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Challenges and Opportunities in High-dimensional Variational Inference
Akash Kumar Dhaka, Alejandro Catalina, Manushi Welandawe +3
Current black-box variational inference (BBVI) methods require the user to make numerous design choices -- such as the selection of variational objective and approximating family -…
Good practices for Bayesian Optimization of high dimensional structured spaces
Eero Siivola, Javier Gonzalez, Andrei Paleyes +1
The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervi…
Robust, Accurate Stochastic Optimization for Variational Inference
Akash Kumar Dhaka, Alejandro Catalina, Michael Riis Andersen +3
We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the v…
Preferential Batch Bayesian Optimization
Eero Siivola, Akash Kumar Dhaka, Michael Riis Andersen +3
Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This dire…
A Decision-Theoretic Approach for Model Interpretability in Bayesian Framework
Homayun Afrabandpey, Tomi Peltola, Juho Piironen +2
A salient approach to interpretable machine learning is to restrict modeling to simple models. In the Bayesian framework, this can be pursued by restricting the model structure and…
Modelling local and global phenomena with sparse Gaussian processes
Jarno Vanhatalo, Aki Vehtari
Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3) scaling in computational time to O(nm2). Thus far, work…