Related papers: A new example for a proper scoring rule
The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…
In this chapter, we present and discuss a new generalized proportional conflict redistribution rule. The Dezert-Smarandache extension of the Demster-Shafer theory has relaunched the studies on the combination rules especially for the…
We study fairness in decision-making when the data may encode systematic bias. Existing approaches typically impose fairness constraints while predicting the observed decision, which may itself be unfair. We propose a novel framework for…
We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…
Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…
We present a novel perspective on goal-conditioned reinforcement learning by framing it within the context of denoising diffusion models. Analogous to the diffusion process, where Gaussian noise is used to create random trajectories that…
Belief function theory provides a flexible way to combine information provided by different sources. This combination is usually followed by a decision making which can be handled by a range of decision rules. Some rules help to choose the…
We give a direct derivation of the distribution of the maximum and the location of the maximum of one-sided and two-sided Brownian motion with a negative parabolic drift. The argument uses a relation between integrals of special functions,…
The single parameter scaling hypothesis is the foundation of our understanding of the Anderson transition. However, the conductance of a disordered system is a fluctuating quantity which does not obey a one parameter scaling law. It is…
We consider the following basic learning task: given independent draws from an unknown distribution over a discrete support, output an approximation of the distribution that is as accurate as possible in $\ell_1$ distance (i.e. total…
Training datasets for machine learning often have some form of missingness. For example, to learn a model for deciding whom to give a loan, the available training data includes individuals who were given a loan in the past, but not those…
In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…
The goal of inverse reinforcement learning (IRL) is to infer a reward function that explains the behavior of an agent performing a task. The assumption that most approaches make is that the demonstrated behavior is near-optimal. In many…
We describe recent research on the use of actual causality in the definition of responsibility scores as explanations for query answers in databases, and for outcomes from classification models in machine learning. In the case of databases,…
Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a…
A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…
Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…
Despite growing interest in quantifying and modeling the scoring dynamics within professional sports games, relative little is known about what patterns or principles, if any, cut across different sports. Using a comprehensive data set of…