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In this paper, we develop a new elegant framework relying on the Kullback-Leibler Information Criterion to address the design of one-stage adaptive detection architectures for multiple hypothesis testing problems. Specifically, at the…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Pia Addabbo , Sudan Han , Fillippo Biondi , Gaetano Giunta , Danilo Orlando

The performance of a quantum information processing protocol is ultimately judged by distinguishability measures that quantify how distinguishable the actual result of the protocol is from the ideal case. The most prominent…

Quantum Physics · Physics 2023-07-13 Soorya Rethinasamy , Rochisha Agarwal , Kunal Sharma , Mark M. Wilde

We study binary classification in the setting where the learner is presented with multiple corrupted training samples, with possibly different sample sizes and degrees of corruption, and introduce an approach based on minimizing a weighted…

Machine Learning · Statistics 2019-10-11 Clayton Scott , Jianxin Zhang

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

Model evaluation is a critical component in supervised machine learning classification analyses. Traditional metrics do not currently incorporate case difficulty. This renders the classification results unbenchmarked for generalization.…

Machine Learning · Computer Science 2023-02-10 Adrienne Kline , Joon Lee

This paper provides a unified perspective for the Kullback-Leibler (KL)-divergence and the integral probability metrics (IPMs) from the perspective of maximum likelihood density-ratio estimation (DRE). Both the KL-divergence and the IPMs…

Machine Learning · Computer Science 2022-02-01 Masahiro Kato , Masaaki Imaizumi , Kentaro Minami

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Information Theory · Computer Science 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…

Machine Learning · Computer Science 2022-03-01 Parikshit Gopalan , Nina Narodytska , Omer Reingold , Vatsal Sharan , Udi Wieder

The use of machine learning algorithms in healthcare can amplify social injustices and health inequities. While the exacerbation of biases can occur and compound during the problem selection, data collection, and outcome definition, this…

Machine Learning · Computer Science 2024-02-26 Nabil Kahouadji

Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…

Machine Learning · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh

Algorithm evaluation and comparison are fundamental questions in machine learning and statistics -- how well does an algorithm perform at a given modeling task, and which algorithm performs best? Many methods have been developed to assess…

Statistics Theory · Mathematics 2025-11-25 Yuetian Luo , Rina Foygel Barber

Prediction algorithms that quantify the expected benefit of a given treatment conditional on patient characteristics can critically inform medical decisions. Quantifying the performance of treatment benefit prediction algorithms is an…

Methodology · Statistics 2023-05-17 Yuan Xia , Paul Gustafson , Mohsen Sadatsafavi

Several researchers have experimentally shown that substantial improvements can be obtained in difficult pattern recognition problems by combining or integrating the outputs of multiple classifiers. This chapter provides an analytical…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh

This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…

Information Theory · Computer Science 2020-06-09 Michael Fauß , Alex Dysto , H. Vincent Poor

Several studies point out different causes of performance degradation in supervised machine learning. Problems such as class imbalance, overlapping, small-disjuncts, noisy labels, and sparseness limit accuracy in classification algorithms.…

Machine Learning · Computer Science 2020-04-17 Gustavo A. Valencia-Zapata , Carolina Gonzalez-Canas , Michael G. Zentner , Okan Ersoy , Gerhard Klimeck

Recently, continual learning has received a lot of attention. One of the significant problems is the occurrence of \emph{concept drift}, which consists of changing probabilistic characteristics of the incoming data. In the case of the…

Machine Learning · Computer Science 2022-10-11 Sebastián Basterrech , Michal Woźniak

The predictability of a time series is determined by the sensitivity to initial conditions of its data generating process. In this paper our goal is to characterize this sensitivity from a finite sample by assuming few hypotheses on the…

Chaotic Dynamics · Physics 2012-12-13 Quentin Giai Gianetto , Jean-Marc Le Caillec , Erwan Marrec

This paper addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

Systems and Control · Computer Science 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

This paper addresses the problem of approximating an unknown probability distribution with density $f$ -- which can only be evaluated up to an unknown scaling factor -- with the help of a sequential algorithm that produces at each iteration…

Statistics Theory · Mathematics 2024-09-23 Pascal Bianchi , Bernard Delyon , Victor Priser , François Portier