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Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…

Machine Learning · Computer Science 2024-10-15 Jim Beckers , Bart van Erp , Ziyue Zhao , Kirill Kondrashov , Bert de Vries

Acquiring a substantial number of data points for training accurate machine learning (ML) models is a big challenge in scientific fields where data collection is resource-intensive. Here, we propose a novel approach for constructing a…

Machine Learning · Computer Science 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Yasmin Rahimof , Andreas Wicht

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

In this paper, we present a novel approach to accelerate the Bayesian inference process, focusing specifically on the nested sampling algorithms. Bayesian inference plays a crucial role in cosmological parameter estimation, providing a…

Instrumentation and Methods for Astrophysics · Physics 2024-10-17 Isidro Gómez-Vargas , J. Alberto Vázquez

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

PAC-Bayesian is an analysis framework where the training error can be expressed as the weighted average of the hypotheses in the posterior distribution whilst incorporating the prior knowledge. In addition to being a pure generalization…

Machine Learning · Computer Science 2022-02-07 Wei Huang , Chunrui Liu , Yilan Chen , Tianyu Liu , Richard Yi Da Xu

Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of…

Machine Learning · Computer Science 2015-03-05 John-Alexander M. Assael , Ziyu Wang , Bobak Shahriari , Nando de Freitas

Recently, techniques for applying convolutional neural networks to graph-structured data have emerged. Graph convolutional neural networks (GCNNs) have been used to address node and graph classification and matrix completion. Although the…

Machine Learning · Statistics 2018-11-28 Yingxue Zhang , Soumyasundar Pal , Mark Coates , Deniz Üstebay

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

Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by…

Machine Learning · Computer Science 2015-01-23 Diederik P. Kingma , Max Welling

This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated…

Machine Learning · Computer Science 2017-08-01 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

Radio signal-based (indoor) localisation technique is important for IoT applications such as smart factory and warehouse. Through machine learning, especially neural networks methods, more accurate mapping from signal features to target…

Machine Learning · Computer Science 2022-03-09 Xingchi Liu , Peizheng Li , Ziming Zhu

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

We explore a data-driven approach for learning to optimize neural networks. We construct a dataset of neural network checkpoints and train a generative model on the parameters. In particular, our model is a conditional diffusion transformer…

Machine Learning · Computer Science 2022-09-27 William Peebles , Ilija Radosavovic , Tim Brooks , Alexei A. Efros , Jitendra Malik

Previous work on sensitivity analysis in Bayesian networks has focused on single parameters, where the goal is to understand the sensitivity of queries to single parameter changes, and to identify single parameter changes that would enforce…

Artificial Intelligence · Computer Science 2012-07-19 Hei Chan , Adnan Darwiche

Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…

Machine Learning · Statistics 2026-01-14 Xinping Yi , Gaojie Jin , Xiaowei Huang , Shi Jin

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

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