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In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…

Machine Learning · Computer Science 2025-09-23 Wenjian Huang , Guiping Cao , Jiahao Xia , Jingkun Chen , Hao Wang , Jianguo Zhang

Structural damage due to excessive loading or environmental degradation typically occurs in localized areas in the absence of collapse. This prior information about the spatial sparseness of structural damage is exploited here by a…

Applications · Statistics 2015-03-29 Yong Huang , James L. Beck

Noise-tolerant PAC learning of linear models has been of central interests in machine learning community since the last century. In recent years, many computationally-efficient algorithms have been proposed for the problem of learning…

Machine Learning · Computer Science 2026-05-19 Rita Adhikari , Shiwei Zeng

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…

Machine Learning · Statistics 2023-03-30 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafael Wisniewski , Mihaly Petreczky

Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive…

Statistics Theory · Mathematics 2023-12-05 Seonghyun Jeong , Veronika Rockova

In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of…

Machine Learning · Statistics 2012-06-26 Yutian Chen , Max Welling

PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might…

Machine Learning · Statistics 2024-11-27 Antoine Picard-Weibel , Roman Moscoviz , Benjamin Guedj

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

Explaining how overparametrized neural networks simultaneously achieve low risk and zero empirical risk on benchmark datasets is an open problem. PAC-Bayes bounds optimized using variational inference (VI) have been recently proposed as a…

Machine Learning · Computer Science 2020-03-06 Konstantinos Pitas

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds…

Machine Learning · Statistics 2017-02-14 Pascal Germain , Francis Bach , Alexandre Lacoste , Simon Lacoste-Julien

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…

Machine Learning · Statistics 2020-12-29 Omar Rivasplata , Ilja Kuzborskij , Csaba Szepesvari , John Shawe-Taylor

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions:…

Machine Learning · Computer Science 2021-10-20 Valentina Zantedeschi , Paul Viallard , Emilie Morvant , Rémi Emonet , Amaury Habrard , Pascal Germain , Benjamin Guedj

Uncertainty estimation in large deep-learning models is a computationally challenging task, where it is difficult to form even a Gaussian approximation to the posterior distribution. In such situations, existing methods usually resort to a…

Machine Learning · Computer Science 2019-01-15 Aaron Mishkin , Frederik Kunstner , Didrik Nielsen , Mark Schmidt , Mohammad Emtiyaz Khan

Symmetries are known to improve the empirical performance of machine learning models, yet theoretical guarantees explaining these gains remain limited. Prior work has focused mainly on compact group symmetries and often assumes that the…

Machine Learning · Computer Science 2025-10-21 Armin Beck , Peter Ochs