Related papers: Rapid Approximation Prediction for Kriging
Safe deployment of deep neural networks in high-stake real-world applications requires theoretically sound uncertainty quantification. Conformal prediction (CP) is a principled framework for uncertainty quantification of deep models in the…
We present SKA-SGD (Streaming Krylov-Accelerated Stochastic Gradient Descent), a novel optimization approach that accelerates convergence for ill-conditioned problems by projecting stochastic gradients onto a low-dimensional Krylov…
Scene coordinates regression (SCR), i.e., predicting 3D coordinates for every pixel of a given image, has recently shown promising potential. However, existing methods remain limited to small scenes memorized during training, and thus…
In this paper, we develop a multigrid method on unstructured shape-regular grids. For a general shape-regular unstructured grid of ${\cal O}(N)$ elements, we present a construction of an auxiliary coarse grid hierarchy on which a geometric…
Low-rank approximation is a popular strategy to tackle the "big n problem" associated with large-scale Gaussian process regressions. Basis functions for developing low-rank structures are crucial and should be carefully specified.…
In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…
Prediction error is critical to assessing the performance of statistical methods and selecting statistical models. We propose the cross-validation and approximated cross-validation methods for estimating prediction error under a broad…
This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…
We provide a deterministic space-efficient algorithm for estimating ridge regression. For $n$ data points with $d$ features and a large enough regularization parameter, we provide a solution within $\varepsilon$ L$_2$ error using only…
The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…
Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…
Channel Estimation is an essential component in applications such as radar and data communication. In multi path time varying environments, it is necessary to estimate time-shifts, scale-shifts (the wideband equivalent of Doppler-shifts),…
System reliability analysis aims at computing the probability of failure of an engineering system given a set of uncertain inputs and limit state functions. Active-learning solution schemes have been shown to be a viable tool but as of yet…
The predictive accuracy of wall-modelled LES is influenced by a combination of the subgrid model, the wall model, the numerical dissipation induced primarily by the convective numerical scheme, and also by the density and topology of the…
Query optimization is critical in relational databases. Recently, numerous Learned Query Optimizers (LQOs) have been proposed, demonstrating superior performance over traditional hand-crafted query optimizers after short training periods.…
Compressing large Neural Networks (NN) by quantizing the parameters, while maintaining the performance is highly desirable due to reduced memory and time complexity. In this work, we cast NN quantization as a discrete labelling problem, and…
Accurate state estimation for robotic systems evolving on Lie group manifolds, such as legged robots, is a prerequisite for achieving agile control. However, this task is challenged by nonlinear observation models defined on curved…
Stochastic kriging is a popular metamodeling technique for representing the unknown response surface of a simulation model. However, the simulation model may be inadequate in the sense that there may be a non-negligible discrepancy between…
Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…