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With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

Optimization and Control · Mathematics 2022-10-25 Hansi Abeynanda , Chathuranga Weeraddana , G. H. J. Lanel , Carlo Fischione

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide…

Machine Learning · Computer Science 2020-03-02 Amir-Hossein Karimi , Gilles Barthe , Borja Balle , Isabel Valera

A basic requirement for a mathematical model is often that its solution (output) shouldn't change much if the model's parameters (input) are perturbed. This is important because the exact values of parameters may not be known and one would…

Optimization and Control · Mathematics 2021-08-09 Johannes O. Royset

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

In this paper, we introduce a bi-fidelity algorithm for velocity discretization of Boltzmann-type kinetic equations under multiple scales. The proposed method employs a simpler and computationally cheaper low-fidelity model to capture a…

Numerical Analysis · Mathematics 2025-07-29 Nicolas Crouseilles , Zhen Hao , Liu Liu

Model attribution is a critical component of deep neural networks (DNNs) for its interpretability to complex models. Recent studies bring up attention to the security of attribution methods as they are vulnerable to attribution attacks that…

Machine Learning · Computer Science 2023-03-02 Fan Wang , Adams Wai-Kin Kong

In large-scale classification problems, the data set always be faced with frequent updates when a part of the data is added to or removed from the original data set. In this case, conventional incremental learning, which updates an existing…

Machine Learning · Computer Science 2021-01-15 Kaichen Zhou , Shiji Song , Gao Huang , Wu Cheng , Quan Zhou

This work studies constrained blackbox optimization problems that cannot be solved in reasonable time due to prohibitive computational costs. This challenge is especially prevalent in industrial applications, where blackbox evaluations are…

Optimization and Control · Mathematics 2026-01-20 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…

Computation · Statistics 2026-02-03 Xuefei Cao , Shijia Wang , Yongdao Zhou

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a…

Machine Learning · Statistics 2026-04-20 Come Fiegel , Victor Gabillon , Michal Valko

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo

This work focuses on the design of experiments of multi-fidelity computer experiments. We consider the autoregressive Gaussian process model proposed by Kennedy and O'Hagan (2000) and the optimal nested design that maximizes the prediction…

Methodology · Statistics 2024-06-03 Gecheng Chen , Rui Tuo