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In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Gradient descent is the primary workhorse for optimizing large-scale problems in machine learning. However, its performance is highly sensitive to the choice of the learning rate. A key limitation of gradient descent is its lack of natural…

Optimization and Control · Mathematics 2025-07-15 Oscar Smee , Fred Roosta , Stephen J. Wright

Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…

Machine Learning · Computer Science 2013-07-02 Tor Lattimore , Marcus Hutter , Peter Sunehag

This paper presents an algorithm for the efficient approximation of the saddle-extremum persistence diagram of a scalar field. Vidal et al. introduced recently a fast algorithm for such an approximation (by interrupting a progressive…

Graphics · Computer Science 2021-08-13 Jules Vidal , Julien Tierny

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Machine Learning · Computer Science 2020-06-23 Ben London

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

The primary objective of methods in continual learning is to learn tasks in a sequential manner over time (sometimes from a stream of data), while mitigating the detrimental phenomenon of catastrophic forgetting. This paper proposes a…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Nisha L. Raichur , Lucas Heublein , Tobias Feigl , Alexander Rügamer , Christopher Mutschler , Felix Ott

In statistical inference, a discrepancy between the parameter-to-observable map that generates the data and the parameter-to-observable map that is used for inference can lead to misspecified likelihoods and thus to incorrect estimates. In…

Statistics Theory · Mathematics 2024-07-16 Nada Cvetković , Han Cheng Lie , Harshit Bansal , Karen Veroy

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

Machine Learning · Computer Science 2023-09-12 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

In-context learning (ICL) is a powerful technique for getting language models to perform complex tasks with no training updates. Prior work has established strong correlations between the number of in-context examples provided and the…

Computation and Language · Computer Science 2025-09-23 Aryaman Arora , Dan Jurafsky , Christopher Potts , Noah D. Goodman

We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…

Computation · Statistics 2014-01-10 Tim Salimans

Many learning paradigms self-select training data in light of previously learned parameters. Examples include active learning, semi-supervised learning, bandits, or boosting. Rodemann et al. (2024) unify them under the framework of…

Machine Learning · Computer Science 2025-05-13 Julian Rodemann , James Bailie

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

A major challenge in designing efficient statistical supervised learning algorithms is finding representations that perform well not only on available training samples but also on unseen data. While the study of representation learning has…

Machine Learning · Statistics 2024-02-06 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

In this paper we study Bayesian supervised learning models proposed by L\^e in \cite{Le2025}. We show the existence of Bayesian inversions on universal Bayesian supervised learning models $(\mathcal{P}(\mathcal{Y})^{\mathcal{X}}, \mu,…

Statistics Theory · Mathematics 2026-05-22 Hông Vân Lê

In this paper, we investigate the underlying factor that leads to failure and success in the training of GANs. We study the property of the optimal discriminative function and show that in many GANs, the gradient from the optimal…

Machine Learning · Computer Science 2018-12-27 Zhiming Zhou , Yuxuan Song , Lantao Yu , Hongwei Wang , Jiadong Liang , Weinan Zhang , Zhihua Zhang , Yong Yu