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In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung , Vienne W. K. Sung

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

Artificial Intelligence · Computer Science 2019-07-10 Shuai Ma , Jia Yuan Yu , Ahmet Satir

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

We study a simple model of the stochastic information filtering, in a randomly organized information system. For simplest versions of the model it appears to be possible to describe the filtering dynamics in terms of the master equations.…

Disordered Systems and Neural Networks · Physics 2009-11-07 I. S. Manida , Yu. M. Pis'mak

A key task in multi-label classification is modeling the structure between the involved classes. Modeling this structure by probabilistic and interpretable means enables application in a broad variety of tasks such as zero-shot learning or…

Machine Learning · Statistics 2021-06-08 Michael Kirchhof , Lena Schmid , Christopher Reining , Michael ten Hompel , Markus Pauly

Many complex generative systems use languages to create structured objects. We consider a model of random languages, defined by weighted context-free grammars. As the distribution of grammar weights broadens, a transition is found from a…

Disordered Systems and Neural Networks · Physics 2019-04-03 E. DeGiuli

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

Artificial Intelligence · Computer Science 2011-08-30 Ehtibar N. Dzhafarov , Janne V. Kujala

We propose a stochastic model of opinion exchange in networks. A finite set of agents is organized in a fixed network structure. There is a binary state of the world and each agent receives a private signal on the state. We model beliefs as…

Theoretical Economics · Economics 2022-01-31 Emilien Macault

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…

Populations and Evolution · Quantitative Biology 2014-08-19 Michael Manhart , Alexandre V. Morozov

The computationally cheap machine learning architecture of random feature maps can be viewed as a single-layer feedforward network in which the weights of the hidden layer are random but fixed and only the outer weights are learned via…

Machine Learning · Computer Science 2025-04-29 Pinak Mandal , Georg A. Gottwald , Nicholas Cranch

Stochasticity and limited precision of synaptic weights in neural network models are key aspects of both biological and hardware modeling of learning processes. Here we show that a neural network model with stochastic binary weights…

Disordered Systems and Neural Networks · Physics 2018-07-04 Carlo Baldassi , Federica Gerace , Hilbert J. Kappen , Carlo Lucibello , Luca Saglietti , Enzo Tartaglione , Riccardo Zecchina

Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…

Machine Learning · Statistics 2025-11-13 Jing Shang , James Bannon , Benjamin Haibe-Kains , Robert Tibshirani

We provide a formal, simple and intuitive theory of rational decision making including sequential decisions that affect the environment. The theory has a geometric flavor, which makes the arguments easy to visualize and understand. Our…

Machine Learning · Computer Science 2012-02-10 Peter Sunehag , Marcus Hutter

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

Machine Learning · Computer Science 2016-07-29 Aida Brankovic , Alessandro Falsone , Maria Prandini , Luigi Piroddi

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

Mixture models are probabilistic models aimed at uncovering and representing latent subgroups within a population. In the realm of network data analysis, the latent subgroups of nodes are typically identified by their connectivity…

Methodology · Statistics 2020-05-27 Giacomo De Nicola , Benjamin Sischka , Göran Kauermann

This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…

Statistics Theory · Mathematics 2022-03-10 Koen Jochmans

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

We describe a machine learning method for predicting the value of a real-valued function, given the values of multiple input variables. The method induces solutions from samples in the form of ordered disjunctive normal form (DNF) decision…

Artificial Intelligence · Computer Science 2014-11-17 S. M. Weiss , N. Indurkhya
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