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Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or…

Machine Learning · Computer Science 2021-03-15 Yang Li , Junier B. Oliva

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

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

Recent work has uncovered close links between between classical reinforcement learning algorithms, Bayesian filtering, and Active Inference which lets us understand value functions in terms of Bayesian posteriors. An alternative, but less…

Artificial Intelligence · Computer Science 2022-07-21 Beren Millidge , Christopher L Buckley

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

Obtaining labeled data for machine learning tasks can be prohibitively expensive. Active learning mitigates this issue by exploring the unlabeled data space and prioritizing the selection of data that can best improve the model performance.…

Machine Learning · Computer Science 2021-04-21 Vineeth Rakesh , Swayambhoo Jain

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…

Machine Learning · Computer Science 2023-05-25 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Estimation of physical quantities is at the core of most scientific research and the use of quantum devices promises to enhance its performances. In real scenarios, it is fundamental to consider that the resources are limited and Bayesian…

Bayesian reward learning from demonstrations enables rigorous safety and uncertainty analysis when performing imitation learning. However, Bayesian reward learning methods are typically computationally intractable for complex control…

Machine Learning · Computer Science 2020-12-21 Daniel S. Brown , Russell Coleman , Ravi Srinivasan , Scott Niekum

Ensuring that predictions of machine learning (ML) classification models are accompanied by uncertainty estimates is one of the main pillars of trustworthy AI. Current research in uncertainty quantification focuses mainly on epistemic…

Machine Learning · Computer Science 2026-05-27 Samuel Bilson , Miles McCrory , Anna Pustogvar

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

Machine Learning · Computer Science 2025-02-11 Sarthak Mittal , Niels Leif Bracher , Guillaume Lajoie , Priyank Jaini , Marcus Brubaker

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Bayesian cubature (BC) is a popular inferential perspective on the cubature of expensive integrands, wherein the integrand is emulated using a stochastic process model. Several approaches have been put forward to encode sequential…

Computation · Statistics 2019-10-09 Matthew A Fisher , Chris J Oates , Catherine Powell , Aretha Teckentrup

A novel method is proposed to infer Bayesian predictions of computationally expensive models. The method is based on the construction of quadrature rules, which are well-suited for approximating the weighted integrals occurring in Bayesian…

Numerical Analysis · Mathematics 2020-06-09 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms

Active learning is able to reduce the amount of labelling effort by using a machine learning model to query the user for specific inputs. While there are many papers on new active learning techniques, these techniques rarely satisfy the…

Machine Learning · Computer Science 2020-06-18 Parmida Atighehchian , Frédéric Branchaud-Charron , Alexandre Lacoste
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