49 citations · 173 across the 21 of their papers we have counts for
19 papers · 1 filter
The Effect of Prior Lipschitz Continuity on the Adversarial Robustness of Bayesian Neural Networks
Arno Blaas, Stephen J. Roberts
It is desirable, and often a necessity, for machine learning models to be robust against adversarial attacks. This is particularly true for Bayesian models, as they are well-suited…
Implicit Priors for Knowledge Sharing in Bayesian Neural Networks
Jack K Fitzsimons, Sebastian M Schmon, Stephen J Roberts
Bayesian interpretations of neural network have a long history, dating back to early work in the 1990's and have recently regained attention because of their desirable properties l…
Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo
Adam D. Cobb, Atılım Güneş Baydin, Andrew Markham +1
We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold H…
Adaptive Configuration Oracle for Online Portfolio Selection Methods
Favour M. Nyikosa, Michael A. Osborne, Stephen J. Roberts
Financial markets are complex environments that produce enormous amounts of noisy and non-stationary data. One fundamental problem is online portfolio selection, the goal of which…
Bayesian Optimisation over Multiple Continuous and Categorical Inputs
Binxin Ru, Ahsan S. Alvi, Vu Nguyen +2
Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continu…
Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation
Ahsan S. Alvi, Binxin Ru, Jan Calliess +2
Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead…