Bayesian neural networks simplified with input augmentation.
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Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.
Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make strict mean-field assumptions. We address these issues by: 1) introducing a regulariz…
To model categorical response variables given their covariates, we propose a permuted and augmented stick-breaking (paSB) construction that one-to-one maps the observed categories to randomly permuted latent sticks. This new construction transforms multinomial regression into regression analysis of stick-specific binar…
An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global …
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, which are constructed in detail. A variety of examples are presented to show the versatility of the method, including logistic regression, negat…
Proposes a new model for better speech segmentation.
Novel Bayesian framework for Poisson inverse problems using Bregman geometry.
A new method uses Hamiltonian Monte Carlo for imputation and augmentation of healthcare data.
Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often restricted to exploration around localised regions that depend on initialisation. We …
Discrete-time hidden Markov models are a broadly useful class of latent-variable models with applications in areas such as speech recognition, bioinformatics, and climate data analysis. It is common in practice to introduce temporal non-homogeneity into such models by making the transition probabilities dependent on ti…
Efficient inference for nonparametric Hawkes processes using Pólya-Gamma augmentation.
We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows…
Improved Bayesian computation for imaging problems using a new MCMC method.
Bayesian neural networks with data augmentation show a persistent cold posterior effect.
Dealing with uncertainty in Bayesian Network structures using maximum a posteriori (MAP) estimation or Bayesian Model Averaging (BMA) is often intractable due to the superexponential number of possible directed, acyclic graphs. When the prior is decomposable, two classes of graphs where efficient learning can take plac…
Bayesian network learns data invariances without augmentation.
Develops a Bayesian non-parametric approach for signal separation with varying components.
Bayesian framework uses unlabeled data to improve fairness assessment.
We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent Pólya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's Gaussian process prior. The augmented posterior allows for efficient inference by Gi…
LaMBO optimizes modular systems with switching costs, achieving better results than existing methods.
Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this learning problem is achieved by adopting score-functions optimisation schema, augmente…
Learning in deep models using Bayesian methods has generated significant attention recently. This is largely because of the feasibility of modern Bayesian methods to yield scalable learning and inference, while maintaining a measure of uncertainty in the model parameters. Stochastic gradient MCMC algorithms (SG-MCMC) a…
Bayesian model selection optimizes data augmentation for improved machine learning robustness.
Blang simplifies Bayesian analysis for non-standard data types.
Proposes an exact slice sampler for HDP and its mixture models.
We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with Polya-Gamma distributed augmentation variables, we propose an improved version of Thomp…
Paper tackles scalable VFL with data augmentation and amortized inference.
Proposes PG-DA for Bayesian MMNL estimation to handle non-conjugacy.
This work explains how tempering improves Bayesian neural networks by reducing the impact of data augmentation.
Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho…
Bayesian classification improves with explicit aleatoric uncertainty.
Bayesian approach improves deep learning efficiency.
Gradient-informed BNNs improve Bayesian optimization performance.
Exact learning improves naive Bayes classifier performance for small samples.
Gryffin optimizes categorical variables in materials design, leveraging expert knowledge.
MixupMP improves uncertainty quantification in neural networks using data augmentation.
We investigate the class of -stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular discrete RPMs used in Bayesian nonparametrics, such as the Dirichlet process, Pitman-Yor p…
Flexible nonlinear Hawkes processes for time-varying systems.
Bayesian method improves few-shot classification accuracy.
DisARM improves gradient estimation for binary latent variables.
Unified framework for efficient data augmentation models.
Statistical models with constrained probability distributions are abundant in machine learning. Some examples include regression models with norm constraints (e.g., Lasso), probit, many copula models, and latent Dirichlet allocation (LDA). Bayesian inference involving probability distributions confined to constrained d…
We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network learning problem without missing data. To the best of our knowledge, this is the f…
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying intensities. We demonstrate that inter-arrival times can be decomposed into simpler…
Bayesian Beta regression for proportions in high dimensions with theoretical guarantees.
We describe a correspondence between augmentations and certain representations of the knot group. The correspondence makes the 2-variable augmentation polynomial into a generalization of the classical -polynomial. It also associates to an augmentation a rank, which is bounded by the bridge number and shares its beha…
Bayesian neural networks improve deep learning's accuracy and uncertainty estimation.