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Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

Bayesian inference has many advantages in decision making of agents (e.g. robotics/simulative agent) over a regular data-driven black-box neural network: Data-efficiency, generalization, interpretability, and safety where these advantages…

Machine Learning · Computer Science 2025-05-14 Chengmin Zhou , Ville Kyrki , Pasi Fränti , Laura Ruotsalainen

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

We analyze the best achievable performance of Bayesian learning under generative models by defining and upper-bounding the minimum excess risk (MER): the gap between the minimum expected loss attainable by learning from data and the minimum…

Machine Learning · Computer Science 2022-01-04 Aolin Xu , Maxim Raginsky

The human brain copes with sensory uncertainty in accordance with Bayes' rule. However, it is unknown how the brain makes predictions in the presence of parameter uncertainty. Here, we tested whether and how humans take parameter…

Neurons and Cognition · Quantitative Biology 2020-07-01 Jannes Jegminat , Maya Jastrzebowska , Matt Pachai , Michael Herzog , Jean-Pascal Pfister

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods…

Artificial Intelligence · Computer Science 2016-09-16 Mohammad Ghavamzadeh , Shie Mannor , Joelle Pineau , Aviv Tamar

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Building on the view of machine learning as search, we demonstrate the necessity of bias in learning, quantifying the role of bias (measured relative to a collection of possible datasets, or more generally, information resources) in…

Machine Learning · Computer Science 2019-07-16 George D. Montanez , Jonathan Hayase , Julius Lauw , Dominique Macias , Akshay Trikha , Julia Vendemiatti

Learning-to-learn or meta-learning leverages data-driven inductive bias to increase the efficiency of learning on a novel task. This approach encounters difficulty when transfer is not advantageous, for instance, when tasks are considerably…

Machine Learning · Computer Science 2019-06-20 Ghassen Jerfel , Erin Grant , Thomas L. Griffiths , Katherine Heller

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…

Machine Learning · Statistics 2023-02-01 Martin Magris , Alexandros Iosifidis

Meta-learning is a framework for learning learning algorithms through repeated interactions with an environment as opposed to designing them by hand. In recent years, this framework has established itself as a promising tool for building…

Artificial Intelligence · Computer Science 2023-04-17 Marcel Binz , Ishita Dasgupta , Akshay Jagadish , Matthew Botvinick , Jane X. Wang , Eric Schulz

Though deep learning has achieved advanced performance recently, it remains a challenging task in the field of medical imaging, as obtaining reliable labeled training data is time-consuming and expensive. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Yixin Wang , Yao Zhang , Jiang Tian , Cheng Zhong , Zhongchao Shi , Yang Zhang , Zhiqiang He

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

This chapter introduces the Bayesian reflex -- an analogy with the autonomic nervous system -- as a unifying framework for online learning in AI. Bayesian online algorithms automatically maintain equilibrium in dynamic environments via…

Methodology · Statistics 2026-05-05 Durba Bhattacharya , Sucharita Roy , Sourabh Bhattacharya

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

We empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model,…

Statistics Theory · Mathematics 2018-10-30 Peter Grünwald , Thijs van Ommen