相关论文: A "black-box" re-weighting analysis can correct fl…

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Many important problems in science and engineering, such as drug design, involve optimizing an expensive black-box objective function over a complex, high-dimensional, and structured input space. Although machine learning techniques have…

Computing averages over a target probability density by statistical re-weighting of a set of samples with a different distribution is a strategy which is commonly adopted in fields as diverse as atomistic simulation and finance. Here we…

There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including: their complex structure; large numbers of inputs and outputs; and long evaluation times.…

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying…

The use of black-box optimization for the design of new biological sequences is an emerging research area with potentially revolutionary impact. The cost and latency of wet-lab experiments requires methods that find good sequences in few…

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Black-box optimization formulations for biological sequence design have drawn recent attention due to their promising potential impact on the pharmaceutical industry. In this work, we propose to unify two seemingly distinct worlds:…

Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies, where sampling distributions are built in an iterative…

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner…

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…

We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

Despite the success statistical physics has enjoyed at predicting the properties of materials for given parameters, the inverse problem, identifying which material parameters produce given, desired properties, is only beginning to be…