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Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…

Machine Learning · Computer Science 2024-09-10 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances…

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i.e. scalar summaries, of machine learning algorithms. For example, an analyst may desire the…

Machine Learning · Statistics 2022-10-25 Victor Chernozhukov , Whitney K. Newey , Rahul Singh

The theory of bias-variance used to serve as a guide for model selection when applying Machine Learning algorithms. However, modern practice has shown success with over-parameterized models that were expected to overfit but did not. This…

Machine Learning · Computer Science 2022-11-21 Luis Sa-Couto , Jose Miguel Ramos , Miguel Almeida , Andreas Wichert

Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Machine Learning · Statistics 2025-06-18 Alisa Sheinkman , Sara Wade

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

The traditional statistical inference is static, in the sense that the estimate of the quantity of interest does not affect the future evolution of the quantity. In some sequential estimation problems however, the future values of the…

Machine Learning · Computer Science 2023-01-03 Aolin Xu , Peng Guan

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation…

Machine Learning · Computer Science 2014-12-31 Shin-ichi Maeda

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

This paper introduces a deep learning system based on a quantum neural network for the binary classification of points of a specific geometric pattern (Two-Moons Classification problem) on a plane. We believe that the use of hybrid deep…

Quantum Physics · Physics 2022-08-10 Marco Simonetti , Damiano Perri , Osvaldo Gervasi

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Sparse modeling for signal processing and machine learning has been at the focus of scientific research for over two decades. Among others, supervised sparsity-aware learning comprises two major paths paved by: a) discriminative methods and…

Machine Learning · Statistics 2022-11-23 Lei Cheng , Feng Yin , Sergios Theodoridis , Sotirios Chatzis , Tsung-Hui Chang

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

As machine learning algorithms are increasingly deployed for high-impact automated decision making, ethical and increasingly also legal standards demand that they treat all individuals fairly, without discrimination based on their age,…

Machine Learning · Computer Science 2021-05-03 Maarten Buyl , Tijl De Bie
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