arXiv subjects

Morten Blørstad

Publications and source records attributed to Morten Blørstad.

3 recordsLinked to original sources

arXiv2026

Learning the Structure of Triangular Transport Maps

Triangular transport maps provide a flexible approach to sampling-based probabilistic modeling, including density estimation, generative modeling, and Bayesian inference. They transform an unknown target distribution into a simpler reference through a monotone triangular map. The map structure is defined by a variable ordering and sparsity pattern, which together encode a directed acyclic graph. Map quality can depend strongly on this structure, yet finding a good structure is computationally expensive because each candidate generally requires fitting a different map. A central challenge is therefore to learn density and structure jointly, while keeping computation manageable as dimension grows. We introduce Self-Structuring Transport Maps (SSTM), which learn the map, ordering, and sparsity jointly. We use SoftSort to learn the variable ordering and $L_0$ gates to learn the sparsity, while preserving a triangular structure. To keep the map scalable, we use a monotone BatchEnsemble that shares one weight matrix across all map components through rank-one adapters. Across synthetic and real data, jointly learning the structure and map gives better density estimates than estimating the structure first. When the structure is identifiable from the density, SSTM matches the density performance of a map fitted with the true structure and outperforms autoregressive flows. On large datasets, SSTM is competitive with autoregressive flows.

cs.LG↗

arXiv2026

Evaluating Prediction Uncertainty Estimates from BatchEnsemble

Deep learning models struggle with uncertainty estimation. Many approaches are either computationally infeasible or underestimate uncertainty. We investigate \textit{BatchEnsemble} as a general and scalable method for uncertainty estimation across both tabular and time series tasks. To extend BatchEnsemble to sequential modeling, we introduce GRUBE, a novel BatchEnsemble GRU cell. We compare the BatchEnsemble to Monte Carlo dropout and deep ensemble models. Our results show that BatchEnsemble matches the uncertainty estimation performance of deep ensembles, and clearly outperforms Monte Carlo dropout. GRUBE achieves similar or better performance in both prediction and uncertainty estimation. These findings show that BatchEnsemble and GRUBE achieve similar performance with fewer parameters and reduced training and inference time compared to traditional ensembles.

cs.LG↗

arXiv2024

Stable Update of Regression Trees

Updating machine learning models with new information usually improves their predictive performance, yet, in many applications, it is also desirable to avoid changing the model predictions too much. This property is called stability. In most cases when stability matters, so does explainability. We therefore focus on the stability of an inherently explainable machine learning method, namely regression trees. We aim to use the notion of empirical stability and design algorithms for updating regression trees that provide a way to balance between predictability and empirical stability. To achieve this, we propose a regularization method, where data points are weighted based on the uncertainty in the initial model. The balance between predictability and empirical stability can be adjusted through hyperparameters. This regularization method is evaluated in terms of loss and stability and assessed on a broad range of data characteristics. The results show that the proposed update method improves stability while achieving similar or better predictive performance. This shows that it is possible to achieve both predictive and stable results when updating regression trees.

cs.LG↗