Related papers: Adaptive Ensemble Learning with Gaussian Copula fo…
This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…
Accurate EV power estimation underpins range prediction and energy management, yet practitioners need both point accuracy and trustworthy uncertainty. We propose an anchored-ensemble Long Short-Term Memory (LSTM) with a Student-t likelihood…
Large language models (LLMs) are often ensembled together to improve overall reliability and robustness, but in practice models are strongly correlated. This raises a fundamental question: which models should be selected when forming an LLM…
To achieve high performance of a machine learning (ML) task, a deep learning-based model must implicitly capture the entire distribution from data. Thus, it requires a huge amount of training samples, and data are expected to fully present…
Missing values with mixed data types is a common problem in a large number of machine learning applications such as processing of surveys and in different medical applications. Recently, Gaussian copula models have been suggested as a means…
We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…
Sparse representations with learned dictionaries have been successful in several image analysis applications. In this paper, we propose and analyze the framework of ensemble sparse models, and demonstrate their utility in image restoration…
As a common method in Machine Learning, Ensemble Method is used to train multiple models from a data set and obtain better results through certain combination strategies. Stacking method, as representatives of Ensemble Learning methods, is…
We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…
Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…
Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…
Ensemble Machine Learning (EML) techniques, especially stacking, have been shown to improve predictive performance by combining multiple base models. However, they are often criticized for their lack of interpretability. In this paper, we…
Ensemble Learning methods combine multiple algorithms performing the same task to build a group with superior quality. These systems are well adapted to the distributed setup, where each peer or machine of the network hosts one algorithm…
Gaussian Mixture Models (GMM) do not adapt well to curved and strongly nonlinear data. However, we can use Gaussians in the curvilinear coordinate systems to solve this problem. Moreover, such a solution allows for the adaptation of…
Ensemble models often achieve higher accuracy than single learners, but their ability to maintain small generalization gaps is not always well understood. This study examines how ensembles balance accuracy and overfitting across four…
Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical…
A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…
We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…