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Marginalized importance sampling (MIS), which measures the density ratio between the state-action occupancy of a target policy and that of a sampling distribution, is a promising approach for off-policy evaluation. However, current…
We propose an importance sampling (IS)-based transport map Hamiltonian Monte Carlo procedure for performing full Bayesian analysis in general nonlinear high-dimensional hierarchical models. Using IS techniques to construct a transport map,…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
Score-based diffusion models have become a powerful framework for generative modeling, with score estimation as a central statistical bottleneck. Existing guarantees for score estimation largely focus on light-tailed targets or rely on…
An emerging area of research aims to learn deep generative models with limited training data. Prior generative models like GANs and diffusion models require a lot of data to perform well, and their performance degrades when they are trained…
In this work, we present a novel, machine-learning approach for constructing Multiclass Interpretable Scoring Systems (MISS) - a fully data-driven methodology for generating single, sparse, and user-friendly scoring systems for multiclass…
Despite all the benefits of automated hyperparameter optimization (HPO), most modern HPO algorithms are black-boxes themselves. This makes it difficult to understand the decision process which leads to the selected configuration, reduces…
Deep neural networks have achieved great success in many real-world applications, yet it remains unclear and difficult to explain their decision-making process to an end-user. In this paper, we address the explainable AI problem for deep…
Validating safety-critical autonomous systems in high-dimensional domains such as robotics presents a significant challenge. Existing black-box approaches based on Markov chain Monte Carlo may require an enormous number of samples, while…
Motivated by the prominence of Conditional Value-at-Risk (CVaR) as a measure for tail risk in settings affected by uncertainty, we develop a new formula for approximating CVaR based optimization objectives and their gradients from limited…
This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…
This paper addresses how to improve the computational efficiency and estimation reliability in cascading outage analysis. We first formulate a cascading outage as a Markov chain with specific state space and transition probability by…
Machine learning models are used in many sensitive areas where besides predictive accuracy their comprehensibility is also important. Interpretability of prediction models is necessary to determine their biases and causes of errors, and is…
Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…
In edge computing, suppressing data size is a challenge for machine learning models that perform complex tasks such as autonomous driving, in which computational resources (speed, memory size and power) are limited. Efficient lossy…
Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…
The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…
Incremental semantic segmentation(ISS) is an emerging task where old model is updated by incrementally adding new classes. At present, methods based on convolutional neural networks are dominant in ISS. However, studies have shown that such…
We introduce an optimal strategy to sample quantum outcomes of local measurement strings for isometric tensor network states. Our method generates samples based on an exact cumulative bounding function, without prior knowledge, in the…
Deep Learning (DL) systems have proliferated in many applications, requiring specialized hardware accelerators and chips. In the nano-era, devices have become increasingly more susceptible to permanent and transient faults. Therefore, we…