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Yousra El-Bachir

Publications and source records attributed to Yousra El-Bachir.

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Flexible Spectral-Normalized Neural Gaussian Process for Dynamic Aperture Prediction

We address the challenge of scalable uncertainty quantification in large-scale scientific applications, where complex state-of-the-art machine learning methods are often computationally infeasible. Our primary contribution is a simple yet effective empirical Bayes method for automatically tuning the hyperparameters of a flexible, heteroscedastic Spectral-normalized Neural Gaussian Process. This approach retains the expressiveness and uncertainty-awareness of semi-Bayesian neural models while significantly reducing the computational burden by integrating hyperparameter learning directly into the training loop. We demonstrate the practical impact of our method on the task of estimating the dynamic aperture in circular particle accelerators, a fundamental problem in high-energy physics colliders and storage rings, using simulation data from the case of the Large Hadron Collider at CERN. Traditional approaches to DA estimation require extensive particle-tracking simulations, which are prohibitively time-consuming and resource-intensive. Our results show that the proposed method achieves competitive predictive performance and well-calibrated uncertainty estimates at much lower computational cost than state-of-the-art approaches. We stress that, beyond this application, the proposed empirical Bayes framework offers a general solution for training heteroscedastic neural models in situations where manual hyperparameter tuning is impractical. Accordingly, we anticipate that this framework can be applied to other domains that encounter comparable computational limitations.

physics.acc-ph

Fast Automatic Smoothing for Generalized Additive Models

Multiple generalized additive models (GAMs) are a type of distributional regression wherein parameters of probability distributions depend on predictors through smooth functions, with selection of the degree of smoothness via $L_2$ regularization. Multiple GAMs allow finer statistical inference by incorporating explanatory information in any or all of the parameters of the distribution. Owing to their nonlinearity, flexibility and interpretability, GAMs are widely used, but reliable and fast methods for automatic smoothing in large datasets are still lacking, despite recent advances. We develop a general methodology for automatically learning the optimal degree of $L_2$ regularization for multiple GAMs using an empirical Bayes approach. The smooth functions are penalized by different amounts, which are learned simultaneously by maximization of a marginal likelihood through an approximate expectation-maximization algorithm that involves a double Laplace approximation at the E-step, and leads to an efficient M-step. Empirical analysis shows that the resulting algorithm is numerically stable, faster than all existing methods and achieves state-of-the-art accuracy. For illustration, we apply it to an important and challenging problem in the analysis of extremal data.

stat.ML