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Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a…

Probability · Mathematics 2013-06-29 Pierre Nyquist

Multitask Learning is a Machine Learning paradigm that aims to train a range of (usually related) tasks with the help of a shared model. While the goal is often to improve the joint performance of all training tasks, another approach is to…

Machine Learning · Computer Science 2024-05-14 Rafael Kourdis , Gabriel Gordon-Hall , Philip John Gorinski

Ranking vertices of multidimensional networks is crucial in many areas of research, including selecting and determining the importance of decisions. Some decisions are significantly more important than others, and their weight…

Artificial Intelligence · Computer Science 2020-12-21 Iva Vasic , Bata Vasic , Zorica Nikolic

Determining the relative importance of the elements in a sentence is a key factor for effortless natural language understanding. For human language processing, we can approximate patterns of relative importance by measuring reading…

Computation and Language · Computer Science 2021-06-08 Nora Hollenstein , Lisa Beinborn

Modern computer vision algorithms often rely on very large training datasets. However, it is conceivable that a carefully selected subsample of the dataset is sufficient for training. In this paper, we propose a gradient-based importance…

Machine Learning · Computer Science 2018-12-03 Kailas Vodrahalli , Ke Li , Jitendra Malik

Importance sampling is a Monte Carlo technique for efficiently estimating the likelihood of rare events by biasing the sampling distribution towards the rare event of interest. By drawing weighted samples from a learned proposal…

Machine Learning · Statistics 2025-05-20 Liam A. Kruse , Marc R. Schlichting , Mykel J. Kochenderfer

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

Weighted automata is a basic tool for specification in quantitative verification, which allows to express quantitative features of analysed systems such as resource consumption. Quantitative specification can be assisted by automata…

Computational Complexity · Computer Science 2024-03-04 Jakub Michaliszyn , Jan Otop

In active learning, acquisition functions define informativeness directly on the representation position within the model manifold. However, for most machine learning models (in particular neural networks) this representation is not fixed…

Machine Learning · Computer Science 2023-02-24 Ryan Benkert , Mohit Prabhushankar , Ghassan AlRegib , Armin Pacharmi , Enrique Corona

Attention mechanisms have recently boosted performance on a range of NLP tasks. Because attention layers explicitly weight input components' representations, it is also often assumed that attention can be used to identify information that…

Computation and Language · Computer Science 2019-06-11 Sofia Serrano , Noah A. Smith

Estimating the importance of variables is an essential task in modern machine learning. This help to evaluate the goodness of a feature in a given model. Several techniques for estimating the importance of variables have been developed…

Machine Learning · Statistics 2022-08-09 Louis Mozart Kamdem , Ernest Fokoue

While the success of deep neural networks (DNNs) is well-established across a variety of domains, our ability to explain and interpret these methods is limited. Unlike previously proposed local methods which try to explain particular…

Machine Learning · Statistics 2020-04-29 Jonathan Ish-Horowicz , Dana Udwin , Seth Flaxman , Sarah Filippi , Lorin Crawford

Real-world machine learning applications often have complex test metrics, and may have training and test data that are not identically distributed. Motivated by known connections between complex test metrics and cost-weighted learning, we…

Machine Learning · Statistics 2019-06-18 Sen Zhao , Mahdi Milani Fard , Harikrishna Narasimhan , Maya Gupta

Importance sampling (IS) as an elegant and efficient variance reduction (VR) technique for the acceleration of stochastic optimization problems has attracted many researches recently. Unlike commonly adopted stochastic uniform sampling in…

Machine Learning · Computer Science 2017-11-02 Fei Wang , Xiaofeng Gao , Guihai Chen , Jun Ye

Interpretability is an important area of research for safe deployment of machine learning systems. One particular type of interpretability method attributes model decisions to input features. Despite active development, quantitative…

Machine Learning · Computer Science 2019-11-06 Mengjiao Yang , Been Kim

Importance sampling (IS) is a Monte Carlo technique for the approximation of intractable distributions and integrals with respect to them. The origin of IS dates from the early 1950s. In the last decades, the rise of the Bayesian paradigm…

Computation · Statistics 2024-06-21 Víctor Elvira , Luca Martino

In many applications, it is of interest to assess the relative contribution of features (or subsets of features) toward the goal of predicting a response -- in other words, to gauge the variable importance of features. Most recent work on…

Methodology · Statistics 2025-10-23 Brian D. Williamson , Peter B. Gilbert , Noah R. Simon , Marco Carone

We consider the problem of estimating an expected outcome from a stochastic simulation model. Our goal is to develop a theoretical framework on importance sampling for such estimation. By investigating the variance of an importance sampling…

Methodology · Statistics 2019-09-27 Yen-Chi Chen , Youngjun Choe

Due to its strong interpretability, linear regression is widely used in social science, from which significance test provides the significance level of models or coefficients in the traditional statistical inference. However, linear…

Machine Learning · Computer Science 2020-06-08 Jiaye Teng , Yang Yuan

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

Machine Learning · Computer Science 2020-03-10 Jun Han