Related papers: Controlled abstention neural networks for identify…
This paper shows that the common method used for making predictions under uncertainty in A1 and science is in error. This method is to use currently available data to select the best model from a given class of models-this process is called…
Neural Processes (NPs) (Garnelo et al 2018a;b) approach regression by learning to map a context set of observed input-output pairs to a distribution over regression functions. Each function models the distribution of the output given an…
One of the most common problems preventing the application of prediction models in the real world is lack of generalization: The accuracy of models, measured in the benchmark does repeat itself on future data, e.g. in the settings of real…
Abstaining classifiers have the option to refrain from providing a prediction for instances that are difficult to classify. The abstention mechanism is designed to trade off the classifier's performance on the accepted data while ensuring a…
Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…
Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…
In response to the continuously changing feedstock supply and market demand for products with different specifications, the processes need to be operated at time-varying operating conditions and targets (e.g., setpoints) to improve the…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
Algorithms in machine learning and AI do critically depend on at least three key components: (i) the risk function, which is the expectation of the loss function, (ii) the function space, which is often called the hypothesis space, and…
We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…
Bayesian Neural Networks (BNNs) have become one of the promising approaches for uncertainty estimation due to the solid theorical foundations. However, the performance of BNNs is affected by the ability of catching uncertainty. Instead of…
Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…
This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…
Learning, whether natural or artificial, is a process of selection. It starts with a set of candidate options and selects the more successful ones. In the case of machine learning the selection is done based on empirical estimates of…
Neural networks and in particular the attention mechanism have brought significant advances to the field of Automated Essay Scoring. Many of these systems use a regression-based model which may be prone to underfitting when the model only…
Diversity of environments is a key challenge that causes learned robotic controllers to fail due to the discrepancies between the training and evaluation conditions. Training from demonstrations in various conditions can mitigate---but not…
Prediction accuracy and model explainability are the two most important objectives when developing machine learning algorithms to solve real-world problems. The neural networks are known to possess good prediction performance, but lack of…
Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…
We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…
The lossless data compression algorithm based on Bayesian Attention Networks is derived from first principles. Bayesian Attention Networks are defined by introducing an attention factor per a training sample loss as a function of two sample…