While the field of statistical learning with sparsity [Hastie et al., 2015] has been steadily rising to

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent structure in them, and in performing inferences in such models with large data sets.

Parviainen et al. (2014) adopted an anytime integer linear programming (ILP) Otherwise it returns a sub-optimal DAG with bounded treewidth. Nie et al. (2014) proposed an efficient anytime ILP approach with a polynomial number of constraints Nie et al. (2015) proposed the method S2.

Predicated on the increasing abundance of electronic health records, we investigate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multi-task learning framework in which factual and counterfactual outcomes are modeled as the outputs of a function in a vector-valued reproducing kernel Hilbert space (vvRKHS). We develop a nonparametric Bayesian method for learning the treatment effects using a multi-task Gaussian process (GP) with a linear coregion-alization kernel as a prior over the vvRKHS. The Bayesian approach allows us to compute individualized measures of confidence in our estimates via pointwise credible intervals, which are crucial for realizing the full potential of precision medicine. The impact of selection bias is alleviated via a risk-based empirical Bayes method for adapting the multi-task GP prior, which jointly minimizes the empirical error in factual outcomes and the uncertainty in (unobserved) counterfactual outcomes. We conduct experiments on observational datasets for an inter-ventional social program applied to premature infants, and a left ventricular assist device applied to cardiac patients wait-listed for a heart transplant. In both experiments, we show that our method significantly outperforms the state-of-the-art.

We introduce two novelties in this paper: 1) we use hierarchical priors to prune nodes instead of individual weights, and 2) we use the posterior uncertainties to determine the optimal fixed point precision to encode the weights.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

The marginal likelihood, or model evidence, is a key quantity in Bayesian parameter estimation and model comparison.

Conditional probabilities are a core concept in machine learning.

Since mutual independence is the target, pairwise similarity measurements are of no use, and thus traditional clustering algorithms are inapplicable.