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We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…

Dynamical Systems · Mathematics 2017-06-27 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

In inference, open-set classification is to either classify a sample into a known class from training or reject it as an unknown class. Existing deep open-set classifiers train explicit closed-set classifiers, in some cases disjointly…

Machine Learning · Computer Science 2020-06-04 Alexander Cao , Yuan Luo , Diego Klabjan

Autonomous and semi-autonomous systems are using deep learning models to improve decision-making. However, deep classifiers can be overly confident in their incorrect predictions, a major issue especially in safety-critical domains. The…

Machine Learning · Computer Science 2024-12-05 Murat Sensoy , Lance M. Kaplan , Simon Julier , Maryam Saleki , Federico Cerutti

The classification of textual data often yields important information. Most classifiers work in a closed world setting where the classifier is trained on a known corpus, and then it is tested on unseen examples that belong to one of the…

Machine Learning · Computer Science 2022-12-27 Justin Leo , Jugal Kalita

An unsupervised learning classification model is described. It achieves classification error probability competitive with that of popular supervised learning classifiers such as SVM or kNN. The model is based on the incremental execution of…

Machine Learning · Computer Science 2024-10-01 Daniel N. Nissani

We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover problem. We propose two algorithms for approximating its…

Machine Learning · Statistics 2009-08-18 Jacob Bien , Robert Tibshirani

In this paper, we investigate the problem of classifying feature vectors with mutually independent but non-identically distributed elements. First, we show the importance of this problem. Next, we propose a classifier and derive an…

Machine Learning · Computer Science 2021-09-01 Farzad Shahrivari , Nikola Zlatanov

We propose new methods for Support Vector Machines (SVMs) using tree architecture for multi-class classi- fication. In each node of the tree, we select an appropriate binary classifier using entropy and generalization error estimation, then…

Machine Learning · Computer Science 2017-08-29 Pittipol Kantavat , Boonserm Kijsirikul , Patoomsiri Songsiri , Ken-ichi Fukui , Masayuki Numao

Extreme Learning Machines (ELM) provide a fast alternative to traditional gradient-based learning in neural networks, offering rapid training and robust generalization capabilities. Its theoretical basis shows its universal approximation…

Machine Learning · Computer Science 2024-06-27 Ergun Biçici

Machine learning models provide statistically impressive results which might be individually unreliable. To provide reliability, we propose an Epistemic Classifier (EC) that can provide justification of its belief using support from the…

Machine Learning · Computer Science 2020-10-20 Chitresh Bhushan , Zhaoyuan Yang , Nurali Virani , Naresh Iyer

Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measure, can also be used to design novel statistical learning…

Machine Learning · Statistics 2016-04-01 Nicolas Goix , Anne Sabourin , Stéphan Clémençon

Periodic inspections are necessary to keep railroad tracks in state of good repair and prevent train accidents. Automatic track inspection using machine vision technology has become a very effective inspection tool. Because of its…

Computer Vision and Pattern Recognition · Computer Science 2015-10-21 Xavier Gibert , Vishal M. Patel , Rama Chellappa

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

We present an analysis of predictive uncertainty based out-of-distribution detection for different approaches to estimate various models' epistemic uncertainty and contrast it with extreme value theory based open set recognition. While the…

Machine Learning · Computer Science 2019-08-27 Martin Mundt , Iuliia Pliushch , Sagnik Majumder , Visvanathan Ramesh

In order to predict and fill in the gaps in categorical datasets, this research looked into the use of machine learning algorithms. The emphasis was on ensemble models constructed using the Error Correction Output Codes framework, including…

Machine Learning · Computer Science 2024-09-13 Muhammad Ishaq , Sana Zahir , Laila Iftikhar , Mohammad Farhad Bulbul , Seungmin Rho , Mi Young Lee

We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function…

Statistics Theory · Mathematics 2024-09-12 Anass Aghbalou , Patrice Bertail , François Portier , Anne Sabourin

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

In this paper we offer a method and algorithm, which make possible fully autonomous (unsupervised) detection of new classes, and learning following a very parsimonious training priming (few labeled data samples only). Moreover, new unknown…

Machine Learning · Computer Science 2019-11-05 Eduardo Soares , Plamen Angelov

We propose a novel neural network architecture that enables non-parametric calibration and generation of multivariate extreme value distributions (MEVs). MEVs arise from Extreme Value Theory (EVT) as the necessary class of models when…

Machine Learning · Statistics 2022-03-03 Ali Hasan , Khalil Elkhalil , Yuting Ng , Joao M. Pereira , Sina Farsiu , Jose H. Blanchet , Vahid Tarokh

The maximum likelihood method offers a standard way to estimate the three parameters of a generalized extreme value (GEV) distribution. Combined with the block maxima method, it is often used in practice to assess the extreme value index…

Probability · Mathematics 2013-01-24 Clément Dombry