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In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…
Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…
Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…
We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…
Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…
Density estimation is a crucial component of many machine learning methods, and manifold learning in particular, where geometry is to be constructed from data alone. A significant practical limitation of the current density estimation…
Despite deep neural network (DNN)'s impressive prediction performance in various domains, it is well known now that a set of DNN models trained with the same model specification and the same data can produce very different prediction…
Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…
Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…
For a larger set of predictions of several differently trained machine learning models, known as bagging predictors, the mean of all predictions is taken by default. Nevertheless, this proceeding can deviate from the actual ground truth in…
In cases of uncertainty, a multi-class classifier preferably returns a set of candidate classes instead of predicting a single class label with little guarantee. More precisely, the classifier should strive for an optimal balance between…
The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…
Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…
In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…
This paper presents a theoretical analysis of sample selection bias correction. The sample bias correction technique commonly used in machine learning consists of reweighting the cost of an error on each training point of a biased sample to…
Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…
We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…
With the recent growth in data availability and complexity, and the associated outburst of elaborate modelling approaches, model selection tools have become a lifeline, providing objective criteria to deal with this increasingly challenging…
For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…