Related papers: Mean-field methods and algorithmic perspectives fo…
The success of machine learning algorithms generally depends on data representation, and we hypothesize that this is because different representations can entangle and hide more or less the different explanatory factors of variation behind…
The processes of interplant competition within a field are still poorly understood. However, they explain a large part of the heterogeneity in a field and may have longer-term consequences, especially in mixed stands. Modeling can help to…
Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…
In recent years statistical physics has proven to be a valuable tool to probe into large dimensional inference problems such as the ones occurring in machine learning. Statistical physics provides analytical tools to study fundamental…
Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems have been solved in tasks such as game playing and robotics. Unfortunately, the sample complexity of most…
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to…
We present a systematic and reliable methodology, termed hierarchical mean-field theory (HMFT), to study and predict the behavior of strongly coupled many-particle systems. HMFT is a simple approximation, based upon group theoretical…
Mean-field analysis is an important tool for understanding dynamics on complex networks. However, surprisingly little attention has been paid to the question of whether mean-field predictions are accurate, and this is particularly true for…
Identifying the relevant coarse-grained degrees of freedom in a complex physical system is a key stage in developing powerful effective theories in and out of equilibrium. The celebrated renormalization group provides a framework for this…
We numerically investigate a mean-field Bayesian approach with the assistance of the Markov chain Monte Carlo method to estimate motion velocity fields and probabilistic models simultaneously in consecutive digital images described by…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…
In many applications of machine learning, a large number of variables are considered. Motivated by machine learning of interacting particle systems, we consider the situation when the number of input variables goes to infinity. First, we…
Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…
Nowadays, neural networks are widely used in many applications as artificial intelligence models for learning tasks. Since typically neural networks process a very large amount of data, it is convenient to formulate them within the…
We present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces…