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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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242484725967 · Jun 202019922001200920172026
48 results for Bayesian ensemble approach

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

A new stopping rule based on E-values helps efficiently use sampling in Bayesian Deep Ensembles.

problem How long should sampling continue in Bayesian Deep Ensembles to yield significant improvements?
method Formulated as a sequential anytime-valid hypothesis test, using E-values to decide when to stop sampling.
result Only a fraction of the full-chain budget is often required for significant improvements.

Unified theory linking Bayesian and ensemble methods in deep learning.

problem Uncertainty quantification in deep learning.
method Reformulating optimisation as convex optimisation in probability measures, studying Wasserstein gradient flows.
result Unified theory explaining success of deep ensembles over variational inference.

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's predictions is interpreted as its epistemic uncertainty. The appeal of ensembling…

2018-11-27abs ↗pdf ↗

Proposes a new method for nonlinear Bayesian updates using ensemble kernel regression.

problem Nonlinear and non-Gaussian Bayesian updates for complex systems.
method Combines Kalman filtering for observed components and kernel density estimation for unobserved components, with subsampling and clustering.
result Reduces estimation errors in highly nonlinear scenarios compared to standard linear updates.

Stein variational neural network ensembles improve diversity and uncertainty estimation.

problem Lack of proper Bayesian justification and diversity guarantees in deep neural network ensembles.
method Particle-based inference methods, specifically Stein variational gradient descent (SVGD), operating in weight space, function space, and hybrid settings.
result SVGD methods improve diversity and uncertainty estimation, approaching the true Bayesian posterior more closely.

Improved neural network ensembles using Stein Variational Newton updates.

problem Lack of efficient second-order information in current ensemble methods.
method Proposes a novel approximate Bayesian inference method integrating Stein Variational Newton updates with scalable Hessian approximations.
result Significantly faster convergence and more accurate posterior distribution approximations.

Decentralized Gaussian processes for multi-agent systems.

problem Scalable and flexible learning solutions for multi-agent systems.
method Asymptotically exact decentralized solution to Gaussian processes, with online Bayesian model averaging for hyperparameter selection.
result Asymptotically exact decentralized Gaussian process approximation and online Bayesian model averaging.

A new clustering method using Bayesian techniques improves robustness and interpretability.

problem Improving clustering techniques for better robustness and interpretability.
method The paper proposes a novel Bayesian clustering method using the proper Bayesian bootstrap, which combines k-means clustering and ensemble clustering.
result The method provides clear indication on the optimal number of clusters and a better representation of the clustered data.

Bayesian inference using stochastic neural networks ensembles.

problem Approximating Bayesian posterior distributions.
method Formulate stochastic ensembles of neural networks, train with variational inference, and evaluate using Monte Carlo dropout.
result Stochastic ensembles provide more accurate posterior estimates than other methods.

This paper examines how to calibrate ensemble members for better prediction accuracy.

problem Improper calibration of deep neural networks leads to unreliable probability estimates.
method Theoretical analysis and empirical evaluation on CIFAR-100 dataset.
result Well-calibrated ensemble members do not guarantee a well-calibrated ensemble prediction, but a well-calibrated ensemble prediction cannot exceed the average performance of its members.

VGE provides a practical approach to uncertainty estimation in ensemble models.

problem Uncertainty estimation in ensemble models using additive decomposition breaks down.
method Variance-Gated Ensembles (VGE) introduces a differentiable framework with a signal-to-noise gate.
result VGE provides a Variance-Gated Margin Uncertainty (VGMU) score and Variance-Gated Normalization (VGN) layer.

This paper connects RND, deep ensembles, and Bayesian inference, providing a unified theoretical perspective.

problem Uncertainty quantification in deep learning models.
method Analysis of Random Network Distillation (RND) within the neural tangent kernel framework.
result The uncertainty signal from RND is equivalent to the predictive variance of a deep ensemble and can be made to mirror the centered posterior predictive distribution of Bayesian inference.

Paper presents a Bayesian-decision-theory framework for long-tailed classification.

problem Heavy imbalance and asymmetric misprediction costs in long-tailed datasets.
method Bayesian-decision-theory perspective, unifying re-balancing and ensemble methods.
result Improves accuracy for all classes, especially tails, with provably optimal decisions.

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We introduce a Bayesian nonparametric ensemble (BNE) approach that augments an existing ens…

2019-11-11abs ↗pdf ↗

Bayesian deep ensembles improve prediction accuracy in various settings.

problem Improving prediction accuracy of deep ensembles in out-of-distribution settings.
method Introducing a randomised, untrainable function to each ensemble member, enabling a posterior predictive distribution interpretation.
result Bayesian deep ensembles make more conservative predictions and outperform standard ensembles in various tasks.

MixupMP improves uncertainty quantification in neural networks using data augmentation.

problem Uncertainty quantification in deep learning models.
method MixupMP constructs a more realistic predictive distribution using data augmentation techniques.
result MixupMP achieves superior predictive performance and uncertainty quantification on various image classification datasets.

EDRBO optimizes Bayesian optimization with continuous contexts using ensemble models and robust methods.

problem Bayesian optimization with unknown and continuous contextual distributions leads to suboptimal results.
method EDRBO uses ensemble surrogate models and Wasserstein ball ambiguity sets to handle uncertainty and maintain computational tractability.
result EDRBO achieves sublinear cumulative regret guarantees of order O(γTT)\mathcal{O}(γ_T \sqrt{T}).

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Bayesian Neural Networks improve geophysical model ensembles with reduced uncertainty.

problem Improving geophysical model projections and uncertainty quantification.
method Developed a Bayesian Neural Network ensemble strategy for geophysical models.
result Bayesian Neural Network ensemble outperforms existing methods in ozone prediction.

Study improves Bayesian optimisation with ensemble transfer learning.

problem Improving sample efficiency in Bayesian optimisation of expensive functions.
method Empirical analysis of ensemble-based transfer learning methods and pipeline components.
result Two components (warm start initialisation and positive weight constraint) improve transfer learning Bayesian optimisation performance.

The paper connects neural network ensembles to Bayesian inference using variational methods.

problem Explaining the behavior of ensemble methods in neural networks.
method Deriving conditions for ensemble optimization to reduce divergence to the posterior distribution.
result Ensemble methods can be a valid alternative to approximate Bayesian inference.

Unified predictive uncertainty disentangled using deep split ensembles.

problem Understanding and quantifying uncertainty in NNs for real-world applications.
method Deep split ensemble approach using multivariate Gaussian mixture model.
result Inherently well-calibrated models with high flexibility to group features.

Bayesian EnKF improves sentence comprehension uncertainty modeling.

problem Uncertainty in human language comprehension, especially with ambiguous inputs.
method Bayesian framework using ensemble Kalman filter (EnKF) for uncertainty quantification.
result Enhanced model's ability to approximate human cognitive processing with linguistic ambiguities.

Repulsive deep ensembles improve diversity and Bayesian inference.

problem Challenges in maintaining diversity among ensemble members trained independently.
method Introducing a repulsive term in the update rule of deep ensembles.
result Training dynamics of repulsive ensembles follow a Wasserstein gradient flow of KL divergence with the true posterior.

Bayesian tree ensemble model for estimating treatment effects in high-dimensional survival data.

problem Estimating heterogeneous treatment effects in censored survival data with many covariates.
method Developed a Bayesian tree ensemble model with a horseshoe prior for adaptive shrinkage.
result Accurately estimates treatment effects in high-dimensional covariate spaces and non-linear functions.

New method uses EKI for efficient Bayesian inference in high-dimensional problems.

problem Efficient inference for high-dimensional posterior distributions in physics-informed neural networks.
method Ensemble Kalman Inversion (EKI) for high-dimensional posterior inference.
result EKI-based inference provides comparable uncertainty estimates to HMC-based methods but with reduced computational cost.

Enhances optimization and sampling methods using ensemble-based gradient inference.

problem Improving ensemble-based methods for optimization and sampling.
method Ensemble-based gradient inference (EGI) to extract higher-order derivatives from particle ensembles.
result Augmented algorithms outperform gradient-free variants, especially in multimodal and non-Gaussian settings.

BI-EqNO improves Bayesian inference with flexible neural operators.

problem Inaccurate estimation of marginal likelihoods in approximate Bayesian methods.
method Equivariant neural operator framework for generalized approximate Bayesian inference.
result BI-EqNO enhances both deterministic and stochastic approaches to Bayesian inference.

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters and data. Ensembling NNs provides an easily implementable, scalable method for …

2018-10-12abs ↗pdf ↗