Prequential posteriors tackle data assimilation for deep generative forecasting models.
problem Challenges in assimilating data into deep generative forecasting models due to intractable likelihood functions.
method Introduces prequential posteriors based on a predictive-sequential loss function, proving consistency under mild conditions, and using parallelizable SMC samplers for scalable inference.
result Prequential posteriors concentrate around parameters with optimal predictive performance, validating method on synthetic and real-world datasets.
Bayesian RL tackles uncertainty with deep generative models and sequential samplers.
problem Optimal decision-making in uncertain environments with limited data.
method Bayesian approach using deep generative models and prequential scoring rule for posterior inference. Policy learning via expected Thompson sampling.
result Improves policy learning in high-dimensional parameter spaces and continuous action spaces.
Study on reducing forgetting in neural networks using compression theory.
problem Catastrophic forgetting in neural networks.
method Defined forgetting as increased description lengths, compared variational posterior approaches to prequential coding methods.
result Proposed a new continual learning method combining ML plug-in and Bayesian mixture codes.
Transformers approximate Bayesian posteriors but not exactly.
problem Bayesian accounts of in-context learning face challenges due to task-preserving order changes in transformers.
method Showed that excess prequential code length is exactly cumulative predictive KL, decomposing expected regret into order-averaged predictor and order-averaging gain.
result Transformers approximate Bayesian posteriors but not exactly, priced by log loss.
Bayesian models for networks are often misspecified, leading to overconfident inference.
problem Real-world networks violate assumptions of geometry and link function in latent space models.
method Proposes a generalized posterior framework for random geometric graphs, using Link-Sequential R-SafeBayes to adaptively tune posterior regularization.
result Improved calibration and better link prediction performance demonstrated on synthetic and real-world networks.
Study improves neural network performance in sequential learning for image classification.
problem Improving neural network performance in sequential learning for image classification.
method Evaluation of approaches for computing prequential description lengths, proposing forward-calibration and replay-streams.
result Improved description lengths for image classification datasets, outperforming previous results.
A new framework predicts hidden Markov model regimes online.
problem Efficiently identify hidden Markov model regimes in streaming data.
method Develops a predictive-first optimisation framework for streaming HMMs, approximating the full posterior predictive distribution.
result The method provides competitive prequential performance compared to Online EM and Sequential Monte Carlo.
In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using cross-validation on held-out data, either through k-fold partitioning or leave-$p…
Unified framework for Bayesian online learning in changing conditions.
problem Probabilistic online learning in non-stationary environments.
method BONE framework with three modelling choices and two algorithmic choices.
result Framework allows for reinterpreting and proposing new methods.
MDL principle aids in learning neural network-based causal structures.
problem Learning causal relationships from observations with neural networks.
method Prequential minimum description length (MDL) principle.
result Competitive results on synthetic and real-world data, often recovering correct structure.
Measures neural network information transfer for generalization.
problem Estimating the generalizable information in neural networks.
method Proposes Information Transfer (LIT) based on prequential coding. result Consistently correlates with generalizable information in neural networks.
New budget quantifies drift in closed-loop learning, improving reproducibility.
problem Characterizing statistical learning under distributional drift in closed-loop settings.
method Introduces an intrinsic drift budget CT quantifying cumulative information-geometric motion of the data distribution. result Proves a drift-feedback bound of order T−1/2+CT/T for prequential reproducibility, up to controlled second-order remainder terms. Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates og convergence than other methods such as AIC and leave-one-out cross-validation. On the other hand, these other methods can br inconsistent. We identify the "catch-up …
This paper concerns sequential computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are `correct'. We draw the distinction between `external' and `internal' risk measures and concentrate on the latter, where we observe data in real…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos…
We introduce a novel incremental decision tree learning algorithm, Hoeffding Anytime Tree, that is statistically more efficient than the current state-of-the-art, Hoeffding Tree. We demonstrate that an implementation of Hoeffding Anytime Tree---"Extremely Fast Decision Tree", a minor modification to the MOA implementat…
We propose an online method for concept driftdetection based on dynamic classifier ensemble selection. Theproposed method generates a pool of ensembles by promotingdiversity among classifier members and chooses expert ensemblesaccording to global prequential accuracy values. Unlike currentdynamic ensemble selection app…
The Denoising Autoencoder (DAE) enhances the flexibility of the data stream method in exploiting unlabeled samples. Nonetheless, the feasibility of DAE for data stream analytic deserves an in-depth study because it characterizes a fixed network capacity that cannot adapt to rapidly changing environments. Deep evolving …
POLA adapts learning rates for online time series prediction.
problem Adapting to changing data distributions in dynamic environments.
method Adaptive learning rate regulation for recurrent neural networks.
result POLA outperforms other online prediction methods in real-world datasets.
stream-learn is a Python library for analyzing data streams with various drift types.
problem Analyzing drifting and imbalanced data streams.
method Synthetic data stream generator, evaluation methodologies, and imbalanced binary classification metrics.
result Efficient implementation of classifiers for data stream analysis.
Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine learning techniques are not able to deal with data whose statistics is subject to gr…
The concept of SCN offers a fast framework with universal approximation guarantee for lifelong learning of non-stationary data streams. Its adaptive scope selection property enables for proper random generation of hidden unit parameters advancing conventional randomized approaches constrained with a fixed scope of rand…
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In particular, we examine a special class of models, which we call Bayesian regression…
OEUVRE estimates online loss with constant time and memory, outperforming other methods.
problem Accurately estimating expected loss in online learning.
method Recursive evaluation of each sample on current and previous models, using algorithmic stability for updates.
result Consistency, convergence rates, and concentration bounds proved for OEUVRE.
