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This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…
This work studies the class of algorithms for learning with side-information that emerge by extending generative models with embedded context-related variables. Using finite mixture models (FMM) as the prototypical Bayesian network, we show…
Classically, Bayesian clustering interprets each component of a mixture model as a cluster. The inferred clustering posterior is highly sensitive to any inaccuracies in the kernel within each component. As this kernel is made more flexible,…
Heterogeneity has been a hot topic in recent educational literature. Several calls have been voiced to adopt methods that capture different patterns or subgroups within students behavior or functioning. Assuming that there is an average…
Many of the kinds of language model used in speech understanding suffer from imperfect modeling of intra-sentential contextual influences. I argue that this problem can be addressed by clustering the sentences in a training corpus…
Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…
In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the…
Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…
A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…
In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…
Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…
This paper considers a canonical clustering problem where one receives unlabeled samples drawn from a balanced mixture of two elliptical distributions and aims for a classifier to estimate the labels. Many popular methods including PCA and…
Clustering multi-view data has been a fundamental research topic in the computer vision community. It has been shown that a better accuracy can be achieved by integrating information of all the views than just using one view individually.…
The test bench time needed for model-based calibration can be reduced with active learning methods for test design. This paper presents an improved strategy for active output selection. This is the task of learning multiple models in the…
Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…
We study the problem of constructing coresets for clustering problems with time series data. This problem has gained importance across many fields including biology, medicine, and economics due to the proliferation of sensors facilitating…
This paper presents an adaptive combination strategy for distributed learning over diffusion networks. Since learning relies on the collaborative processing of the stochastic information at the dispersed agents, the overall performance can…
Distributed optimization algorithms are widely used in many industrial machine learning applications. However choosing the appropriate algorithm and cluster size is often difficult for users as the performance and convergence rate of…