Related papers: Latent Gaussian Model Boosting
Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…
Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…
Predicting missing facts for temporal knowledge graphs (TKGs) is a fundamental task, called temporal knowledge graph completion (TKGC). One key challenge in this task is the imbalance in data distribution, where facts are unevenly spread…
Despite the rise to dominance of deep learning in unstructured data domains, tree-based methods such as Random Forests (RF) and Gradient Boosted Decision Trees (GBDT) are still the workhorses for handling discriminative tasks on tabular…
Tabular data stands out as one of the most frequently encountered types in high energy physics. Unlike commonly homogeneous data such as pixelated images, simulating high-dimensional tabular data and accurately capturing their correlations…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
Large language models (LLMs) have recently been adapted to tabular prediction by serializing structured features into natural language, but their performance in low-data regimes remains limited compared to gradient-boosted decision trees…
Boosting is a method for finding a highly accurate hypothesis by linearly combining many ``weak" hypotheses, each of which may be only moderately accurate. Thus, boosting is a method for learning an ensemble of classifiers. While boosting…
Understanding how "black-box" models arrive at their predictions has sparked significant interest from both within and outside the AI community. Our work focuses on doing this by generating local explanations about individual predictions…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
There has recently been a steady increase in the number iterative approaches to density estimation. However, an accompanying burst of formal convergence guarantees has not followed; all results pay the price of heavy assumptions which are…
Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…
Motivated by a computer experiment for the design of a rocket booster, this paper explores nonstationary modeling methodologies that couple stationary Gaussian processes with treed partitioning. Partitioning is a simple but effective method…
A new synthesis scheme is proposed to generate a random vector with prescribed joint density that induces a (latent) Gaussian tree structure. The quality of synthesis is shown by vanishing total variation distance between the synthesized…
Boosting is one of the most significant advances in machine learning for classification and regression. In its original and computationally flexible version, boosting seeks to minimize empirically a loss function in a greedy fashion. The…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…
Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor…