Related papers: Variational Imbalanced Regression: Fair Uncertaint…
Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…
Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…
Software vulnerability detection is critical for ensuring software security and reliability. Despite recent advances in deep learning, real-world vulnerability datasets suffer from two severe challenges: frequency imbalance and difficulty…
The standard approach for constructing a Mean-Variance portfolio involves estimating parameters for the model using collected samples. However, since the distribution of future data may not resemble that of the training set, the…
The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior…
Computational imaging plays a pivotal role in determining hidden information from sparse measurements. A robust inverse solver is crucial to fully characterize the uncertainty induced by these measurements, as it allows for the estimation…
This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…
In this work, we present a framework to measure and mitigate intrinsic biases with respect to protected variables --such as gender-- in visual recognition tasks. We show that trained models significantly amplify the association of target…
Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…
Learning with reduced labeling standards, such as noisy label, partial label, and multiple label candidates, which we generically refer to as \textit{imprecise} labels, is a commonplace challenge in machine learning tasks. Previous methods…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
Uncertainty estimation is a key factor that makes deep learning reliable in practical applications. Recently proposed evidential neural networks explicitly account for different uncertainties by treating the network's outputs as evidence to…
This paper considers the generation of prediction intervals (PIs) by neural networks for quantifying uncertainty in regression tasks. It is axiomatic that high-quality PIs should be as narrow as possible, whilst capturing a specified…
In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its variants, are based on assumptions that are often too rigid to…
In scenarios with long-tailed distributions, the model's ability to identify tail classes is limited due to the under-representation of tail samples. Class rebalancing, information augmentation, and other techniques have been proposed to…
Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…
In this paper, we propose a diversity-aware ensemble learning based algorithm, referred to as DAMVI, to deal with imbalanced binary classification tasks. Specifically, after learning base classifiers, the algorithm i) increases the weights…
Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…
The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…
The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…