Related papers: A Heisenberg-esque Uncertainty Principle for Simul…
At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…
For many interesting tasks, such as medical diagnosis and web page classification, a learner only has access to some positively labeled examples and many unlabeled examples. Learning from this type of data requires making assumptions about…
Consider the problem of learning, from non-experimental data, the causal (Markov equivalence) structure of the true, unknown causal Bayesian network (CBN) on a given, fixed set of (categorical) variables. This learning problem is known to…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
Machine unlearning seeks to remove the influence of specified data from a trained model. While the unlearning accuracy provides a widely used metric for assessing unlearning performance, it falls short in assessing the reliability of…
Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…
Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…
The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…
Many real-world applications require machine-learning models to be able to deal with non-stationary data distributions and thus learn autonomously over an extended period of time, often in an online setting. One of the main challenges in…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
The Delta method is a classical procedure for quantifying epistemic uncertainty in statistical models, but its direct application to deep neural networks is prevented by the large number of parameters $P$. We propose a low cost variant of…
This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…
Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…
We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…
Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
Learning user preferences for products based on their past purchases or reviews is at the cornerstone of modern recommendation engines. One complication in this learning task is that some users are more likely to purchase products or review…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…
Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…