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A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is known about the function, space-filling design is advisable:…

Statistics Theory · Mathematics 2018-09-03 Luc Pronzato , Anatoly Zhigljavsky

Unbiased assessment of the predictivity of models learnt by supervised machine-learning methods requires knowledge of the learned function over a reserved test set (not used by the learning algorithm). The quality of the assessment depends,…

Statistics Theory · Mathematics 2022-07-11 Elias Fekhari , Bertrand Iooss , Joseph Muré , Luc Pronzato , Maria-João Rendas

Numerical predictions of quantities of interest measured within physical systems rely on the use of mathematical models that should be validated, or at best, not invalidated. Model validation usually involves the comparison of experimental…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Antonin Paquette-Rufiange , Serge Prudhomme , Marc Laforest

One of the possible objectives when designing experiments is to build or formulate a model for predicting future observations. When the primary objective is prediction, some typical approaches in the planning phase are to use…

Methodology · Statistics 2021-10-04 Trent Lemkus , Philip Ramsey , Christopher Gotwalt , Maria Weese

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit…

Methodology · Statistics 2024-03-12 Stephen Bates , Trevor Hastie , Robert Tibshirani

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

Methodology · Statistics 2017-12-25 Jing Lei

We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules…

Numerical Analysis · Mathematics 2022-10-12 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…

Statistics Theory · Mathematics 2011-02-01 Sylvain Arlot , Alain Celisse

When performing supervised learning with the model selected using validation error from sample splitting and cross validation, the minimum value of the validation error can be biased downward. We propose two simple methods that use the…

Methodology · Statistics 2018-02-13 Leying Guan

A design-based individual prediction approach is developed based on the expected cross-validation results, given the sampling design and the sample-splitting design for cross-validation. Whether the predictor is selected from an ensemble of…

Machine Learning · Statistics 2023-01-24 Li-Chun Zhang , Danhyang Lee

Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…

Statistics Theory · Mathematics 2008-12-18 Yuhong Yang

Validation accuracy is a necessary, but not sufficient, measure of a neural network classifier's quality. High validation accuracy during development does not guarantee that a model is free of serious flaws, such as vulnerability to…

Machine Learning · Computer Science 2019-10-08 John S. Hyatt , Michael S. Lee

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

Proving local robustness is crucial to increase the reliability of neural networks. While many verifiers prove robustness in $L_\infty$ $\epsilon$-balls, very little work deals with robustness verification in $L_0$ $\epsilon$-balls,…

Machine Learning · Computer Science 2024-10-01 Yuval Shapira , Naor Wiesel , Shahar Shabelman , Dana Drachsler-Cohen

We propose a set of kernel-based tools to evaluate the designs and tune the hyperparameters of conditional sequence models, with a focus on problems in computational biology. The backbone of our tools is a new measure of discrepancy between…

Machine Learning · Statistics 2025-10-20 Pierre Glaser , Steffanie Paul , Alissa M. Hummer , Charlotte M. Deane , Debora S. Marks , Alan N. Amin

Algorithmic verification of realistic systems to satisfy safety and other temporal requirements has suffered from poor scalability of the employed formal approaches. To design systems with rigorous guarantees, many approaches still rely on…

Systems and Control · Electrical Eng. & Systems 2024-03-18 Oliver Schön , Zhengang Zhong , Sadegh Soudjani

There is a growing trend in molecular and synthetic biology of using mechanistic (non machine learning) models to design biomolecular networks. Once designed, these networks need to be validated by experimental results to ensure the…

Quantitative Methods · Quantitative Biology 2020-11-26 Ruby Sedgwick , John Goertz , Molly Stevens , Ruth Misener , Mark van der Wilk
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