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The variance-based method of global sensitivity indices based on Sobol sensitivity indices became very popular among practitioners due to its easiness of interpretation. For complex practical problems computation of Sobol indices generally…

Numerical Analysis · Mathematics 2016-06-03 Sergei Kucherenko , Shufang Song

The explainability of machine learning algorithms is crucial, and numerous methods have emerged recently. Local, post-hoc methods assign an attribution score to each feature, indicating its importance for the prediction. However, these…

Machine Learning · Computer Science 2024-08-12 Giorgio Visani , Vincenzo Stanzione , Damien Garreau

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…

Machine Learning · Computer Science 2023-11-22 Ruichu Cai , Weilin Chen , Zeqin Yang , Shu Wan , Chen Zheng , Xiaoqing Yang , Jiecheng Guo

Weight averaging of Stochastic Gradient Descent (SGD) iterates is a popular method for training deep learning models. While it is often used as part of complex training pipelines to improve generalization or serve as a `teacher' model,…

Machine Learning · Computer Science 2024-12-02 Daniel Morales-Brotons , Thijs Vogels , Hadrien Hendrikx

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

Supervised learning by extreme learning machines resp. neural networks with random weights is studied under a non-stationary spatial-temporal sampling design which especially addresses settings where an autonomous object moving in a…

Machine Learning · Statistics 2021-09-02 Ansgar Steland

The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…

Statistics Theory · Mathematics 2026-05-06 Stephan Clémençon , Anne Sabourin

A fundamental limitation of various Equivalent Linearization Methods (ELMs) in nonlinear random vibration analysis is that they are approximate by their nature. A quantity of interest estimated from an ELM has no guarantee to be the same as…

Optimization and Control · Mathematics 2024-04-11 Ziqi Wang

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

This paper presents the development of an algorithm, termed the Global-Local Hybrid Surrogate (GLHS), designed to efficiently compute the probability of rare failure events in complex systems. The primary goal is to enhance the accuracy of…

Computational Engineering, Finance, and Science · Computer Science 2026-03-19 Audrey Gaymann , Juan M. Cardenas , Sung Min Jo , Marco Panesi , Alireza Doostan

ELM (Extreme Learning Machine) is a single hidden layer feed-forward network, where the weights between input and hidden layer are initialized randomly. ELM is efficient due to its utilization of the analytical approach to compute weights…

Machine Learning · Computer Science 2016-06-21 Qiuyan Yan , Qifa Sun , Xinming Yan

We address the problem of visual knowledge adaptation by leveraging labeled patterns from source domain and a very limited number of labeled instances in target domain to learn a robust classifier for visual categorization. This paper…

Computer Vision and Pattern Recognition · Computer Science 2016-08-10 Lei Zhang , David Zhang

Structured latent variables allow incorporating meaningful prior knowledge into deep learning models. However, learning with such variables remains challenging because of their discrete nature. Nowadays, the standard learning approach is to…

Machine Learning · Computer Science 2021-10-29 Kirill Struminsky , Artyom Gadetsky , Denis Rakitin , Danil Karpushkin , Dmitry Vetrov

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online…

Neural and Evolutionary Computing · Computer Science 2012-04-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data…

Astrophysics · Physics 2009-11-07 C. Raeth , W. Bunk , M. Huber , G. Morfill , J. Retzlaff , P. Schuecker

The problem of learning the structure of a high dimensional graphical model from data has received considerable attention in recent years. In many applications such as sensor networks and proteomics it is often expensive to obtain samples…

Machine Learning · Statistics 2016-04-08 Gautam Dasarathy , Aarti Singh , Maria-Florina Balcan , Jong Hyuk Park

In multi-objective learning (MOL), several possibly competing prediction tasks must be solved jointly by a single model. Achieving good trade-offs may require a model class $\mathcal{G}$ with larger capacity than what is necessary for…

Machine Learning · Statistics 2025-08-26 Tobias Wegel , Geelon So , Junhyung Park , Fanny Yang
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