Related papers: Large Deviations for Classification Performance An…
We prove risk bounds for binary classification in high-dimensional settings when the sample size is allowed to be smaller than the dimensionality of the training set observations. In particular, we prove upper bounds for both 'compressive…
Mistakes in binary conditions are a source of error in many software systems. They happen when developers use, e.g., < or > instead of <= or >=. These boundary mistakes are hard to find and impose manual, labor-intensive work for software…
National statistical institutes currently investigate how to improve the output quality of official statistics based on machine learning algorithms. A key obstacle is concept drift, i.e., when the joint distribution of independent variables…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…
In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…
Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the…
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…
Extensive empirical evidence reveals that, for a wide range of different learning methods and datasets, the risk curve exhibits a double-descent (DD) trend as a function of the model size. In a recent paper [Zeyu,Kammoun,Thrampoulidis,2019]…
Deep learning systems have been reported to acheive state-of-the-art performances in many applications, and one of the keys for achieving this is the existence of well trained classifiers on benchmark datasets which can be used as backbone…
The paper presents a comparative study of the performance of Back Propagation and Instance Based Learning Algorithm for classification tasks. The study is carried out by a series of experiments will all possible combinations of parameter…
A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of various large margin classifiers. The…
The use of machine learning methods for predictive purposes has increased dramatically over the past two decades, but uncertainty quantification for predictive comparisons remains elusive. This paper addresses this gap by extending the…
Machine learning software, deep neural networks (DNN) software in particular, discerns valuable information from a large dataset, a set of data. Outcomes of such DNN programs are dependent on the quality of both learning programs and…
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…