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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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…