Develops Bayesian filtering for online learning and related problems.
problem Sequential machine learning challenges, especially non-stationarity, model misspecification, and high dimensionality.
method Modular adaptive framework, provably robust filter, and sequential parameter updates.
result Improved performance in dynamic, high-dimensional, and misspecified models.
The feasibility of deep neural networks (DNNs) to address data stream problems still requires intensive study because of the static and offline nature of conventional deep learning approaches. A deep continual learning algorithm, namely autonomous deep learning (ADL), is proposed in this paper. Unlike traditional deep …
FP-BMA improves generalization by encouraging flat posteriors in Bayesian Model Averaging.
problem Lack of flat posterior in approximate Bayesian inference methods hinders effective Bayesian Model Averaging.
method Proposes Flat Posterior-aware Bayesian Model Averaging (FP-BMA) and Flat Posterior-aware Bayesian Transfer Learning schemes.
result FP-BMA successfully captures flat posteriors, improving generalization performance.
New research shows CPE only occurs when Bayesian posterior underfits.
problem Model misspecification leading to CPE under perfect model specification.
method Theoretical analysis of Bayesian posterior and underfitting.
result No CPE if there is no underfitting of the Bayesian posterior.
Differential privacy of Gaussian process posterior sampling
problem Privacy of posterior sample paths from Gaussian process
method Intrinsic randomness yields DP guarantees
result Intrinsic randomness yields DP guarantees
Theoretical framework for M-posteriors connects Bayesian and frequentist statistics.
problem Connecting Bayesian and frequentist approaches in statistical inference.
method Developed a theoretical framework for M-posteriors, showing asymptotic normality and frequentist consistency.
result M-posteriors are robust and contract around M-estimators under mild conditions.
New method improves generative model performance by fully conditioning variational posteriors.
problem Inaccurate inference due to partial conditioning of variational posteriors in sequential LVMs.
method Introduces fully-conditioned approximate posteriors to improve generative model performance.
result Improves generative modelling and multi-step prediction performance.
PVI seeks a posterior that makes predictions closer to true data, not approximating the Bayesian posterior.
problem Finding meaningful posterior distributions under model misspecification.
method Predictive variational inference (PVI) seeks an optimal posterior density for close predictive matching to true data.
result PVI learns a posterior that is not the same as the Bayesian posterior, but is closer to the true data generating process.
The generative learning phase of Autoencoder (AE) and its successor Denosing Autoencoder (DAE) enhances the flexibility of data stream method in exploiting unlabelled samples. Nonetheless, the feasibility of DAE for data stream analytic deserves in-depth study because it characterizes a fixed network capacity which can…
Optimized α-posteriors reduce KL divergence from true posterior in parametric misspecification.
problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α-posteriors. result Optimized α-posteriors minimize KL divergence from true posterior, especially in severe misspecification. This work explores how overparametrization and priors affect Bayesian neural network posteriors.
problem Symmetries, non-identifiabilities, and weight-space priors fragment and inflate BNN posteriors.
method We study the interplay between overparametrization and priors in BNN posteriors, deriving key phenomena and validating through experiments.
result Overparametrization induces structured, prior-aligned weight posterior distributions.
New priors can update posteriors without re-estimating likelihoods.
problem Degradation of classification approaches when class priors change.
method Recompute posteriors using recovered likelihoods from original posteriors and new priors.
result Dynamic update of original posteriors is possible without re-estimating likelihoods.
Bayesian learning made scalable with posteriors library.
problem Computational challenges in Bayesian learning with modern models.
method Introducing posteriors library and tempered MCMC.
result Bayesian approximations are useful and scalable.
The representation of the approximate posterior is a critical aspect of effective variational autoencoders (VAEs). Poor choices for the approximate posterior have a detrimental impact on the generative performance of VAEs due to the mismatch with the true posterior. We extend the class of posterior models that may be l…
New decision-theoretic characterization separates belief and decision posteriors.
problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.
Improved MALA method for neural networks uncertainty quantification.
problem Uncertainty quantification in Bayesian neural networks.
method Corrected Stochastic MALA (csMALA) with a simplified correction term.
result Improved surrogate posterior for quantifying uncertainties in neural networks.
Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior modes. Further, all models are misspecified, which brings into question the val…
New methods for scalable inference in modular models with misspecified sub-models.
problem Model misspecification in multi-modular models complicates evidence combination.
method Variational methods for approximating Cut and SMI posteriors, and Variational Meta-Posterior.
result Feasibility of analysis with multiple cuts using a single set of variational parameters.
New method controls posterior collapse in VAEs without network architecture constraints.
problem Posterior collapse in VAEs reduces diversity of generated samples.
method Introduces Latent Reconstruction (LR) loss to control posterior collapse.
result Controls posterior collapse on various datasets without architectural constraints.
This paper explores Bayesian Neural Network posteriors, uncovering symmetries and their impact.
problem Understanding the complex posterior distribution of deep Bayesian Neural Networks.
method Investigates optimal approaches for approximating posteriors, analyzes modes, and explores visualizations.
result Uncovered weight-space symmetries and their impact on the posterior, particularly scaling symmetries.
TARP tests accuracy of generative posterior estimators.
problem Assessing the accuracy of posterior estimators from generative models.
method TARP coverage testing method.
result TARP can detect inaccurate inferences in high-dimensional spaces.
Bayes posterior yields worse predictions than simpler methods in deep neural networks.
problem Understanding and improving predictive performance in Bayesian deep learning.
method Careful MCMC sampling and evaluation of cold posteriors.
result Cold posteriors yield significantly better predictive performance than the true Bayes posterior.
BF-VI improves posterior approximation in complex models.
problem Inefficient posterior approximations in complex models.
method Combines normalizing flows and Bernstein polynomial transformations.
result BF-VI outperforms other VI methods in approximating complex multivariate posteriors.