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Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…

Algebraic Geometry · Mathematics 2013-03-19 Jonathan Hauenstein , Jose Rodriguez , Bernd Sturmfels

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Machine Learning · Computer Science 2023-06-16 Telmo Silva Filho , Hao Song , Miquel Perello-Nieto , Raul Santos-Rodriguez , Meelis Kull , Peter Flach

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

We consider the number of occurrences of subwords (non-consecutive sub-sequences) in a given word. We first define the notion of subword entropy of a given word that measures the maximal number of occurrences among all possible subwords. We…

Combinatorics · Mathematics 2025-10-06 Wenjie Fang

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Algorithmic Fairness is an established area of machine learning, willing to reduce the influence of hidden bias in the data. Yet, despite its wide range of applications, very few works consider the multi-class classification setting from…

Statistics Theory · Mathematics 2023-03-13 Christophe Denis , Romuald Elie , Mohamed Hebiri , François Hu

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

The MDL two-part coding $ \textit{index of resolvability} $ provides a finite-sample upper bound on the statistical risk of penalized likelihood estimators over countable models. However, the bound does not apply to unpenalized maximum…

Statistics Theory · Mathematics 2018-01-01 W. D. Brinda , Jason M. Klusowski

We introduce classifiers based on directional quantiles. We derive theoretical results for selecting optimal quantile levels given a direction, and, conversely, an optimal direction given a quantile level. We also show that the…

Methodology · Statistics 2020-09-14 Alessio Farcomeni , Marco Geraci , Cinzia Viroli

Data classification, the process of analyzing data and organizing it into categories, is a fundamental computing problem of natural and artificial information processing systems. Ideally, the performance of classifier models would be…

Machine Learning · Computer Science 2022-06-07 Claus Metzner , Achim Schilling , Maximilian Traxdorf , Konstantin Tziridis , Holger Schulze , Patrick Krauss

This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix…

Machine Learning · Computer Science 2024-10-02 The Tien Mai

A probabilistic rationale for I-divergence minimization (relative entropy maximization), non-parametric likelihood maximization and J-divergence minimization (Jeffres' entropy maximization) criteria is provided.

Probability · Mathematics 2007-05-23 Marian Grendar , Marian Grendar

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Let $A_1, A_2, \ldots, A_n$ be events in a sample space. Given the probability of the intersection of each collection of up to $k+1$ of these events, what can we say about the probability that at least $r$ of the events occur? This question…

Combinatorics · Mathematics 2025-05-20 Ilan Adler , Richard M. Karp , Sheldon M. Ross

Variable-length compression without prefix-free constraints and with side-information available at both encoder and decoder is considered. Instead of requiring the code to be error-free, we allow for it to have a non-vanishing error…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Vincent Y. F. Tan

In the first part of the paper we study absolute error of sampling discretization of the integral $L_p$-norm for function classes of continuous functions. We use basic approaches from chaining technique to provide general upper bounds for…

Numerical Analysis · Mathematics 2024-08-12 E. D. Kosov , V. N. Temlyakov

This paper derives fundamental limits on the performance of compressive classification when the source is a mixture of Gaussians. It provides an asymptotic analysis of a Bhattacharya based upper bound on the misclassification probability…

Information Theory · Computer Science 2014-01-28 Hugo Reboredo , Francesco Renna , Robert Calderbank , Miguel R. D. Rodrigues

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

Optimization and Control · Mathematics 2025-01-17 Jiaqi Lei , Sanjay Mehrotra

We investigate the learning dynamics of classifiers in scenarios where classes are separable or classifiers are over-parameterized. In both cases, Empirical Risk Minimization (ERM) results in zero training error. However, there are many…

Machine Learning · Computer Science 2024-10-23 Julius Martinetz , Christoph Linse , Thomas Martinetz
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