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The Brier score is a widely used metric evaluating overall performance of probabilistic predictions for binary outcomes in clinical research. However, its interpretation can be complex, as it does not align with commonly taught concepts in…

Applications · Statistics 2025-07-08 Linard Hoessly

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

Machine Learning · Computer Science 2019-03-26 Weihao Kong , Gregory Valiant

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…

Classifier-guided diffusion models generate conditional samples by augmenting the reverse-time score with the gradient of the log-probability predicted by a probabilistic classifier. In practice, this classifier is usually obtained by…

Machine Learning · Statistics 2026-02-06 Sharan Sahu , Arisina Banerjee , Yuchen Wu

We theoretically analyse the limits of robustness to test-time adversarial and noisy examples in classification. Our work focuses on deriving bounds which uniformly apply to all classifiers (i.e all measurable functions from features to…

Machine Learning · Statistics 2020-11-13 Elvis Dohmatob

We study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted…

Statistics Theory · Mathematics 2007-06-13 Yoav Freund , Yishay Mansour , Robert E. Schapire

In cases of uncertainty, a multi-class classifier preferably returns a set of candidate classes instead of predicting a single class label with little guarantee. More precisely, the classifier should strive for an optimal balance between…

Machine Learning · Computer Science 2020-05-28 Thomas Mortier , Marek Wydmuch , Krzysztof Dembczyński , Eyke Hüllermeier , Willem Waegeman

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

In machine learning, it is common to optimize the parameters of a probabilistic model, modulated by an ad hoc regularization term that penalizes some values of the parameters. Regularization terms appear naturally in Variational Inference,…

Machine Learning · Computer Science 2024-02-08 Pierre Wolinski , Guillaume Charpiat , Yann Ollivier

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators,…

Methodology · Statistics 2024-11-12 Rom Gutman , Ehud Karavani , Yishai Shimoni

We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and…

Methodology · Statistics 2023-05-12 Jae Kwang Kim , Kosuke Morikawa

In real-world classification problems, the class balance in the training dataset does not necessarily reflect that of the test dataset, which can cause significant estimation bias. If the class ratio of the test dataset is known, instance…

Machine Learning · Computer Science 2012-06-22 Marthinus Du Plessis , Masashi Sugiyama

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

In multi-label classification, where a single example may be associated with several class labels at the same time, the ability to model dependencies between labels is considered crucial to effectively optimize non-decomposable evaluation…

Machine Learning · Computer Science 2021-06-23 Michael Rapp , Eneldo Loza Mencía , Johannes Fürnkranz , Eyke Hüllermeier

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…

Machine Learning · Computer Science 2019-10-29 Meelis Kull , Miquel Perello-Nieto , Markus Kängsepp , Telmo Silva Filho , Hao Song , Peter Flach

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the…

Machine Learning · Statistics 2014-05-15 Zachary Chase Lipton , Charles Elkan , Balakrishnan Narayanaswamy

We address the problem of \emph{quantification}, a supervised learning task whose goal is, given a class, to estimate the relative frequency (or \emph{prevalence}) of the class in a dataset of unlabelled items. Quantification has several…

Machine Learning · Computer Science 2021-09-21 Andrea Esuli , Fabrizio Sebastiani