Related papers: Classification Under Uncertainty: Data Analysis fo…
Estimating, understanding, and communicating uncertainty is fundamental to statistical epidemiology, where model-based estimates regularly inform real-world decisions. However, sources of uncertainty are rarely formalised, and existing…
Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…
The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…
This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…
The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…
In learning problems, the noise inherent to the task at hand hinders the possibility to infer without a certain degree of uncertainty. Quantifying this uncertainty, regardless of its wide use, assumes high relevance for security-sensitive…
Universal anomaly detection still remains a challenging problem in machine learning and medical image analysis. It is possible to learn an expected distribution from a single class of normative samples, e.g., through epistemic uncertainty…
During the COVID-19 pandemic, many institutions such as universities and workplaces implemented testing regimens with every member of some population tested longitudinally, and those testing positive isolated for some time. Although the…
Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…
Models notoriously suffer from dataset biases which are detrimental to robustness and generalization. The identify-emphasize paradigm shows a promising effect in dealing with unknown biases. However, we find that it is still plagued by two…
In machine learning, classification tasks serve as the cornerstone of a wide range of real-world applications. Reliable, trustworthy classification is particularly intricate in biomedical settings, where the ground truth is often inherently…
To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…
Unquantified sources of uncertainty in observational causal analyses can break the integrity of the results. One would never want another analyst to repeat a calculation with the same dataset, using a seemingly identical procedure, only to…
Labeling patients in electronic health records with respect to their statuses of having a disease or condition, i.e. case or control statuses, has increasingly relied on prediction models using high-dimensional variables derived from…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…
Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…
Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…
To build robust, fair, and safe AI systems, we would like our classifiers to say ``I don't know'' when facing test examples that are difficult or fall outside of the training classes.The ubiquitous strategy to predict under uncertainty is…
In this paper we focus on comparative diagnostic trials which are frequently employed to compare two markers with continuous or ordinal results. We derive explicit expressions for the optimal sampling ratio based on a common variance…