Related papers: Single MCMC Chain Parallelisation on Decision Tree…

Machine learning has an emerging critical role in high-performance computing to modulate simulations, extract knowledge from massive data, and replace numerical models with efficient approximations. Decision forests are a critical tool…

Monte Carlo Tree Search (MCTS) algorithms have achieved great success on many challenging benchmarks (e.g., Computer Go). However, they generally require a large number of rollouts, making their applications costly. Furthermore, it is also…

Monte Carlo Tree Search (MCTS) has proven to be capable of solving challenging tasks in domains such as Go, chess and Atari. Previous research has developed parallel versions of MCTS, exploiting today's multiprocessing architectures. These…

Decision tree (and its extensions such as Gradient Boosting Decision Trees and Random Forest) is a widely used machine learning algorithm, due to its practical effectiveness and model interpretability. With the emergence of big data, there…

Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is…

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

I describe here the performances of a parallel treecode with individual particle timesteps. The code is based on the Barnes-Hut algorithm and runs cosmological N-body simulations on parallel machines with a distributed memory architecture…

Tree kernels are fundamental tools that have been leveraged in many applications, particularly those based on machine learning for Natural Language Processing tasks. In this paper, we devise a parallel implementation of the sequential…

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is…

A recent work shows how we can optimize a tree based mode of operation for a rate 1 hash function. In particular, an algorithm and a theorem are presented for selecting a good tree topology in order to optimize both the running time and the…

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Model Predictive Control (MPC) is increasing in popularity in industry as more efficient algorithms for solving the related optimization problem are developed. The main computational bottle-neck in on-line MPC is often the computation of…

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Model-based reinforcement learning (RL) methods that leverage search are responsible for many milestone breakthroughs in RL. Sequential Monte Carlo (SMC) recently emerged as an alternative to the Monte Carlo Tree Search (MCTS) algorithm…

Bayesian regression trees are flexible non-parametric models that are well suited to many modern statistical regression problems. Many such tree models have been proposed, from the simple single- tree model to more complex tree ensembles.…

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions.…

Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…