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This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

We consider the Ensemble Kalman Inversion which has been recently introduced as an efficient, gradient-free optimisation method to estimate unknown parameters in an inverse setting. In the case of large data sets, the Ensemble Kalman…

Numerical Analysis · Mathematics 2023-12-05 Matei Hanu , Jonas Latz , Claudia Schillings

In this paper, we employ variational arguments to establish a connection between ensemble methods for Neural Networks and Bayesian inference. We consider an ensemble-based scheme where each model/particle corresponds to a perturbation of…

Machine Learning · Computer Science 2020-06-09 Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by…

Machine Learning · Statistics 2019-05-07 Jialei Wang , Scott C. Clark , Eric Liu , Peter I. Frazier

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

Integrated gradients are widely employed to evaluate the contribution of input features in classification models because it satisfies the axioms for attribution of prediction. This method, however, requires an appropriate baseline for…

Machine Learning · Computer Science 2018-11-28 Kazuki Tachikawa , Yuji Kawai , Jihoon Park , Minoru Asada

Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…

Methodology · Statistics 2026-05-29 Ziyu Peng , Linglingzhi Zhu , Yao Xie

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Machine Learning · Statistics 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide…

Optimization and Control · Mathematics 2024-10-16 Fengqiao Luo , Jeffrey Larson

We establish the first mathematically rigorous link between Bayesian, variational Bayesian, and ensemble methods. A key step towards this it to reformulate the non-convex optimisation problem typically encountered in deep learning as a…

Machine Learning · Statistics 2023-10-24 Veit David Wild , Sahra Ghalebikesabi , Dino Sejdinovic , Jeremias Knoblauch

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…

Machine Learning · Statistics 2019-11-11 Yuntian Chen , Haibin Chang , Meng Jin , Dongxiao Zhang

Effective techniques for eliciting user preferences have taken on added importance as recommender systems (RSs) become increasingly interactive and conversational. A common and conceptually appealing Bayesian criterion for selecting queries…

Machine Learning · Computer Science 2019-11-22 Ivan Vendrov , Tyler Lu , Qingqing Huang , Craig Boutilier

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…

Machine Learning · Statistics 2014-03-31 Roberto Aldave , Jean-Pierre Dussault

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…

Numerical Analysis · Mathematics 2018-12-04 Yuming Ba , Lijian Jiang

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

Machine Learning · Computer Science 2021-08-12 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

Ensemble of predictions is known to perform better than individual predictions taken separately. However, for tasks that require heavy computational resources, e.g. semantic segmentation, creating an ensemble of learners that needs to be…

Computer Vision and Pattern Recognition · Computer Science 2022-03-23 Walid Bousselham , Guillaume Thibault , Lucas Pagano , Archana Machireddy , Joe Gray , Young Hwan Chang , Xubo Song

Neuronal ensemble inference is a significant problem in the study of biological neural networks. Various methods have been proposed for ensemble inference from experimental data of neuronal activity. Among them, Bayesian inference approach…

Disordered Systems and Neural Networks · Physics 2021-06-03 Shun Kimura , Keisuke Ota , Koujin Takeda

We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…

Numerical Analysis · Mathematics 2021-09-27 Jakiw Pidstrigach , Sebastian Reich