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

We investigate the choice of tuning parameters for a Bayesian multi-level group lasso model developed for the joint analysis of neuroimaging and genetic data. The regression model we consider relates multivariate phenotypes consisting of…

Deep Reinforcement Learning (Deep RL) has had incredible achievements on high dimensional problems, yet its learning process remains unstable even on the simplest tasks. Deep RL uses neural networks as function approximators. These neural…

Scaling limits, such as infinite-width limits, serve as promising theoretical tools to study large-scale models. However, it is widely believed that existing infinite-width theory does not faithfully explain the behavior of practical…

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…

Coreset Selection (CS) aims to identify a subset of the training dataset that achieves model performance comparable to using the entire dataset. Many state-of-the-art CS methods select coresets using scores whose computation requires…

Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…

Heteroscedasticity -- where the variance of a variable changes with other variables -- is pervasive in real data, and elucidating why it arises from the perspective of statistical moments is crucial in scientific knowledge discovery and…

This paper addresses the scalability problem of Bayesian deep neural networks. The performance of deep neural networks is undermined by the fact that these algorithms have poorly calibrated measures of uncertainty. This restricts their…

Random Forests (RFs) typically train each tree on a bootstrap sample of the same size as the training set, i.e., bootstrap rate (BR) equals 1.0. We systematically examine how varying BR from 0.2 to 5.0 affects RF performance across 39…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Score-based methods are powerful across machine learning, but they face a paradox: theoretically path-independent, yet practically path-dependent. We resolve this by proving that practical training objectives differ from the ideal,…

Learning from non-stationary data streams and overcoming catastrophic forgetting still poses a serious challenge for machine learning research. Rather than aiming to improve state-of-the-art, in this work we provide insight into the limits…

Over-parameterized models, such as large deep networks, often exhibit a double descent phenomenon, whereas a function of model size, error first decreases, increases, and decreases at last. This intriguing double descent behavior also…

Multilayer perceptron (MLP), one of the most fundamental neural networks, is extensively utilized for classification and regression tasks. In this paper, we establish a new generalization error bound, which reveals how the variance of…

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

Many consumer decisions are repeated choices under uncertainty. Standard models capture these decisions using Bayesian learning and dynamic programming: consumers update beliefs from feedback and use those beliefs to guide future choices.…

Consistency, in a narrow sense, denotes the alignment between the forecast-optimization strategy and the verification directive. The current recommended deterministic solar forecast verification practice is to report the skill score based…

We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent…

Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a…