Active Learning for Gaussian Process Regression Under Self-Induced Boltzmann Weights
- URL: http://arxiv.org/abs/2605.10654v1
- Date: Mon, 11 May 2026 14:38:03 GMT
- Title: Active Learning for Gaussian Process Regression Under Self-Induced Boltzmann Weights
- Abstract summary: We consider the active learning problem where the goal is to learn an unknown function with low prediction error under an unknown Boltzmann distribution.<n>This self-induced weighting arises naturally in problems such as potential energy surface (PES) modeling in computational chemistry.
- Score: 1.6312989763677892
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We consider the active learning problem where the goal is to learn an unknown function with low prediction error under an unknown Boltzmann distribution induced by the function itself. This self-induced weighting arises naturally in problems such as potential energy surface (PES) modeling in computational chemistry, yet poses unique challenges as the target distribution is unknown and its partition function is intractable. We propose \texttt{AB-SID-iVAR}, a Gaussian Process-based acquisition function that approximates the intractable Bayesian target distribution in closed form while avoiding partition function estimation, and is applicable to both discrete and continuous input domains. We also analyze a Thompson sampling alternative (\texttt{TS-SID-iVAR}) as a higher variance Monte Carlo variant. Despite the unknown target, under mild conditions, we establish that the terminal prediction error vanishes with high probability, and provide a tighter average-case guarantee. We demonstrate consistent improvements over existing approaches in this setting on synthetic benchmarks and real-world PES modeling and drug discovery tasks.
Related papers
- A principled framework for uncertainty decomposition in TabPFN [3.1500610747796376]
We present a method for uncertainty decomposition in TabPFN.<n>We derive variance estimators determined by the volatility of predictive updates along the context.<n>For classification, we obtain an entropy-based uncertainty decomposition.
arXiv Detail & Related papers (2026-02-04T14:23:53Z) - GenUQ: Predictive Uncertainty Estimates via Generative Hyper-Networks [0.0]
Operator learning is a generalization of regression to mappings between functions.<n>It has already found applications in several areas such as modeling sea ice, combustion, and atmospheric physics.<n>We introduce GenUQ, a measure-theoretic approach to UQ that avoids constructing a likelihood by introducing a generative hyper-network model.
arXiv Detail & Related papers (2025-09-25T21:19:03Z) - LVM-GP: Uncertainty-Aware PDE Solver via coupling latent variable model and Gaussian process [9.576396359649921]
We propose a novel framework, termed LVM-GP, for uncertainty quantification in solving PDEs with noisy data.<n>The architecture consists of a confidence-aware encoder and a probabilistic decoder.
arXiv Detail & Related papers (2025-07-30T09:00:39Z) - A Hessian-Aware Stochastic Differential Equation for Modelling SGD [28.974147174627102]
Hessian-Aware Modified Equation (HA-SME) is an approximation that incorporates Hessian information of the objective function into both its drift and diffusion terms.<n>Under mild conditions, HA-SME is proved to be the first SDE model that recovers exactly the SGD dynamics in the distributional sense.
arXiv Detail & Related papers (2024-05-28T17:11:34Z) - Symmetric Q-learning: Reducing Skewness of Bellman Error in Online
Reinforcement Learning [55.75959755058356]
In deep reinforcement learning, estimating the value function is essential to evaluate the quality of states and actions.
A recent study suggested that the error distribution for training the value function is often skewed because of the properties of the Bellman operator.
We proposed a method called Symmetric Q-learning, in which the synthetic noise generated from a zero-mean distribution is added to the target values to generate a Gaussian error distribution.
arXiv Detail & Related papers (2024-03-12T14:49:19Z) - Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernels [57.46832672991433]
We propose a novel equation discovery method based on Kernel learning and BAyesian Spike-and-Slab priors (KBASS)
We use kernel regression to estimate the target function, which is flexible, expressive, and more robust to data sparsity and noises.
We develop an expectation-propagation expectation-maximization algorithm for efficient posterior inference and function estimation.
arXiv Detail & Related papers (2023-10-09T03:55:09Z) - Value-Distributional Model-Based Reinforcement Learning [59.758009422067]
Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks.
We study the problem from a model-based Bayesian reinforcement learning perspective.
We propose Epistemic Quantile-Regression (EQR), a model-based algorithm that learns a value distribution function.
arXiv Detail & Related papers (2023-08-12T14:59:19Z) - Model-Based Uncertainty in Value Functions [89.31922008981735]
We focus on characterizing the variance over values induced by a distribution over MDPs.
Previous work upper bounds the posterior variance over values by solving a so-called uncertainty Bellman equation.
We propose a new uncertainty Bellman equation whose solution converges to the true posterior variance over values.
arXiv Detail & Related papers (2023-02-24T09:18:27Z) - Monte Carlo Neural PDE Solver for Learning PDEs via Probabilistic Representation [59.45669299295436]
We propose a Monte Carlo PDE solver for training unsupervised neural solvers.<n>We use the PDEs' probabilistic representation, which regards macroscopic phenomena as ensembles of random particles.<n>Our experiments on convection-diffusion, Allen-Cahn, and Navier-Stokes equations demonstrate significant improvements in accuracy and efficiency.
arXiv Detail & Related papers (2023-02-10T08:05:19Z) - Robust Gaussian Process Regression with Huber Likelihood [2.7184224088243365]
We propose a robust process model in the Gaussian process framework with the likelihood of observed data expressed as the Huber probability distribution.
The proposed model employs weights based on projection statistics to scale residuals and bound the influence of vertical outliers and bad leverage points on the latent functions estimates.
arXiv Detail & Related papers (2023-01-19T02:59:33Z) - Robust Estimation for Nonparametric Families via Generative Adversarial
Networks [92.64483100338724]
We provide a framework for designing Generative Adversarial Networks (GANs) to solve high dimensional robust statistics problems.
Our work extend these to robust mean estimation, second moment estimation, and robust linear regression.
In terms of techniques, our proposed GAN losses can be viewed as a smoothed and generalized Kolmogorov-Smirnov distance.
arXiv Detail & Related papers (2022-02-02T20:11:33Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.