Related papers: On the Unknowable Limits to Prediction
Scientific inference involves obtaining the unknown properties or behavior of a system in the light of what is known, typically, without changing the system. Here we propose an alternative to this approach: a system can be modified in a…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
We informally call a stochastic process learnable if it admits a generalization error approaching zero in probability for any concept class with finite VC-dimension (IID processes are the simplest example). A mixture of learnable processes…
Despite the growing body of work in interpretable machine learning, it remains unclear how to evaluate different explainability methods without resorting to qualitative assessment and user-studies. While interpretability is an inherently…
We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…
Faced with an ever-increasing complexity of their domains of application, artificial learning agents are now able to scale up in their ability to process an overwhelming amount of information coming from their interaction with an…
The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…
Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…
This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…
We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…
This paper proposes Branch & Learn, a framework for Predict+Optimize to tackle optimization problems containing parameters that are unknown at the time of solving. Given an optimization problem solvable by a recursive algorithm satisfying…
Predictive models deployed in the real world may assign incorrect labels to instances with high confidence. Such errors or unknown unknowns are rooted in model incompleteness, and typically arise because of the mismatch between training…
Machine learning classifiers often produce probabilistic predictions that are critical for accurate and interpretable decision-making in various domains. The quality of these predictions is generally evaluated with proper losses, such as…
The high incidence of irreproducible research has led to urgent appeals for transparency and equitable practices in open science. For the scientific disciplines that rely on computationally intensive analyses of large data sets, a granular…
Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…
Decisions in organizations are about evaluating alternatives and choosing the one that would best serve organizational goals. To the extent that the evaluation of alternatives could be formulated as a predictive task with appropriate…
Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account…
Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet…
Everyday life is increasingly influenced by artificial intelligence, and there is no question that machine learning algorithms must be designed to be reliable and trustworthy for everyone. Specifically, computer scientists consider an…
We propose a simple yet effective solution to tackle the often-competing goals of fairness and utility in classification tasks. While fairness ensures that the model's predictions are unbiased and do not discriminate against any particular…