Related papers: Second Order PAC-Bayesian Bounds for the Weighted …
We study a generalization of boosting to the multiclass setting. We introduce a weak learning condition for multiclass classification that captures the original notion of weak learnability as being "slightly better than random guessing". We…
Aggregated predictors are obtained by making a set of basic predictors vote according to some weights, that is, to some probability distribution. Randomized predictors are obtained by sampling in a set of basic predictors, according to some…
Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…
The problems of model and variable selections for classification trees are jointly considered. A penalized criterion is proposed which explicitly takes into account the number of variables, and a risk bound inequality is provided for the…
PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called…
Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…
Decision tree and random forest classification and regression are some of the most widely used in machine learning approaches. Binary decision tree implementations commonly use conditioning in the form 'feature $\leq$ (or $<$) threshold',…
The concern about hidden discrimination in machine learning models is growing, as their widespread real-world applications increasingly impact human lives. Various techniques, including commonly used group fairness measures and several…
When utilising PAC-Bayes theory for risk certification, it is usually necessary to estimate and bound the Gibbs risk of the PAC-Bayes posterior. Many works in the literature employ a method for this which requires a large number of passes…
Upper bounds are given for the weight distribution of binary weakly self-dual codes. To get these new bounds, we introduce a novel method of utilizing unitary operations on Hilbert spaces. This method is motivated by recent progress on…
Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…
Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…
Bayesian classification labels observations based on given prior information, namely class-a priori and class-conditional probabilities. Bayes' risk is the minimum expected classification cost that is achieved by the Bayes' test, the…
Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by…
We propose an algorithm named best-scored random forest for binary classification problems. The terminology "best-scored" means to select the one with the best empirical performance out of a certain number of purely random tree candidates…
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…
Probably Approximately Correct (PAC) bounds are widely used to derive probabilistic guarantees for the generalisation of machine learning models. They highlight the components of the model which contribute to its generalisation capacity.…