Related papers: Evaluating State-of-the-Art Classification Models …
Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…
We present a computational framework for efficient learning, sampling, and distribution of general Bayesian posterior distributions. The framework leverages a machine learning approach for the construction of normalizing flows for the…
Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…
Complex classifiers may exhibit "embarassing" failures in cases where humans can easily provide a justified classification. Avoiding such failures is obviously of key importance. In this work, we focus on one such setting, where a label is…
Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…
The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…
We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…
Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…
Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…
The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…
A variety of different performance metrics are commonly used in the machine learning literature for the evaluation of classification systems. Some of the most common ones for measuring quality of hard decisions are standard and balanced…
A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…
We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…
The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
We typically compute aggregate statistics on held-out test data to assess the generalization of machine learning models. However, statistics on test data often overstate model generalization, and thus, the performance of deployed machine…
Many applications in computational sciences and statistical inference require the computation of expectations with respect to complex high-dimensional distributions with unknown normalization constants, as well as the estimation of these…
In high dimensional settings, density estimation algorithms rely crucially on their inductive bias. Despite recent empirical success, the inductive bias of deep generative models is not well understood. In this paper we propose a framework…