相关论文: A Tale of Two Variances: When Single-Seed Benchmar…

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

In model-based reinforcement learning, most algorithms rely on simulating trajectories from one-step models of the dynamics learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as the…

Recent advances in machine learning have been achieved by using overparametrized models trained until near interpolation of the training data. It was shown, e.g., through the double descent phenomenon, that the number of parameters is a…

In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…

Fair scores reward ensemble forecast members that behave like samples from the same distribution as the verifying observations. They are therefore an attractive choice as loss functions to train data-driven ensemble forecasts or…

If uncorrelated random variables have a common expected value and decreasing variances then the variance of a sample mean is decreasing with the number of observations. Unfortunately, this natural and desirable Variance Reduction Property…

Multi-step forecasting is often described through a simple rule of thumb: recursive strategies are said to have high bias and low variance, while direct strategies are said to have low bias and high variance. We revisit this belief by…

Brittle optimization has been observed to adversely impact model likelihoods for regression and VAEs when simultaneously fitting neural network mappings from a (random) variable onto the mean and variance of a dependent Gaussian variable.…

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term;…

The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depending on temperature and uses real data. As the pattern of…

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

The consistency of a learning method is usually established under the assumption that the observations are a realization of an independent and identically distributed (i.i.d.) or mixing process. Yet, kernel methods such as support vector…

Compact convolutional neural networks (CNNs) have witnessed exceptional improvements in performance in recent years. However, they still fail to provide the same predictive power as CNNs with a large number of parameters. The diverse and…

We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…

Deep neural networks (NNs) are known for their high-prediction performances. However, NNs are prone to yield unreliable predictions when encountering completely new situations without indicating their uncertainty. Bayesian variants of NNs…

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Choosing between classical and Bayesian sparse regression methods involves a real trade-off: penalized estimators like Lasso run in milliseconds but give no uncertainty estimates,while Horseshoe and Spike-and-Slab priors produce full…

Cyber-physical system (CPS) forecasting models depend on sensor streams with noisy, biased, missing, or temporally misaligned readings, yet standard forecasting evaluation often selects models by nominal error without showing whether they…