Related papers: A Note on Posterior Probability Estimation for Cla…
Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can withhold uncertain…
In this work, we investigated the application of score-based gradient learning in discriminative and generative classification settings. Score function can be used to characterize data distribution as an alternative to density. It can be…
This article presents methods for estimating extreme probabilities, beyond the range of the observations. These methods are model-free and applicable to almost any sample size. They are grounded in order statistics theory and have a wide…
Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…
The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…
It is well known that the output of a Neural Network trained to disentangle between two classes has a probabilistic interpretation in terms of the a-posteriori Bayesian probability, provided that a unary representation is taken for the…
The two statistical methods, namely the frequentist and the Bayesian methods, are both commonly used for probabilistic inference in many scientific situations. However, it is not straightforward to interpret the result of one approach in…
This paper addresses binary classification in scenarios where obtaining explicit instance level labels is impractical, by exploiting multiple weak labels defined on instance pairs. The existing SconfConfDiff classification framework relies…
Probabilistic-driven classification techniques extend the role of traditional approaches that output labels (usually integer numbers) only. Such techniques are more fruitful when dealing with problems where one is not interested in…
Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…
We propose a new problem formulation which is similar to, but more informative than, the binary multiple-instance learning problem. In this setting, we are given groups of instances (described by feature vectors) along with estimates of the…
Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…
Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…
Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…
Fitted probabilities from widely used Bayesian multinomial probit models can depend strongly on the choice of a base category, which is used to uniquely identify the parameters of the model. This paper proposes a novel identification…
Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…
The quantification problem consists of determining the prevalence of a given label in a target population. However, one often has access to the labels in a sample from the training population but not in the target population. A common…
When a planner must decide whether it has enough evidence to make a decision based on probability, it faces the sample size problem. Current planners using probabilities need not deal with this problem because they do not generate their…
We develop a theory of estimation when in addition to a sample of $n$ observed outcomes the underlying probabilities of the observed outcomes are known, as is typically the case in the context of numerical simulation modeling, e.g. in…
Most classification models work by first predicting a posterior probability distribution over all classes and then selecting that class with the largest estimated probability. In many settings however, the quality of posterior probability…