Related papers: Neural graphical modelling in continuous-time: con…
Temporal prediction is inherently uncertain, but representing the ambiguity in natural image sequences is a challenging high-dimensional probabilistic inference problem. For natural scenes, the curse of dimensionality renders explicit…
Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…
Three classes of algorithms to learn the structure of Bayesian networks from data are common in the literature: constraint-based algorithms, which use conditional independence tests to learn the dependence structure of the data; score-based…
We propose an empirical Bayes formulation of the structure learning problem, where the prior specification assumes that all node variables have the same error variance, an assumption known to ensure the identifiability of the underlying…
The widespread use of machine learning algorithms calls for automatic change detection algorithms to monitor their behavior over time. As a machine learning algorithm learns from a continuous, possibly evolving, stream of data, it is…
In undirected graphical models, learning the graph structure and learning the functions that relate the predictive variables (features) to the responses given the structure are two topics that have been widely investigated in machine…
Graphical models are usually learned without regard to the cost of doing inference with them. As a result, even if a good model is learned, it may perform poorly at prediction, because it requires approximate inference. We propose an…
Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…
This paper presents tailor-made neural model structures and two custom fitting criteria for learning dynamical systems. The proposed framework is based on a representation of the system behavior in terms of continuous-time state-space…
Learning DAG structures from purely observational data remains a long-standing challenge across scientific domains. An emerging line of research leverages the score of the data distribution to initially identify a topological order of the…
Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical…
We propose a novel score-based approach to learning a directed acyclic graph (DAG) from observational data. We adapt a recently proposed continuous constrained optimization formulation to allow for nonlinear relationships between variables…
Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…
Stability guarantees are crucial when ensuring a fully autonomous robot does not take undesirable or potentially harmful actions. Unfortunately, global stability guarantees are hard to provide in dynamical systems learned from data,…
When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…
We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…
Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…
We consider the problem of learning the structure of a pairwise graphical model over continuous and discrete variables. We present a new pairwise model for graphical models with both continuous and discrete variables that is amenable to…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…
Despite their apparent diversity, modern machine learning methods can be reduced to a remarkably simple core principle: learning is achieved by continuously optimizing parameters to minimize or maximize a scalar objective function. This…