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We introduce varbvs, a suite of functions written in R and MATLAB for regression analysis of large-scale data sets using Bayesian variable selection methods. We have developed numerical optimization algorithms based on variational…

Computation · Statistics 2017-09-21 Peter Carbonetto , Xiang Zhou , Matthew Stephens

Semi-implicit variational inference (SIVI) enriches the expressiveness of variational families by utilizing a kernel and a mixing distribution to hierarchically define the variational distribution. Existing SIVI methods parameterize the…

Machine Learning · Statistics 2025-01-16 Jen Ning Lim , Adam M. Johansen

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Machine Learning · Statistics 2016-11-21 Quang Minh Hoang , Trong Nghia Hoang , Kian Hsiang Low

Symbolic regression has recently gained traction in AI-driven scientific discovery, aiming to recover explicit closed-form expressions from data that reveal underlying physical laws. Despite recent advances, existing methods remain…

Methodology · Statistics 2026-03-02 Somjit Roy , Pritam Dey , Bani K. Mallick

The fundamental limit of natural signal compression has traditionally been characterized by classical rate-distortion (RD) theory through the tradeoff between coding rate and reconstruction distortion, while the rate-distortion-perception…

Information Theory · Computer Science 2026-04-17 Zijian Liang , Kai Niu , Changshuo Wang , Jin Xu , Ping Zhang

The log-logistic regression model is one of the most commonly used accelerated failure time (AFT) models in survival analysis, for which statistical inference methods are mainly established under the frequentist framework. Recently,…

Methodology · Statistics 2023-10-11 Chengqian Xian , Camila P. E. de Souza , Wenqing He , Felipe F. Rodrigues , Renfang Tian

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

Machine Learning · Statistics 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last…

Machine Learning · Computer Science 2024-04-18 James Harrison , John Willes , Jasper Snoek

While large-scale pretrained language models have obtained impressive results when fine-tuned on a wide variety of tasks, they still often suffer from overfitting in low-resource scenarios. Since such models are general-purpose feature…

Computation and Language · Computer Science 2021-06-11 Rabeeh Karimi Mahabadi , Yonatan Belinkov , James Henderson

Recently, local SGD has got much attention and been extensively studied in the distributed learning community to overcome the communication bottleneck problem. However, the superiority of local SGD to minibatch SGD only holds in quite…

Machine Learning · Computer Science 2021-06-15 Tomoya Murata , Taiji Suzuki

Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…

Machine Learning · Statistics 2015-02-27 Ryan Giordano , Tamara Broderick

This paper presents approaches to compute sparse solutions of Generalized Singular Value Problem (GSVP). The GSVP is regularized by $\ell_1$-norm and $\ell_q$-penalty for $0<q<1$, resulting in the $\ell_1$-GSVP and $\ell_q$-GSVP…

Machine Learning · Computer Science 2024-10-08 Ugochukwu O. Ugwu , Michael Kirby

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

Machine Learning · Computer Science 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models…

Machine Learning · Statistics 2020-08-13 Yixin Wang , David M. Blei

When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection…

Machine Learning · Statistics 2008-02-22 Seongho Wu , Hui Zou , Ming Yuan

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

Adversarial learning methods have been proposed for a wide range of applications, but the training of adversarial models can be notoriously unstable. Effectively balancing the performance of the generator and discriminator is critical,…

Machine Learning · Computer Science 2020-08-26 Xue Bin Peng , Angjoo Kanazawa , Sam Toyer , Pieter Abbeel , Sergey Levine

Information bottleneck (IB) principle [1] has become an important element in information-theoretic analysis of deep models. Many state-of-the-art generative models of both Variational Autoencoder (VAE) [2; 3] and Generative Adversarial…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Slava Voloshynovskiy , Mouad Kondah , Shideh Rezaeifar , Olga Taran , Taras Holotyak , Danilo Jimenez Rezende

In data science and machine learning, hierarchical parametric models, such as mixture models, are often used. They contain two kinds of variables: observable variables, which represent the parts of the data that can be directly measured,…

Machine Learning · Statistics 2015-04-20 Keisuke Yamazaki

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

Machine Learning · Statistics 2019-07-19 Weizhong Zhang , Bin Hong , Wei Liu , Jieping Ye , Deng Cai , Xiaofei He , Jie Wang