Do you want to publish a course? Click here

Bayesian Optimisation with Gaussian Processes for Premise Selection

57   0   0.0 ( 0 )
 Publication date 2019
and research's language is English




Ask ChatGPT about the research

Heuristics in theorem provers are often parameterised. Modern theorem provers such as Vampire utilise a wide array of heuristics to control the search space explosion, thereby requiring optimisation of a large set of parameters. An exhaustive search in this multi-dimensional parameter space is intractable in most cases, yet the performance of the provers is highly dependent on the parameter assignment. In this work, we introduce a principled probablistic framework for heuristics optimisation in theorem provers. We present results using a heuristic for premise selection and The Archive of Formal Proofs (AFP) as a case study.

rate research

Read More

Gaussian Processes (textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting. cite{bui2017streaming} developed an efficient variational approach to train online GPs by using sparsity techniques: The whole set of observations is approximated by a smaller set of inducing points (textbf{IPs}) and moved around with new data. Both the number and the locations of the IPs will affect greatly the performance of the algorithm. In addition to optimizing their locations, we propose to adaptively add new points, based on the properties of the GP and the structure of the data.
Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To this end, we propose a method to learn GPs and their sparse approximations by directly optimizing a PAC-Bayesian bound on their generalization performance, instead of maximizing the marginal likelihood. Besides its theoretical appeal, we find in our evaluation that our learning method is robust and yields significantly better generalization guarantees than other common GP approaches on several regression benchmark datasets.
Biopharmaceutical manufacturing is a rapidly growing industry with impact in virtually all branches of medicine. Biomanufacturing processes require close monitoring and control, in the presence of complex bioprocess dynamics with many interdependent factors, as well as extremely limited data due to the high cost and long duration of experiments. We develop a novel model-based reinforcement learning framework that can achieve human-level control in low-data environments. The model uses a probabilistic knowledge graph to capture causal interdependencies between factors in the underlying stochastic decision process, leveraging information from existing kinetic models from different unit operations while incorporating real-world experimental data. We then present a computationally efficient, provably convergent stochastic gradient method for policy optimization. Validation is conducted on a realistic application with a multi-dimensional, continuous state variable.
We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks on semi-supervised learning benchmark experiments, and outperforms the neural networks in active learning experiments where labels are scarce. Furthermore, the model does not require a validation data set for early stopping to control over-fitting. Our model can be viewed as an instance of empirical distribution regression weighted locally by network connectivity. We further motivate the intuitive construction of the model with a Bayesian linear model interpretation where the node features are filtered by an operator related to the graph Laplacian. The method can be easily implemented by adapting off-the-shelf scalable variational inference algorithms for Gaussian processes.
The data association problem is concerned with separating data coming from different generating processes, for example when data come from different data sources, contain significant noise, or exhibit multimodality. We present a fully Bayesian approach to this problem. Our model is capable of simultaneously solving the data association problem and the induced supervised learning problems. Underpinning our approach is the use of Gaussian process priors to encode the structure of both the data and the data associations. We present an efficient learning scheme based on doubly stochastic variational inference and discuss how it can be applied to deep Gaussian process priors.

suggested questions

comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا