Search Results for author: Peyman Tavallali

Found 8 papers, 2 papers with code

One-Shot Learning of Stochastic Differential Equations with Data Adapted Kernels

no code implementations24 Sep 2022 Matthieu Darcy, Boumediene Hamzi, Giulia Livieri, Houman Owhadi, Peyman Tavallali

(2) Complete the graph (approximate unknown functions and random variables) via Maximum a Posteriori Estimation (given the data) with Gaussian Process (GP) priors on the unknown functions.

One-Shot Learning

Optimal Stopping with Gaussian Processes

no code implementations22 Sep 2022 Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana S Vyetrenko, Tucker Balch

We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets.

Gaussian Processes Time Series +1

Uncertainty Quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball

1 code implementation24 Aug 2021 Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi, Mostafa Samir, Clint Scovel, Mahdy Shirdel, Michael Stanley, Peyman Tavallali

Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data.

Bayesian Inference Uncertainty Quantification

Deterministic Iteratively Built KD-Tree with KNN Search for Exact Applications

1 code implementation7 Jun 2021 Aryan Naim, Joseph Bowkett, Sisir Karumanchi, Peyman Tavallali, Brett Kennedy

K-Nearest Neighbors (KNN) search is a fundamental algorithm in artificial intelligence software with applications in robotics, and autonomous vehicles.

Autonomous Vehicles

Decision Theoretic Bootstrapping

no code implementations18 Mar 2021 Peyman Tavallali, Hamed Hamze Bajgiran, Danial J. Esaid, Houman Owhadi

The design and testing of supervised machine learning models combine two fundamental distributions: (1) the training data distribution (2) the testing data distribution.

Uncertainty Quantification

Adversarial Poisoning Attacks and Defense for General Multi-Class Models Based On Synthetic Reduced Nearest Neighbors

no code implementations11 Feb 2021 Pooya Tavallali, Vahid Behzadan, Peyman Tavallali, Mukesh Singhal

Through extensive experimental analysis, we demonstrate that (i) the proposed attack technique can deteriorate the accuracy of several models drastically, and (ii) under the proposed attack, the proposed defense technique significantly outperforms other conventional machine learning models in recovering the accuracy of the targeted model.

BIG-bench Machine Learning Data Poisoning

Parameter Selection Algorithm For Continuous Variables

no code implementations19 Jan 2017 Peyman Tavallali, Marianne Razavi, Sean Brady

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model.

Model Selection regression

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