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Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric…

Machine Learning · Statistics 2023-09-28 Timothy Rumbell , Jaimit Parikh , James Kozloski , Viatcheslav Gurev

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…

Machine Learning · Statistics 2022-03-16 Max Sklar

Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in…

Machine Learning · Statistics 2022-07-25 Simón Rodríguez Santana , Bryan Zaldivar , Daniel Hernández-Lobato

We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances…

We introduce the implicit processes (IPs), a stochastic process that places implicitly defined multivariate distributions over any finite collections of random variables. IPs are therefore highly flexible implicit priors over functions,…

Machine Learning · Statistics 2019-05-29 Chao Ma , Yingzhen Li , José Miguel Hernández-Lobato

Sparse modeling for signal processing and machine learning has been at the focus of scientific research for over two decades. Among others, supervised sparsity-aware learning comprises two major paths paved by: a) discriminative methods and…

Machine Learning · Statistics 2022-11-23 Lei Cheng , Feng Yin , Sergios Theodoridis , Sotirios Chatzis , Tsung-Hui Chang

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

Sparse Bayesian learning models are typically used for prediction in datasets with significantly greater number of covariates than observations. Such models often take a reproducing kernel Hilbert space (RKHS) approach to carry out the task…

Statistics Theory · Mathematics 2021-06-22 Anand Dixit , Vivekananda Roy

Machine learned models exhibit bias, often because the datasets used to train them are biased. This presents a serious problem for the deployment of such technology, as the resulting models might perform poorly on populations that are…

Machine Learning · Computer Science 2018-10-02 Daniel McDuff , Roger Cheng , Ashish Kapoor

Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

Sparse Gaussian processes and various extensions thereof are enabled through inducing points, that simultaneously bottleneck the predictive capacity and act as the main contributor towards model complexity. However, the number of inducing…

Machine Learning · Computer Science 2021-07-27 Anders Kirk Uhrenholt , Valentin Charvet , Bjørn Sand Jensen

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Rebecca S Stone , Nishant Ravikumar , Andrew J Bulpitt , David C Hogg

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone
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