Related papers: Structure-aware error bounds for linear classifica…
We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…
New bounds on classification error rates for the error-correcting output code (ECOC) approach in machine learning are presented. These bounds have exponential decay complexity with respect to codeword length and theoretically validate the…
We develop a new theoretical framework to analyze the generalization error of deep learning, and derive a new fast learning rate for two representative algorithms: empirical risk minimization and Bayesian deep learning. The series of…
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.…
Minimising upper bounds on the population risk or the generalisation gap has been widely used in structural risk minimisation (SRM) -- this is in particular at the core of PAC-Bayesian learning. Despite its successes and unfailing surge of…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
In recent years, multicalibration has emerged as a desirable learning objective for ensuring that a predictor is calibrated across a rich collection of overlapping subpopulations. Existing approaches typically achieve multicalibration by…
Positive-unlabeled learning (PU learning) is known as a special case of semi-supervised binary classification where only a fraction of positive examples are labeled. The challenge is then to find the correct classifier despite this lack of…
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
We study iterative methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty. We propose a machine-learning-based heuristic to determine starting scenarios that provide strong lower bounds. To this end, we…
In this work, we address the following question: What minimal structural assumptions are needed to prevent the degradation of statistical learning bounds with increasing dimensionality? We investigate this question in the classical…
In this paper, we study data-dependent generalization error bounds exhibiting a mild dependency on the number of classes, making them suitable for multi-class learning with a large number of label classes. The bounds generally hold for…
Risk bounds for Classification and Regression Trees (CART, Breiman et. al. 1984) classifiers are obtained under a margin condition in the binary supervised classification framework. These risk bounds are obtained conditionally on the…
In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…
This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…
Designing models that are both expressive and preserve known invariances of tasks is an increasingly hard problem. Existing solutions tradeoff invariance for computational or memory resources. In this work, we show how to leverage…
The recent success of neural networks in pattern recognition and classification problems suggests that neural networks possess qualities distinct from other more classical classifiers such as SVMs or boosting classifiers. This paper studies…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…