Goto

Collaborating Authors

 Evolutionary Systems


GEMSS: A Variational Bayesian Method for Discovering Multiple Sparse Solutions in Classification and Regression Problems

arXiv.org Machine Learning

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct sparse subsets may explain the response equally well. Identifying these alternatives is crucial for generating domain-specific insights into the underlying mechanisms, yet conventional methods typically isolate a single solution, obscuring the full spectrum of plausible explanations. We present GEMSS (Gaussian Ensemble for Multiple Sparse Solutions), a variational Bayesian framework specifically designed to simultaneously discover multiple, diverse sparse feature combinations. The method employs a structured spike-and-slab prior for sparsity, a mixture of Gaussians to approximate the intractable multimodal posterior, and a Jaccard-based penalty to further control solution diversity. Unlike sequential greedy approaches, GEMSS optimizes the entire ensemble of solutions within a single objective function via stochastic gradient descent. The method is validated on a comprehensive benchmark comprising 128 synthetic experiments across classification and regression tasks. Results demonstrate that GEMSS scales effectively to high-dimensional settings ($p=5000$) with sample size as small as $n = 50$, generalizes seamlessly to continuous targets, handles missing data natively, and exhibits remarkable robustness to class imbalance and Gaussian noise. GEMSS is available as a Python package 'gemss' at PyPI. The full GitHub repository at https://github.com/kat-er-ina/gemss/ also includes a free, easy-to-use application suitable for non-coders.





A Details of the genetic operators

Neural Information Processing Systems

This generates two (possibly invalid) child molecules. If valid molecules exist, the we choose one of them randomly. Details of seven different ways of modifying a molecule are as follows. The atom_addition connects a new atom to a single atom. The atom_insertion puts an atom between two atoms.





AnEfficientAsynchronousMethodforIntegrating EvolutionaryandGradient-basedPolicySearch

Neural Information Processing Systems

These have the opposite properties, with DRL having good sample efficiencyandpoor stability, while ESbeing vice versa. Recently,there havebeen attempts tocombine these algorithms, butthesemethods fullyrelyonsynchronous updatescheme, making it not ideal to maximize the benefits of the parallelism in ES.