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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Estimating how well a machine learning model performs during inference is critical in a variety of scenarios (for example, to quantify uncertainty, or to choose from a library of available models). However, the standard accuracy estimate of…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Xuechen Zhang , Samet Oymak , Jiasi Chen

Social learning, copying other's behavior without actual experience, offers a cost-effective means of knowledge acquisition. However, it raises the fundamental question of which individuals have reliable information: successful individuals…

Social and Information Networks · Computer Science 2022-03-08 Anil Yaman , Nicolas Bredeche , Onur Çaylak , Joel Z. Leibo , Sang Wan Lee

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…

Machine Learning · Statistics 2026-02-10 Anchit Jain , Stephen Bates

We investigate the problem of determining the predictive confidence (or, conversely, uncertainty) of a neural classifier through the lens of low-resource languages. By training models on sub-sampled datasets in three different languages, we…

Computation and Language · Computer Science 2022-10-28 Dennis Ulmer , Jes Frellsen , Christian Hardmeier

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…

Machine Learning · Computer Science 2017-06-13 Moses Charikar , Jacob Steinhardt , Gregory Valiant

Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…

Methodology · Statistics 2024-05-03 Tijana Zrnic , William Fithian

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…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

We propose a simple yet effective solution to tackle the often-competing goals of fairness and utility in classification tasks. While fairness ensures that the model's predictions are unbiased and do not discriminate against any particular…

Machine Learning · Computer Science 2023-08-16 Anique Tahir , Lu Cheng , Huan Liu

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one…

Machine Learning · Computer Science 2021-04-01 Agustin Castellano , Juan Bazerque , Enrique Mallada

We consider the problem of learning fair decision systems in complex scenarios in which a sensitive attribute might affect the decision along both fair and unfair pathways. We introduce a causal approach to disregard effects along unfair…

Machine Learning · Statistics 2018-02-23 Silvia Chiappa , Thomas P. S. Gillam

There is a broad consensus on the importance of deep learning models in tasks involving complex data. Often, an adequate understanding of these models is required when focusing on the transparency of decisions in human-critical…

Goal-oriented conversational systems require making sequential decisions under uncertainty about the user's intent, where the algorithm must balance information acquisition and target commitment over multiple turns. Existing approaches…

Computation and Language · Computer Science 2026-04-07 Xinyi Ling , Ye Liu , Reza Averly , Xia Ning

This paper introduces a rule for policy selection in the presence of estimation uncertainty, explicitly accounting for estimation risk. The rule belongs to the class of risk-aware rules on the efficient decision frontier, characterized as…

Econometrics · Economics 2026-01-21 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen , Liyang Sun

Sustainable forest management requires handling uncertainty introduced from various sources, considering different conflicting economic, environmental, and social objectives, and involving multiple decision-making periods. This study…

Optimization and Control · Mathematics 2024-05-28 Babooshka Shavazipour , Lovisa Engberg Sundström

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender