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Modern time series forecasting increasingly relies on complex ensemble models generated by AutoML systems like AutoGluon, delivering superior accuracy but with significant costs to transparency and interpretability. This paper introduces a…

Machine Learning · Computer Science 2025-10-13 Yikai Zhao , Jiekai Ma

We establish a formal connection between the decades-old surrogate outcome model in biostatistics and economics and the emerging field of prediction-powered inference (PPI). The connection treats predictions from pre-trained models,…

Machine Learning · Statistics 2025-01-17 Wenlong Ji , Lihua Lei , Tijana Zrnic

The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

Learning with abstention is a key scenario where the learner can abstain from making a prediction at some cost. In this paper, we analyze the score-based formulation of learning with abstention in the multi-class classification setting. We…

Machine Learning · Computer Science 2024-04-02 Anqi Mao , Mehryar Mohri , Yutao Zhong

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Machine Learning · Statistics 2020-11-03 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation…

Machine Learning · Statistics 2022-07-13 Zhipu Zhou , Jie Chen , Linwei Hu

Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…

Machine Learning · Computer Science 2023-08-21 Robert C. Williamson , Zac Cranko

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

Slack and margin rescaling are variants of the structured output SVM, which is frequently applied to problems in computer vision such as image segmentation, object localization, and learning parts based object models. They define convex…

Machine Learning · Computer Science 2017-08-11 Matthew B. Blaschko

We present a novel machine learning based surrogate modeling method for predicting spatially resolved 3D microstructure evolution of polycrystalline materials under uniaxial tensile loading. Our approach is orders of magnitude faster than…

Materials Science · Physics 2020-05-05 Anup Pandey , Reeju Pokharel

We propose a novel hybrid loss for multiclass and structured prediction problems that is a convex combination of a log loss for Conditional Random Fields (CRFs) and a multiclass hinge loss for Support Vector Machines (SVMs). We provide a…

Machine Learning · Computer Science 2014-02-11 Qinfeng Shi , Mark Reid , Tiberio Caetano , Anton van den Hengel , Zhenhua Wang

Convolutional Neural Networks (CNNs) have recently emerged as the dominant model in computer vision. If provided with enough training data, they predict almost any visual quantity. In a discrete setting, such as classification, CNNs are not…

Computer Vision and Pattern Recognition · Computer Science 2015-11-25 Deepak Pathak , Philipp Krähenbühl , Stella X. Yu , Trevor Darrell

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

We introduce a local surrogate approach for explainable time-series forecasting. An initially non-interpretable predictive model to improve the forecast of a classical time-series 'base model' is used. 'Explainability' of the correction is…

Machine Learning · Statistics 2025-01-17 Alfredo Lopez , Florian Sobieczky

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this…

Machine Learning · Statistics 2017-05-16 Jiaqian Yu , Matthew Blaschko

Classical supervised learning produces unreliable models when training and target distributions differ, with most existing solutions requiring samples from the target domain. We propose a proactive approach which learns a relationship in…

Machine Learning · Statistics 2019-03-01 Adarsh Subbaswamy , Peter Schulam , Suchi Saria

We present a study of surrogate losses and algorithms for the general problem of learning to defer with multiple experts. We first introduce a new family of surrogate losses specifically tailored for the multiple-expert setting, where the…

Machine Learning · Computer Science 2024-04-02 Anqi Mao , Mehryar Mohri , Yutao Zhong

PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…

Machine Learning · Statistics 2024-08-19 The Tien Mai
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