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In this paper, we introduce Deep Probabilistic Ensembles (DPEs), a scalable technique that uses a regularized ensemble to approximate a deep Bayesian Neural Network (BNN). We do so by incorporating a KL divergence penalty term into the…
We study the approximation capacity of deep ReLU recurrent neural networks (RNNs) and explore the convergence properties of nonparametric least squares regression using RNNs. We derive upper bounds on the approximation error of RNNs for…
Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…
In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction…
We introduce the concept of a Modular Autoencoder (MAE), capable of learning a set of diverse but complementary representations from unlabelled data, that can later be used for supervised tasks. The learning of the representations is…
A network-based optimization approach, EEE, is proposed for the purpose of providing validation-viable state estimations to remediate the failure of pretrained models. To improve optimization efficiency and convergence, the most important…
In this work, we propose a notion of practical learnability grounded in finite sample settings, and develop a conjugate learning theoretical framework based on convex conjugate duality to characterize this learnability property. Building on…
Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…
Most deep learning models for temporal regression directly output the estimation based on single input images, ignoring the relationships between different images. In this paper, we propose deep relation learning for regression, aiming to…
We derive quantitative error bounds for deep neural networks (DNNs) approximating option prices on a $d$-dimensional risky asset as functions of the underlying model parameters, payoff parameters and initial conditions. We cover a general…
This paper studies nonparametric regression with repeated measurements when the response in the target domain is unobservable or costly to collect. We adopt a transfer learning framework that leverages a source domain with observable…
In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…
Personalized prediction is a machine learning approach that predicts a person's future observations based on their past labeled observations and is typically used for sequential tasks, e.g., to predict daily mood ratings. When making…
We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…
Both reverberation and additive noises degrade the speech quality and intelligibility. Weighted prediction error (WPE) method performs well on the dereverberation but with limitations. First, WPE doesn't consider the influence of the…
Despite their unprecedented performance in various domains, utilization of Deep Neural Networks (DNNs) in safety-critical environments is severely limited in the presence of even small adversarial perturbations. The present work develops a…
We introduce a methodology for designing and training deep neural networks (DNN) that we call "Deep Regression Ensembles" (DRE). It bridges the gap between DNN and two-layer neural networks trained with random feature regression. Each layer…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
Machine learning classification models trained with empirical risk minimization (ERM) often inadvertently rely on spurious correlations. When absent in the test data, these unintended associations between non-target attributes and target…
Deep Belief Networks (DBN) have been successfully applied on popular machine learning tasks. Specifically, when applied on hand-written digit recognition, DBNs have achieved approximate accuracy rates of 98.8%. In an effort to optimize the…