Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter landscapes. Bayesian optimization (BO) has been successfully applied to solving expensive black-box problems in engineering and machine learning. Here we explore whether BO can be applied as a general tool for model fitting. First, we present a novel hybrid BO algorithm, Bayesian adaptive direct search (BADS), that achieves competitive performance with an affordable computational overhead for the running time of typical models. We then perform an extensive benchmark of BADS vs. many common and state-of-the-art nonconvex, derivative-free optimizers, on a set of model-fitting problems with real data and models from six studies in behavioral, cognitive, and computational neuroscience. With default settings, BADS consistently finds comparable or better solutions than other methods, including `vanilla' BO, showing great promise for advanced BO techniques, and BADS in particular, as a general model-fitting tool.

A similar result is proved for convex aggregation of models.

Distributional regression aims at estimating the conditional distribution of a target variable given explanatory co-variates. It is a crucial tool for forecasting when a precise uncertainty quantification is required. A popular methodology consists in fitting a parametric model via empirical risk minimization where the risk is measured by the Continuous Rank Probability Score (CRPS). For independent and identically distributed observations, we provide a concentration result for the estimation error and an upper bound for its expectation. Furthermore, we consider model selection performed by minimization of the validation error and provide a concentration bound for the regret.

We address the problem of recovering multiple structures of different classes in a dataset contaminated by noise and outliers. In particular, we consider geometric structures defined by a mixture of underlying parametric models (e.g. planes and cylinders, homographies and fundamental matrices), and we tackle the robust fitting problem by preference analysis and clustering. We present a new algorithm, termed MultiLink, that simultaneously deals with multiple classes of models. MultiLink combines on-the-fly model fitting and model selection in a novel linkage scheme that determines whether two clusters are to be merged. The resulting method features many practical advantages with respect to methods based on preference analysis, being faster, less sensitive to the inlier threshold, and able to compensate limitations deriving from hypotheses sampling. Experiments on several public datasets demonstrate that Multi-Link favourably compares with state of the art alternatives, both in multi-class and single-class problems. Code is publicly made available for download.

This paper presents a new optimization methods that combines Bayesian optimization applied locally with concepts from MADS to provide nonlocal exploration. The main idea of the paper is to find an algorithm that is suitable for the range of functions that are slightly expensive, but not enough to require the sample efficiency of standard Bayesian optimization. The authors applied this method for maximum likelihood computations within the range of a 1 second. A standard critique to Bayesian optimization methods is that they are very expensive due to the fact that they rely on a surrogate model, like a Gaussian process that has a O(n 3) cost. The method presented in this paper (BADS) also rely on a GP.

Cryogenic electron tomography (cryo-ET) is a technique for imaging biological samples such as viruses, cells, and proteins in 3D. A microscope collects a series of 2D projections of the sample, and the goal is to reconstruct the 3D density of the sample called the tomogram. This is difficult as the 2D projections have a missing wedge of information and are noisy. Tomograms reconstructed with conventional methods, such as filtered back-projection, suffer from the noise, and from artifacts and anisotropic resolution due to the missing wedge of information. To improve the visual quality and resolution of such tomograms, we propose a deep-learning approach for simultaneous denoising and missing wedge reconstruction called DeepDeWedge. DeepDeWedge is based on fitting a neural network to the 2D projections with a self-supervised loss inspired by noise2noise-like methods. The algorithm requires no training or ground truth data. Experiments on synthetic and real cryo-ET data show that DeepDeWedge achieves competitive performance for deep learning-based denoising and missing wedge reconstruction of cryo-ET tomograms.

The statistical modeling of random networks has been widely used to uncover interaction mechanisms in complex systems and to predict unobserved links in real-world networks. In many applications, network connections are collected via egocentric sampling: a subset of nodes is sampled first, after which all links involving this subset are recorded; all other information is missing. Compared with the assumption of ``uniformly missing at random", egocentrically sampled partial networks require specially designed modeling strategies. Current statistical methods are either computationally infeasible or based on intuitive designs without theoretical justification. Here, we propose an approach to fit general low-rank models for egocentrically sampled networks, which include several popular network models. This method is based on graph spectral properties and is computationally efficient for large-scale networks. It results in consistent recovery of missing subnetworks due to egocentric sampling for sparse networks. To our knowledge, this method offers the first theoretical guarantee for egocentric partial network estimation in the scope of low-rank models. We evaluate the technique on several synthetic and real-world networks and show that it delivers competitive performance in link prediction tasks.