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Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

Machine Learning · Computer Science 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White

Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Zhongkai Hao , Xinning Zhou , Hang Su , Dong Yan , Jun Zhu

Label noise in real-world datasets encodes wrong correlation patterns and impairs the generalization of deep neural networks (DNNs). It is critical to find efficient ways to detect corrupted patterns. Current methods primarily focus on…

Machine Learning · Computer Science 2022-06-22 Zhaowei Zhu , Zihao Dong , Yang Liu

Many Bayesian inference problems involve high dimensional models for which only a subset of the model variables are of actual interest. All other variables are just nuisance parameters that one would ideally like to integrate out…

Computation · Statistics 2025-08-13 Fabián González , Víctor Elvira , Joaquín Miguez

Importance sampling (IS) is a Monte Carlo technique that relies on weighted samples, simulated from a proposal distribution, to estimate intractable integrals. The quality of the estimators improves with the number of samples. However, for…

Computation · Statistics 2022-07-18 Medha Agarwal , Dootika Vats , Víctor Elvira

Learning with Noisy Labels (LNL) has attracted significant attention from the research community. Many recent LNL methods rely on the assumption that clean samples tend to have "small loss". However, this assumption always fails to…

Machine Learning · Computer Science 2022-11-17 MingCai Chen , Yu Zhao , Bing He , Zongbo Han , Bingzhe Wu , Jianhua Yao

Deep imbalanced regression (DIR), where the target values have a highly skewed distribution and are also continuous, is an intriguing yet under-explored problem in machine learning. While recent works have already shown that incorporating…

Machine Learning · Computer Science 2024-12-20 Ruizhi Pu , Gezheng Xu , Ruiyi Fang , Binkun Bao , Charles X. Ling , Boyu Wang

Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and…

Computation · Statistics 2022-02-14 F. Llorente , L. Martino , D. Delgado , G. Camps-Valls

Distorted sensors could occur randomly and may lead to the breakdown of a sensor array system. We consider an array model within which a small number of sensors are distorted by unknown sensor gain and phase errors. With such an array…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Huiping Huang , Qi Liu , Hing Cheung So , Abdelhak M. Zoubir

While semi-supervised learning (SSL) has proven to be a promising way for leveraging unlabeled data when labeled data is scarce, the existing SSL algorithms typically assume that training class distributions are balanced. However, these SSL…

Machine Learning · Computer Science 2021-09-14 Jaehyung Kim , Youngbum Hur , Sejun Park , Eunho Yang , Sung Ju Hwang , Jinwoo Shin

Deep neural networks can memorize corrupted labels, making data quality critical for model performance, yet real-world datasets are frequently compromised by both label noise and input noise. This paper proposes a mutual information-based…

Machine Learning · Computer Science 2025-08-12 Jinghan Yang , Jiayu Weng

Importance sampling (IS) as an elegant and efficient variance reduction (VR) technique for the acceleration of stochastic optimization problems has attracted many researches recently. Unlike commonly adopted stochastic uniform sampling in…

Machine Learning · Computer Science 2017-11-02 Fei Wang , Xiaofeng Gao , Guihai Chen , Jun Ye

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…

Software Engineering · Computer Science 2021-03-10 Linghan Meng , Yanhui Li , Lin Chen , Zhi Wang , Di Wu , Yuming Zhou , Baowen Xu

Deep neural network training spends most of the computation on examples that are properly handled, and could be ignored. We propose to mitigate this phenomenon with a principled importance sampling scheme that focuses computation on…

Machine Learning · Computer Science 2019-10-29 Angelos Katharopoulos , François Fleuret

In recent years, sequential importance sampling (SIS) has been well developed for sampling contingency tables with linear constraints. In this paper, we apply SIS procedure to 2-dimensional Ising models, which give observations of 0-1…

Computation · Statistics 2014-10-17 Jing Xi , Seth Sullivant

Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…

Machine Learning · Computer Science 2022-10-12 Manyi Zhang , Yuxin Ren , Zihao Wang , Chun Yuan

Deep multi-view clustering methods have achieved remarkable performance. However, all of them failed to consider the difficulty labels (uncertainty of ground-truth for training samples) over multi-view samples, which may result into a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Renhao Sun

Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…

Machine Learning · Computer Science 2025-04-04 Aidan Tiruvan

We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=1}^{N}{X_i} \leq \gamma)$, via importance sampling (IS). We…

Computation · Statistics 2021-10-04 Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raul Tempone