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Standard high-dimensional regression methods assume that the underlying coefficient vector is sparse. This might not be true in some cases, in particular in presence of hidden, confounding variables. Such hidden confounding can be…

Methodology · Statistics 2020-08-19 Domagoj Ćevid , Peter Bühlmann , Nicolai Meinshausen

Sparse coding is a crucial subroutine in algorithms for various signal processing, deep learning, and other machine learning applications. The central goal is to learn an overcomplete dictionary that can sparsely represent a given input…

Machine Learning · Statistics 2017-12-14 Thanh V. Nguyen , Raymond K. W. Wong , Chinmay Hegde

Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…

Machine Learning · Statistics 2021-02-09 Robert Pinsler , Jonathan Gordon , Eric Nalisnick , José Miguel Hernández-Lobato

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

This paper introduces an efficient and robust method for discovering interpretable circuits in large language models using discrete sparse autoencoders. Our approach addresses key limitations of existing techniques, namely computational…

Computation and Language · Computer Science 2024-05-22 Charles O'Neill , Thang Bui

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

There is a vast literature on representation learning based on principles such as coding efficiency, statistical independence, causality, controllability, or symmetry. In this paper we propose to learn representations from sequence data by…

Machine Learning · Computer Science 2026-03-11 Yue Song , Thomas Anderson Keller , Yisong Yue , Pietro Perona , Max Welling

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a…

Machine Learning · Statistics 2015-01-19 Jim Jing-Yan Wang , Xin Gao

The beta process has recently been widely used as a nonparametric prior for different models in machine learning, including latent feature models. In this paper, we prove the asymptotic consistency of the finite dimensional approximation of…

Statistics Theory · Mathematics 2014-11-14 Luai Al Labadi , Mahmoud Zarepour

Sparse coding algorithms are about finding a linear basis in which signals can be represented by a small number of active (non-zero) coefficients. Such coding has many applications in science and engineering and is believed to play an…

Neural and Evolutionary Computing · Computer Science 2016-08-14 András Lőrincz , Zsolt Palotai , Gábor Szirtes

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris

Deep latent generative models have attracted increasing attention due to the capacity of combining the strengths of deep learning and probabilistic models in an elegant way. The data representations learned with the models are often…

Machine Learning · Computer Science 2023-04-04 Zhao Xu , Daniel Onoro Rubio , Giuseppe Serra , Mathias Niepert

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

High dimensional vector autoregressive (VAR) models require a large number of parameters to be estimated and may suffer of inferential problems. We propose a new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional VAR…

Economics · Quantitative Finance 2018-10-30 Monica Billio , Roberto Casarin , Luca Rossini

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

Real-world processes often contain intermediate state that can be modeled as an extremely sparse activation tensor. In this work, we analyze the identifiability of such sparse and local latent intermediate variables, which we call motifs.…

Machine Learning · Computer Science 2026-03-04 Kavi Gupta , Osbert Bastani , Armando Solar-Lezama

This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

Data-driven reduced-order models based on autoencoders generally lack interpretability compared to classical methods such as the proper orthogonal decomposition. More interpretability can be gained by disentangling the latent variables and…

Machine Learning · Computer Science 2025-02-21 Henning Schwarz , Pyei Phyo Lin , Jens-Peter M. Zemke , Thomas Rung