Related papers: Optimal rates for F-score binary classification
The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…
While neural network binary classifiers are often evaluated on metrics such as Accuracy and $F_1$-Score, they are commonly trained with a cross-entropy objective. How can this training-evaluation gap be addressed? While specific techniques…
Linear regression models have been extensively considered in the literature. However, in some practical applications they may not be appropriate all over the range of the covariate. In this paper, a more flexible model is introduced by…
The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…
Binary measurements arise naturally in a variety of statistical and engineering applications. They may be inherent to the problem---e.g., in determining the relationship between genetics and the presence or absence of a disease---or they…
A challenge in developing machine learning regression models is that it is difficult to know whether maximal performance has been reached on a particular dataset, or whether further model improvement is possible. In biology this problem is…
Series or orthogonal basis regression is one of the most popular non-parametric regression techniques in practice, obtained by regressing the response on features generated by evaluating the basis functions at observed covariate values. The…
We obtain sharp oracle inequalities for the empirical risk minimization procedure in the regression model under the assumption that the target Y and the model F are subgaussian. The bound we obtain is sharp in the minimax sense if F is…
In many real-world pattern recognition scenarios, such as in medical applications, the corresponding classification tasks can be of an imbalanced nature. In the current study, we focus on binary, imbalanced classification tasks, i.e.~binary…
Algorithmic fairness has become a central concern in modern machine learning and AI applications. However, two pressing challenges remain: (1) The fairness guarantees of existing methods often rely on specific data distributional…
This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…
Likelihood-to-evidence ratio estimation is usually cast as either a binary (NRE-A) or a multiclass (NRE-B) classification task. In contrast to the binary classification framework, the current formulation of the multiclass version has an…
We formulate the problem of performing optimal data compression under the constraints that compressed data can be used for accurate classification in machine learning. We show that this translates to a problem of minimizing the mutual…
We propose a two-stage procedure for estimating the location $\bolds{\mu}$ and size M of the maximum of a smooth d-variate regression function f. In the first stage, a preliminary estimator of $\bolds{\mu}$ obtained from a standard…
We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…
We study the optimal rates of convergence for estimating a prior distribution over a VC class from a sequence of independent data sets respectively labeled by independent target functions sampled from the prior. We specifically derive upper…
Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…
Score-based diffusion models have become a foundational paradigm for modern generative modeling, demonstrating exceptional capability in generating samples from complex high-dimensional distributions. Despite the dominant adoption of…
Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…
We revisit resampling procedures for error estimation in binary classification in terms of U-statistics. In particular, we exploit the fact that the error rate estimator involving all learning-testing splits is a U-statistic. Thus, it has…