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Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

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

We analyze a tree search problem with an underlying Markov decision process, in which the goal is to identify the best action at the root that achieves the highest cumulative reward. We present a new tree policy that optimally allocates a…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Yunchuan Li , Michael C. Fu , Jie Xu

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

Decision Trees are prominent prediction models for interpretable Machine Learning. They have been thoroughly researched, mostly in the batch setting with a fixed labelled dataset, leading to popular algorithms such as C4.5, ID3 and CART.…

Machine Learning · Computer Science 2024-06-24 Ayman Chaouki , Jesse Read , Albert Bifet

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

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

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Our goal is to deploy a high-accuracy system starting with zero training examples. We consider an "on-the-job" setting, where as inputs arrive, we use real-time crowdsourcing to resolve uncertainty where needed and output our prediction…

Artificial Intelligence · Computer Science 2015-12-09 Keenon Werling , Arun Chaganty , Percy Liang , Chris Manning

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Planning in stochastic and partially observable environments is a central issue in artificial intelligence. One commonly used technique for solving such a problem is by constructing an accurate model firstly. Although some recent approaches…

Artificial Intelligence · Computer Science 2019-04-08 Yunlong Liu , Jianyang Zheng

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…

Machine Learning · Computer Science 2018-11-26 Zi Wang , Beomjoon Kim , Leslie Pack Kaelbling

Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…

Artificial Intelligence · Computer Science 2010-12-03 Vitaly Schetinin , Jonathan Fieldsend , Derek Partridge , Wojtek Krzanowski , Richard Everson , Trevor Bailey , Adolfo Hernandez

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…

Machine Learning · Computer Science 2023-12-05 Jodie A. Cochrane , Adrian G. Wills , Sarah J. Johnson