相关论文: Mondrian Forests for Large-Scale Regression when U…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

Decision Trees and Random Forests are among the most widely used machine learning models, and often achieve state-of-the-art performance in tabular, domain-agnostic datasets. Nonetheless, being primarily discriminative models they lack…

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with…

Regression forests have long delivered state-of-the-art accuracy, often outperforming regression trees and even neural networks, but they suffer from limited interpretability as ensemble methods. In this work, we revisit forest pruning, an…

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Anomaly detection at scale is an extremely challenging problem of great practicality. When data is large and high-dimensional, it can be difficult to detect which observations do not fit the expected behaviour. Recent work has coalesced on…

Bayesian averaging over classification models allows the uncertainty of classification outcomes to be evaluated, which is of crucial importance for making reliable decisions in applications such as financial in which risks have to be…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context…