
Conjugate Gradients for Kernel Machines
Regularized leastsquares (kernelridge / Gaussian process) regression i...
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Probabilistic Solutions To Ordinary Differential Equations As NonLinear Bayesian Filtering: A New Perspective
We formulate probabilistic numerical approximations to solutions of ordi...
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BackPACK: Packing more into backprop
Automatic differentiation frameworks are optimized for exactly one thing...
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Uncertainty Estimates for Ordinal Embeddings
To investigate objects without a describable notion of distance, one can...
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Classified Regression for Bayesian Optimization: Robot Learning with Unknown Penalties
Learning robot controllers by minimizing a blackbox objective cost usin...
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On the Design of LQR Kernels for Efficient Controller Learning
Finding optimal feedback controllers for nonlinear dynamic systems from ...
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Probabilistic Active Learning of Functions in Structural Causal Models
We consider the problem of learning the functions computing children fro...
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Krylov Subspace Recycling for Fast Iterative LeastSquares in Machine Learning
Solving symmetric positive definite linear problems is a fundamental com...
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Follow the Signs for Robust Stochastic Optimization
Stochastic noise on gradients is now a common feature in machine learnin...
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Probabilistic Line Searches for Stochastic Optimization
In deterministic optimization, line searches are a standard tool ensurin...
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Early Stopping without a Validation Set
Early stopping is a widely used technique to prevent poor generalization...
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A probabilistic model for the numerical solution of initial value problems
Like many numerical methods, solvers for initial value problems (IVPs) o...
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Exact Sampling from Determinantal Point Processes
Determinantal point processes (DPPs) are an important concept in random ...
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Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets
Bayesian optimization has become a successful tool for hyperparameter op...
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Coupling Adaptive Batch Sizes with Learning Rates
Minibatch stochastic gradient descent and variants thereof have become ...
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Active Uncertainty Calibration in Bayesian ODE Solvers
There is resurging interest, in statistics and machine learning, in solv...
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Dual Control for Approximate Bayesian Reinforcement Learning
Control of nonepisodic, finitehorizon dynamical systems with uncertain...
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Probabilistic Numerics and Uncertainty in Computations
We deliver a call to arms for probabilistic numerical methods: algorithm...
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Batch Bayesian Optimization via Local Penalization
The popularity of Bayesian optimization methods for efficient exploratio...
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Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature
We propose a novel sampling framework for inference in probabilistic mod...
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Probabilistic Interpretation of Linear Solvers
This manuscript proposes a probabilistic framework for algorithms that i...
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Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics
We study a probabilistic numerical method for the solution of both bound...
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The Randomized Dependence Coefficient
We introduce the Randomized Dependence Coefficient (RDC), a measure of n...
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Entropy Search for InformationEfficient Global Optimization
Contemporary global optimization algorithms are based on local measures ...
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Gaussian Probabilities and Expectation Propagation
While Gaussian probability densities are omnipresent in applied mathemat...
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Kernel Topic Models
Latent Dirichlet Allocation models discrete data as a mixture of discret...
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Optimal Reinforcement Learning for Gaussian Systems
The explorationexploitation tradeoff is among the central challenges o...
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Expectation Propagation on the Maximum of Correlated Normal Variables
Many inference problems involving questions of optimality ask for the ma...
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Gaussian Processes and Kernel Methods: A Review on Connections and Equivalences
This paper is an attempt to bridge the conceptual gaps between researche...
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Bayesian Filtering for ODEs with Bounded Derivatives
Recently there has been increasing interest in probabilistic solvers for...
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Probabilistic Linear Solvers: A Unifying View
Several recent works have developed a new, probabilistic interpretation ...
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Fast and Robust Shortest Paths on Manifolds Learned from Data
We propose a fast, simple and robust algorithm for computing shortest pa...
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Convergence Rates of Gaussian ODE Filters
A recentlyintroduced class of probabilistic (uncertaintyaware) solvers...
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A Modular Approach to Blockdiagonal Hessian Approximations for Secondorder Optimization Methods
We propose a modular extension of the backpropagation algorithm for comp...
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Active Probabilistic Inference on Matrices for PreConditioning in Stochastic Optimization
Preconditioning is a wellknown concept that can significantly improve ...
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DeepOBS: A Deep Learning Optimizer Benchmark Suite
Because the choice and tuning of the optimizer affects the speed, and ul...
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Limitations of the Empirical Fisher Approximation
Natural gradient descent, which preconditions a gradient descent update ...
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Convergence Guarantees for Adaptive Bayesian Quadrature Methods
Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical i...
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Integrals over Gaussians under Linear Domain Constraints
Integrals of linearly constrained multivariate Gaussian densities are a ...
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Differentiable Likelihoods for Fast Inversion of 'LikelihoodFree' Dynamical Systems
Likelihoodfree (a.k.a. simulationbased) inference problems are inverse...
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Being Bayesian, Even Just a Bit, Fixes Overconfidence in ReLU Networks
The point estimates of ReLU classification networks—arguably the most wi...
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Philipp Hennig
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Max Planck Research Group Leader at Max Planck Institute for Intelligent Systems