Related papers: Response to Promises and Pitfalls of Deep Kernel L…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
We introduce the loss kernel, an interpretability method for measuring similarity between data points according to a trained neural network. The kernel is the covariance matrix of per-sample losses computed under a distribution of…
We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…
One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…
The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…
We propose a novel combination of optimization tools with learning theory bounds in order to analyze the sample complexity of optimal kernel sum classifiers. This contrasts the typical learning theoretic results which hold for all…
Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…
In this note we extend kernel function approximation results for neural networks with Gaussian-distributed weights to single-layer networks initialized using Haar-distributed random orthogonal matrices (with possible rescaling). This is…
In this paper we consider two closely related problems : estimation of eigenvalues and eigenfunctions of the covariance kernel of functional data based on (possibly) irregular measurements, and the problem of estimating the eigenvalues and…
Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…
Corrupting the input and hidden layers of deep neural networks (DNNs) with multiplicative noise, often drawn from the Bernoulli distribution (or 'dropout'), provides regularization that has significantly contributed to deep learning's…
Kernel continual learning by \citet{derakhshani2021kernel} has recently emerged as a strong continual learner due to its non-parametric ability to tackle task interference and catastrophic forgetting. Unfortunately its success comes at the…
Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…
Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…
A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…
Due to the imbalanced nature of networked observational data, the causal effect predictions for some individuals can severely violate the positivity/overlap assumption, rendering unreliable estimations. Nevertheless, this potential risk of…
Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or…
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…
We formalise the widespread idea of interpreting neural network decisions as an explicit optimisation problem in a rate-distortion framework. A set of input features is deemed relevant for a classification decision if the expected…