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A reliable deep learning system should be able to accurately express its confidence with respect to its predictions, a quality known as calibration. One of the most effective ways to produce reliable confidence estimates with a pre-trained…

Machine Learning · Computer Science 2024-10-10 Thomas P. Zollo , Zhun Deng , Jake C. Snell , Toniann Pitassi , Richard Zemel

Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

Methodology · Statistics 2016-12-08 Eyal Fisher , Regev Schweiger , Saharon Rosset

Classical machine learning classifiers tend to be overconfident can be unreliable outside of the laboratory benchmarks. Properly assessing the reliability of the output of the model per sample is instrumental for real-life scenarios where…

Artificial Intelligence · Computer Science 2025-11-07 Javier Fumanal-Idocin , Javier Andreu-Perez

It is common when using cross-section or panel data to assign each observation to a cluster and allow for arbitrary patterns of heteroskedasticity and correlation within clusters. For regression models, there are many ways to make…

Econometrics · Economics 2026-04-03 James G. MacKinnon

We study in this paper lower bounds for the generalization error of models derived from multi-layer neural networks, in the regime where the size of the layers is commensurate with the number of samples in the training data. We show that…

Machine Learning · Statistics 2022-07-08 Inbar Seroussi , Ofer Zeitouni

Any classifier can be "smoothed out" under Gaussian noise to build a new classifier that is provably robust to $\ell_2$-adversarial perturbations, viz., by averaging its predictions over the noise via randomized smoothing. Under the…

Machine Learning · Computer Science 2022-12-21 Jongheon Jeong , Seojin Kim , Jinwoo Shin

We introduce and study several measures of complexity of functions from the convex hull of a given base class. These complexity measures take into account the sparsity of the weights of a convex combination as well as certain clustering…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

Randomized smoothing is a technique for providing provable robustness guarantees against adversarial attacks while making minimal assumptions about a classifier. This method relies on taking a majority vote of any base classifier over…

Machine Learning · Computer Science 2023-05-09 Ambar Pal , Jeremias Sulam

The ability to ensure that a classifier gives reliable confidence scores is essential to ensure informed decision-making. To this end, recent work has focused on miscalibration, i.e., the over or under confidence of model scores. Yet…

Machine Learning · Computer Science 2023-04-28 Alexandre Perez-Lebel , Marine Le Morvan , Gaël Varoquaux

Large-margin classifiers are popular methods for classification. We derive the asymptotic expression for the generalization error of a family of large-margin classifiers in the limit of both sample size $n$ and dimension $p$ going to…

Machine Learning · Statistics 2020-12-02 Hanwen Huang , Qinglong Yang

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

Recently, learning with soft labels has been shown to achieve better performance than learning with hard labels in terms of model generalization, calibration, and robustness. However, collecting pointwise labeling confidence for all…

Machine Learning · Computer Science 2023-10-10 Wei Wang , Lei Feng , Yuchen Jiang , Gang Niu , Min-Ling Zhang , Masashi Sugiyama

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

We consider the setting of an aggregate data meta-analysis of a continuous outcome of interest. When the distribution of the outcome is skewed, it is often the case that some primary studies report the sample mean and standard deviation of…

Existing generalization theories of supervised learning typically take a holistic approach and provide bounds for the expected generalization over the whole data distribution, which implicitly assumes that the model generalizes similarly…

Machine Learning · Computer Science 2024-01-08 Firas Laakom , Yuheng Bu , Moncef Gabbouj

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Reliable confidence estimation for the predictions is important in many safety-critical applications. However, modern deep neural networks are often overconfident for their incorrect predictions. Recently, many calibration methods have been…

Machine Learning · Computer Science 2023-03-07 Fei Zhu , Zhen Cheng , Xu-Yao Zhang , Cheng-Lin Liu

Subsampling is a general statistical method developed in the 1990s aimed at estimating the sampling distribution of a statistic $\hat \theta _n$ in order to conduct nonparametric inference such as the construction of confidence intervals…

Statistics Theory · Mathematics 2021-12-14 Dimitris N. Politis

The quality of a summarization evaluation metric is quantified by calculating the correlation between its scores and human annotations across a large number of summaries. Currently, it is unclear how precise these correlation estimates are,…

Computation and Language · Computer Science 2021-07-28 Daniel Deutsch , Rotem Dror , Dan Roth