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Adoption of deep neural networks in fields such as economics or finance has been constrained by the lack of interpretability of model outcomes. This paper proposes a generative neural network architecture - the parameter encoder neural…

Machine Learning · Statistics 2021-06-11 Johann Pfitzinger

We discuss a variant of Thompson sampling for nonparametric reinforcement learning in a countable classes of general stochastic environments. These environments can be non-Markov, non-ergodic, and partially observable. We show that Thompson…

Machine Learning · Computer Science 2016-06-06 Jan Leike , Tor Lattimore , Laurent Orseau , Marcus Hutter

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

We recapitulate the Bayesian formulation of neural network based classifiers and show that, while sampling from the posterior does indeed lead to better generalisation than is obtained by standard optimisation of the cost function, even…

Machine Learning · Statistics 2019-04-09 Robert J. N. Baldock , Nicola Marzari

Recently, a race towards the simplification of deep networks has begun, showing that it is effectively possible to reduce the size of these models with minimal or no performance loss. However, there is a general lack in understanding why…

Machine Learning · Computer Science 2022-12-29 Enzo Tartaglione , Andrea Bragagnolo , Marco Grangetto

We present a performant, general-purpose gradient-guided nested sampling algorithm, ${\tt GGNS}$, combining the state of the art in differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested…

Machine Learning · Computer Science 2023-12-08 Pablo Lemos , Nikolay Malkin , Will Handley , Yoshua Bengio , Yashar Hezaveh , Laurence Perreault-Levasseur

Animals are known to make efficient probabilistic inferences based on uncertain and noisy information from the outside world. Although it is known that generic neural networks can perform near-optimal point estimation by probabilistic…

Neurons and Cognition · Quantitative Biology 2021-11-10 Kohei Ichikawa , Asaki Kataoka

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

We propose tensorial neural networks (TNNs), a generalization of existing neural networks by extending tensor operations on low order operands to those on high order ones. The problem of parameter learning is challenging, as it corresponds…

Machine Learning · Statistics 2018-12-11 Jiahao Su , Jingling Li , Bobby Bhattacharjee , Furong Huang

We introduce twin neural network (TNN) regression. This method predicts differences between the target values of two different data points rather than the targets themselves. The solution of a traditional regression problem is then obtained…

Machine Learning · Computer Science 2022-12-14 Sebastian J. Wetzel , Kevin Ryczko , Roger G. Melko , Isaac Tamblyn

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Machine Learning · Computer Science 2014-02-04 Shipra Agrawal , Navin Goyal

Temporal graph neural networks Tgnn have exhibited state-of-art performance in future-link prediction tasks. Training of these TGNNs is enumerated by uniform random sampling based unsupervised loss. During training, in the context of a…

Machine Learning · Computer Science 2024-02-16 Shubham Gupta , Srikanta Bedathur

Prediction based on Irregularly Sampled Time Series (ISTS) is of wide concern in the real-world applications. For more accurate prediction, the methods had better grasp more data characteristics. Different from ordinary time series, ISTS is…

Machine Learning · Computer Science 2021-05-04 Chenxi Sun , Shenda Hong , Moxian Song , Yanxiu Zhou , Yongyue Sun , Derun Cai , Hongyan Li

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

Methodology · Statistics 2019-01-14 Haidong Li , Xiaoyun Xu , Yijie Peng , Chun-Hung Chen

Thompson Sampling has been widely used for contextual bandit problems due to the flexibility of its modeling power. However, a general theory for this class of methods in the frequentist setting is still lacking. In this paper, we present a…

Machine Learning · Computer Science 2021-10-05 Tong Zhang

We introduce an optimal strategy to sample quantum outcomes of local measurement strings for isometric tensor network states. Our method generates samples based on an exact cumulative bounding function, without prior knowledge, in the…

Quantum Physics · Physics 2025-04-23 Marco Ballarin , Pietro Silvi , Simone Montangero , Daniel Jaschke

Physics-informed neural networks (PINNs) have demonstrated promise as a framework for solving forward and inverse problems involving partial differential equations. Despite recent progress in the field, it remains challenging to quantify…

Machine Learning · Computer Science 2025-11-14 Bruno Jacob , Ashish S. Nair , Amanda A. Howard , Jan Drgona , Panos Stinis

Spiking Neural Networks (SNNs) offer a novel computational paradigm that captures some of the efficiency of biological brains by processing through binary neural dynamic activations. Probabilistic SNN models are typically trained to…

Machine Learning · Computer Science 2021-02-08 Hyeryung Jang , Osvaldo Simeone

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

We introduce a framework for Thompson sampling (TS) contextual bandit algorithms, in which the algorithm's ability to quantify uncertainty and make decisions depends on the quality of a generative model that is learned offline. Instead of…

Machine Learning · Computer Science 2025-11-13 Kelly W. Zhang , Tiffany Tianhui Cai , Hongseok Namkoong , Daniel Russo
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