Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with respect to the parameters of the underlying distribution. However, stochastic o…
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48 results for “subset sampling”
Score function estimators improve -subset sampling efficiency.
problem Efficiently sampling -subsets in machine learning tasks.
method Revisit score function estimators, using discrete Fourier transform and control variates.
result Efficient and unbiased gradient estimates for -subset sampling.
This paper improves volatility forecasting using dynamic subset selection in genetic programming.
problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.
New MCMC algorithm reduces subset selection passes to 2 for optimal -dimensional subspace approximation.
problem Subset selection for -dimensional subspace approximation with -approximation.
method MCMC sampling algorithm reducing passes to 2 for case, poly(k/ε) size subset.
result Subset selection of nearly optimal size in 2 passes, approximation.
IWeS selects examples by entropy-based importance sampling for subset selection.
problem Efficiently selecting examples for model training in batch settings.
method IWeS uses importance sampling based on model entropy to select examples.
result IWeS outperforms other subset selection algorithms on seven datasets.
One-pass algorithm finds small subset for subspace approximation with additive error.
problem Finding a small subset of data points for subspace approximation.
method One-pass subset selection with additive approximation guarantee for .
result First one-pass algorithm with additive error for subspace approximation.
A/B testing improves marketing decisions by selecting effective stratification variables.
problem Improving the sensitivity of A/B testing through stratified sampling.
method Designing an algorithm to select a subset of stratification variables for variance reduction.
result The subset selection method outperforms other variance reduction techniques in A/B testing.
We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to numerous real-world data applications such as population genetics summarization,…
BWS selects best window subsets for efficient data pruning.
problem Challenges in selecting subsets of large datasets for neural network training.
method Best Window Selection (BWS) by choosing optimal window intervals from ordered sample scores.
result BWS outperforms other methods across various selection ratios and datasets.
Paper reinterprets ARP algorithm and improves its analysis and speed.
problem Column subset selection in data analysis.
method Volume sampling and active learning connections, new analysis, rejection sampling.
result Faster implementations and new analysis for ARP algorithm.
Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are processed independently, with very little communication. First, w…
Improves FI-PINNs by combining re-sampling and subset simulation for better failure probability estimation.
problem Estimating failure probability in physics-informed neural networks (PINNs).
method Adaptive sampling with re-sampling and subset simulation, using cosine-annealing for uniform to adaptive transition.
result Significant improvement in estimating failure probability and generating new training points in the failure region.
Improved MCMC sampling for expensive, irregular likelihoods.
problem Bayesian inference challenges with irregular, expensive likelihoods.
method Adapt subset samplers, introduce data-driven proxies, adaptive controller.
result Improved HINTS algorithm achieves best sampling error in fixed budget.
We consider the problem of probably approximately correct (PAC) ranking items by adaptively eliciting subset-wise preference feedback. At each round, the learner chooses a subset of items and observes stochastic feedback indicating preference information of the winner (most preferred) item of the chosen subset …
Adaptive algorithm samples items from a DPP without seeing all items.
problem Efficiently sample items from a DPP without preprocessing all items.
method Adaptive uniform sampling of a subset of data, followed by -DPP sampling on this subset.
result Produces a -DPP sample after observing only a small fraction of all elements, significantly faster than state-of-the-art.
We study the complexity of sampling from a distribution over all index subsets of the set with the probability of a subset proportional to the determinant of the submatrix of some p.s.d. matrix , where corresponds to the entries of ind…
Learning bounded subsets of stat.ML
We study learning problems in which the underlying class is a bounded subset of and the target belongs to . Previously, minimax sample complexity estimates were known under such boundedness assumptions only when . We present a sharp sample complexity estimate that holds for any . It is b…
Simplified DGPs training by fixing inducing inputs to subset of data.
problem Challenging training of deep Gaussian processes.
method Fixed subset of data for inducing inputs, variational sampling.
result Significant reduction in trainable parameters and computation cost without performance degradation.
In this paper, a new descriptor selection method for selecting an optimal combination of important descriptors of sulfonamide derivatives data, named self tuned reweighted sampling (STRS), is developed. descriptors are defined as the descriptors with large absolute coefficients in a multivariate linear regression model…
The paper estimates common mean of entangled Gaussians with bounded variances.
problem Estimating common mean of entangled Gaussians with bounded variances.
method Iteratively averaging truncated samples.
result Achieves error $O \left(\frac{\sqrt{n\ln n}}{m}
ight)$ with high probability when .
MISS identifies influential subsets in ML models.
problem Capturing collective influence of training samples.
method Analyzed and compared influence-based greedy heuristics and adaptive versions.
result Adaptive heuristics can better capture sample interactions.
Better subset regressionstat.ME
To find efficient screening methods for high dimensional linear regression models, this paper studies the relationship between model fitting and screening performance. Under a sparsity assumption, we show that a subset that includes the true submodel always yields smaller residual sum of squares (i.e., has better model…
New algorithm selects optimal subset for multiclass classifier training.
problem Selecting optimal subset of labeled examples for multiclass classifier training.
method Regret minimization framework with new regularization scheme.
result New method consistently outperforms state-of-the-art approaches.
In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The goal then is to obtain a precise estimate of classifier performance using as lit…
Preference-based Reinforcement Learning beyond Pairwise Comparisons: Benefits of Multiple Optionscs.LG
Improved sample efficiency in preference-based RL with multiple comparisons.
problem Sample inefficiency in preference-based reinforcement learning with pairwise comparisons.
method Proposes M-AUPO, an algorithm that selects multiple actions by maximizing average uncertainty within subsets.
result Achieves a suboptimality gap of $O\left( \frac{d}{T} \sqrt{ \sum_{t=1}^T \frac{1}{|S_t|}}
ight)$, improving performance with larger subsets.
We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given distributions and a collection of subsets of these distributions, and we would like to find the subset that has largest mean, whi…
Consider a generic -dimensional subspace of , , and suppose that we are only given projections of this subspace onto small subsets of the canonical coordinates. The paper establishes necessary and sufficient deterministic conditions on the subsets for subspace identifiability.
In the time of Big Data, training complex models on large-scale data sets is challenging, making it appealing to reduce data volume for saving computation resources by subsampling. Most previous works in subsampling are weighted methods designed to help the performance of subset-model approach the full-set-model, hence…
Proposes a new method for joint sample and feature selection in multi-view data.
problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.
Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground set, they exhibit interesting properties such as negative correlation, and, unl…
Paper proposes a method to identify negative transfers in multitask learning using surrogate models.
problem Identifying subsets of source tasks that improve target task performance in multitask learning.
method Surrogate modeling to precompute multitask learning performances and approximate them with a linear regression model.
result The approach predicts negative transfers from multiple source tasks to target tasks more accurately than existing methods.
We study the problem of learning a tree Ising model from samples such that subsequent predictions made using the model are accurate. The prediction task considered in this paper is that of predicting the values of a subset of variables given values of some other subset of variables. Virtually all previous work on graph…
We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature allocation, under essentially any sampling model. Motivated by three case studie…
Bayesian Optimization for graph node subset functions.
problem Optimizing functions over node subsets in graphs.
method Bayesian Optimization framework for combinatorial optimization on graphs.
result Effectiveness of the proposed BO framework on various graph types and tasks.
New algorithm explores optimally using same primitives as Thompson Sampling.
problem Optimal exploration of unknown parameter vectors with noisy measurements.
method Algorithm leveraging sampling and argmax oracles.
result Achieves exponential convergence rate, optimal among all allocations.
Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In this paper, we introduce a new communication-free parallel method, the Likelihood I…
Optimizes kernel discrepancies by selecting subsets efficiently.
problem Improving kernel discrepancies for QMC methods.
method Introduces a novel subset selection algorithm for kernel discrepancies.
result Efficiently generates low-discrepancy samples from various distributions.
We introduce the probably approximately correct (PAC) \emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model--an online learning framework where at each trial the learner chooses a subset of arms from a fixed set of arms, and subsequently observes a stochastic feedback indicating prefere…
Paper explores how DPP sampling can implicitly regularize kernel regression.
problem Improving kernel regression by reducing redundancy in data.
method Using Determinantal Point Processes (DPPs) to sample subsets implicitly regularizes ridgeless Kernel Regression.
result Ensemble of ridgeless regressors can be effective for datasets with redundant information.
Deep neural networks have been proved efficient for medical image denoising. Current training methods require both noisy and clean images. However, clean images cannot be acquired for many practical medical applications due to naturally noisy signal, such as dynamic imaging, spectral computed tomography, arterial spin …
We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given arms with unknown reward distributions, as well as a family of feasible subsets over the arms. Our goal is to identify the feasible subset in with the maxi…
Bayesian method selects subsets for LMMs with structured dependence.
problem Subset selection challenge in LMMs with structured dependence.
method Bayesian decision analysis with Mahalanobis loss function.
result Optimal linear coefficients for subsets and cardinality constraints.
Identifies the best-performing algorithm from a set of candidates.
problem Finding the best-performing machine learning algorithm from benchmark performance.
method Subset selection for multinomial distributions, providing asymptotic and finite-sample schemes.
result Significantly improved methods for identifying the best-performing algorithm.
With the rapidly growing scales of statistical problems, subset based communication-free parallel MCMC methods are a promising future for large scale Bayesian analysis. In this article, we propose a new Weierstrass sampler for parallel MCMC based on independent subsets. The new sampler approximates the full data poster…
We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared between the workers. We approximate the model evidence for the full data set through…
Paper presents a deterministic method for diverse subset selection.
problem Diverse subset selection problems in recommendation, summarization, and search.
method Greedy deterministic adaptation of k-DPP for low-rank approximations and image search.
result The method yields low-rank approximations of kernel matrices and demonstrates effectiveness in image search.
Improves treatment effect estimation by reducing sample size needed.
problem Estimating causal treatment effects from observational data requires many covariates, increasing sample size.
method Proposes a nonconvex joint sparsity regularization objective function to recover a sparse subset of covariates.
result Improves sample complexity to scale with the size of the sparse subset and log of the total covariates.
On Random Subset Generalization Error Bounds and the Stochastic Gradient Langevin Dynamics Algorithmcs.IT
Unified bounds for random subset generalization error and improved SGD Langevin dynamics.
problem Generalization error bounds for random subsets and stochastic gradient Langevin dynamics.
method Unified framework based on Hellström and Durisi's work, extending bounds for Langevin dynamics.
result Unified and refined bounds for generalization error in stochastic gradient Langevin dynamics.