Related papers: How Does Bayes Error Limit Probabilistic Robust Ac…
Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…
While the performance of machine learning systems has experienced significant improvement in recent years, relatively little attention has been paid to the fundamental question: to what extent can we improve our models? This paper provides…
In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…
In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…
With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…
We consider the problem of state estimation from limited discrete and noisy measurements. In particular, we focus on modal state estimation, which approximates the unknown state of the system within a prescribed basis. We estimate the…
We introduce a new, efficient, principled and backpropagation-compatible algorithm for learning a probability distribution on the weights of a neural network, called Bayes by Backprop. It regularises the weights by minimising a compression…
A fundamental problem in adversarial machine learning is to quantify how much training data is needed in the presence of evasion attacks. In this paper we address this issue within the framework of PAC learning, focusing on the class of…
Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…
Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…
Current methods for training robust networks lead to a drop in test accuracy, which has led prior works to posit that a robustness-accuracy tradeoff may be inevitable in deep learning. We take a closer look at this phenomenon and first show…
Cooperative geolocation has attracted significant research interests in recent years. A large number of localization algorithms rely on the availability of statistical knowledge of measurement errors, which is often difficult to obtain in…
Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…
Deep models, while being extremely versatile and accurate, are vulnerable to adversarial attacks: slight perturbations that are imperceptible to humans can completely flip the prediction of deep models. Many attack and defense mechanisms…
From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…
Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…
Deep neural networks have become widely used, obtaining remarkable results in domains such as computer vision, speech recognition, natural language processing, audio recognition, social network filtering, machine translation, and…