Related papers: Learning to bin: differentiable and Bayesian optim…
Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…
In this work, we aim to solve data-driven optimization problems, where the goal is to find an input that maximizes an unknown score function given access to a dataset of inputs with corresponding scores. When the inputs are high-dimensional…
Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…
This paper presents a novel approach to binary classification using dynamic logistic ensemble models. The proposed method addresses the challenges posed by datasets containing inherent internal clusters that lack explicit feature-based…
With the ever increasing complexity of specifications, manual sizing for analog circuits recently became very challenging. Especially for innovative, large-scale circuits designs, with tens of design variables, operating conditions and…
Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…
We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…
Most machine learning classifiers only concern classification accuracy, while certain applications (such as medical diagnosis, meteorological forecasting, and computation advertising) require the model to predict the true probability, known…
Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-severity claims. A widely used strategy is to apply a mixture…
We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a Beta Process. It also…
Gradient Boosting Machine (GBM) introduced by Friedman is a powerful supervised learning algorithm that is very widely used in practice---it routinely features as a leading algorithm in machine learning competitions such as Kaggle and the…
We propose a Deep Reinforcement Learning (Deep RL) algorithm for solving the online 3D bin packing problem for an arbitrary number of bins and any bin size. The focus is on producing decisions that can be physically implemented by a robotic…
Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…
Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…
Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…
Accurate beam prediction is essential for mitigating signalling overhead and latency in integrated sensing and communication-enabled massive multi-input multi-output systems. With the aid of multimodal learning, the prediction accuracy can…
We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…