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Related papers: Bayesian Online Learning for Consensus Prediction

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Applications of machine learning often involve making predictions based on both model outputs and the opinions of human experts. In this context, we investigate the problem of querying experts for class label predictions, using as few human…

Machine Learning · Computer Science 2025-06-09 Markelle Kelly , Alex Boyd , Sam Showalter , Mark Steyvers , Padhraic Smyth

A primary goal of online deliberation platforms is to identify ideas that are broadly agreeable to a community of users through their expressed preferences. Yet, consensus elicitation should ideally extend beyond the specific statements…

Machine Learning · Computer Science 2026-04-24 Carter Blair , Ben Armstrong , Shiri Alouf-Heffetz , Nimrod Talmon , Davide Grossi

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…

Machine Learning · Statistics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier , Mohammad Emtiyaz Khan

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

Methodology · Statistics 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the…

Machine Learning · Computer Science 2015-07-09 Qinxun Bai , Henry Lam , Stan Sclaroff

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

The combination of Monte Carlo tree search and neural networks has revolutionized online planning. As neural network approximations are often imperfect, we ask whether uncertainty estimates about the network outputs could be used to improve…

Artificial Intelligence · Computer Science 2024-06-05 Nir Greshler , David Ben Eli , Carmel Rabinovitz , Gabi Guetta , Liran Gispan , Guy Zohar , Aviv Tamar

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes…

Machine Learning · Statistics 2016-09-08 Dariusz Plewczynski

Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

Machine Learning · Computer Science 2020-01-07 Yang Liu , David P. Helmbold

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper
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