benjamin Van Roy

A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…

Computation · Statistics 2019-11-21 Xuejun Yu , David J. Nott , Minh-Ngoc Tran , Nadja Klein

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

Machine Learning · Statistics 2021-06-15 Sanyam Kapoor , Theofanis Karaletsos , Thang D. Bui

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith