activity
20192024
most citedReliable training and estimation of variance networks

13 citations · 37 across the 13 of their papers we have counts for

collaborators

14 papers

cs.LG2024

A Quadrature Approach for General-Purpose Batch Bayesian Optimization via Probabilistic Lifting

Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen +3

Parallelisation in Bayesian optimisation is a common strategy but faces several challenges: the need for flexibility in acquisition functions and kernel choices, flexibility dealin…

cs.LG2023★ 1 cited

Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approach

Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen +4

Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic tr…

stat.ML2023

Bayesian Quadrature for Neural Ensemble Search

Saad Hamid, Xingchen Wan, Martin Jørgensen +2

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, exist…

stat.ML2023

Fast post-process Bayesian inference with Variational Sparse Bayesian Quadrature

Chengkun Li, Grégoire Clarté, Martin Jørgensen +1

In applied Bayesian inference scenarios, users may have access to a large number of pre-existing model evaluations, for example from maximum-a-posteriori (MAP) optimization runs. H…

cs.LG2023★ 2 cited

SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spaces

Masaki Adachi, Satoshi Hayakawa, Saad Hamid +3

Batch Bayesian optimisation and Bayesian quadrature have been shown to be sample-efficient methods of performing optimisation and quadrature where expensive-to-evaluate objective f…

stat.ML2022★ 1 cited

Bézier Gaussian Processes for Tall and Wide Data

Martin Jørgensen, Michael A. Osborne

Modern approximations to Gaussian processes are suitable for "tall data", with a cost that scales well in the number of observations, but under-performs on ``wide data'', scaling p…

cs.LG2022★ 4 cited

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen +2

Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration…

stat.ML2021★ 2 cited

Last Layer Marginal Likelihood for Invariance Learning

Pola Schwöbel, Martin Jørgensen, Sebastian W. Ober +1

Data augmentation is often used to incorporate inductive biases into models. Traditionally, these are hand-crafted and tuned with cross validation. The Bayesian paradigm for model…

cs.CV2020

Bayesian Triplet Loss: Uncertainty Quantification in Image Retrieval

Frederik Warburg, Martin Jørgensen, Javier Civera +1

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncer…

stat.ML2020★ 1 cited

Reparametrization Invariance in non-parametric Causal Discovery

Martin Jørgensen, Søren Hauberg

Causal discovery estimates the underlying physical process that generates the observed data: does X cause Y or does Y cause X? Current methodologies use structural conditions to tu…

stat.ML2020★ 6 cited

Stochastic Differential Equations with Variational Wishart Diffusions

Martin Jørgensen, Marc Peter Deisenroth, Hugh Salimbeni

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasi…

stat.ML2020★ 3 cited

Isometric Gaussian Process Latent Variable Model for Dissimilarity Data

Martin Jørgensen, Søren Hauberg

We present a probabilistic model where the latent variable respects both the distances and the topology of the modeled data. The model leverages the Riemannian geometry of the gene…

cs.LG2020★ 4 cited

Probabilistic Spatial Transformer Networks

Pola Schwöbel, Frederik Warburg, Martin Jørgensen +2

Spatial Transformer Networks (STNs) estimate image transformations that can improve downstream tasks by `zooming in' on relevant regions in an image. However, STNs are hard to trai…

stat.ML2019★ 13 cited

Reliable training and estimation of variance networks

Nicki S. Detlefsen, Martin Jørgensen, Søren Hauberg

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme…