Related papers: Deep regression learning from dependent observatio…
We present a theoretically well-founded deep learning algorithm for nonparametric regression. It uses over-parametrized deep neural networks with logistic activation function, which are fitted to the given data via gradient descent. We…
We provide a theoretical treatment of over-specified Gaussian mixtures of experts with covariate-free gating networks. We establish the convergence rates of the maximum likelihood estimation (MLE) for these models. Our proof technique is…
I consider inference in a partially linear regression model under stationary $\beta$-mixing data after first stage deep neural network (DNN) estimation. Using the DNN results of Brown (2024), I show that the estimator for the finite…
Model-based deep reinforcement learning has achieved success in various domains that require high sample efficiencies, such as Go and robotics. However, there are some remaining issues, such as planning efficient explorations to learn more…
Ensembling is now recognized as an effective approach for increasing the predictive performance and calibration of deep networks. We introduce a new approach, Parameter Ensembling by Perturbation (PEP), that constructs an ensemble of…
Training deep graph neural networks (GNNs) poses a challenging task, as the performance of GNNs may suffer from the number of hidden message-passing layers. The literature has focused on the proposals of {over-smoothing} and…
Deep learning systems have been reported to acheive state-of-the-art performances in many applications, and one of the keys for achieving this is the existence of well trained classifiers on benchmark datasets which can be used as backbone…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…
Albeit worryingly underrated in the recent literature on machine learning in general (and, on deep learning in particular), multivariate density estimation is a fundamental task in many applications, at least implicitly, and still an open…
In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…
Regression with non-Euclidean responses -- e.g., probability distributions, networks, symmetric positive-definite matrices, and compositions -- has become increasingly important in modern applications. In this paper, we propose deep…
Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…
Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…
Using "soft" targets to improve model performance has been shown to be effective in classification settings, but the usage of soft targets for regression is a much less studied topic in machine learning. The existing literature on the usage…
A memory efficient approach to ensembling neural networks is to share most weights among the ensembled models by means of a single reference network. We refer to this strategy as Embedded Ensembling (EE); its particular examples are…
This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…
We propose a new neural network framework, termed Neural Network Machine Regression (NNMR), which integrates trainable input gating and adaptive depth regularization to jointly perform feature selection and function estimation in an…
Deep learning has shown successful application in visual recognition and certain artificial intelligence tasks. Deep learning is also considered as a powerful tool with high flexibility to approximate functions. In the present work,…