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In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging.…

Methodology · Statistics 2018-10-15 Juho Piironen , Aki Vehtari

Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…

Optimization and Control · Mathematics 2024-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…

Machine Learning · Statistics 2022-01-21 Takuya Isomura , Taro Toyoizumi

By and large, Backpropagation (BP) is regarded as one of the most important neural computation algorithms at the basis of the progress in machine learning, including the recent advances in deep learning. However, its computational structure…

Artificial Intelligence · Computer Science 2018-08-22 Alessandro Betti , Marco Gori , Giuseppe Marra

Checking how well a fitted model explains the data is one of the most fundamental parts of a Bayesian data analysis. However, existing model checking methods suffer from trade-offs between being well-calibrated, automated, and…

Methodology · Statistics 2024-05-24 Jiawei Li , Jonathan H. Huggins

Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter…

Machine Learning · Computer Science 2019-06-11 Meet P. Vadera , Benjamin M. Marlin

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

Large language models (LLMs) have achieved remarkable success, yet aligning their generations with human preferences remains a critical challenge. Existing approaches to preference modeling often rely on an explicit or implicit reward…

Computation and Language · Computer Science 2025-05-09 Zhuocheng Gong , Jian Guan , Wei Wu , Huishuai Zhang , Dongyan Zhao

Recently, deep image compression has shown a big progress in terms of coding efficiency and image quality improvement. However, relatively less attention has been put on video compression using deep learning networks. In the paper, we first…

Computer Vision and Pattern Recognition · Computer Science 2019-04-08 Woonsung Park , Munchurl Kim

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…

Machine Learning · Computer Science 2024-11-07 Xinnuo Xu , Minyoung Kim , Royson Lee , Brais Martinez , Timothy Hospedales

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under…

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

Probabilistic Circuits (PCs) offer a computationally scalable framework for generative modeling, supporting exact and efficient inference of a wide range of probabilistic queries. While recent advances have significantly improved the…

Machine Learning · Computer Science 2025-10-07 Anji Liu , Zilei Shao , Guy Van den Broeck

Continual Learning is a learning paradigm where learning systems are trained with sequential or streaming tasks. Two notable directions among the recent advances in continual learning with neural networks are ($i$) variational Bayes based…

Machine Learning · Computer Science 2020-02-24 Abhishek Kumar , Sunabha Chatterjee , Piyush Rai