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Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…

Machine Learning · Statistics 2024-10-18 Trevor Campbell

Overfitting data is a well-known phenomenon related with the generation of a model that mimics too closely (or exactly) a particular instance of data, and may therefore fail to predict future observations reliably. In practice, this…

Machine Learning · Statistics 2023-04-14 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…

Methodology · Statistics 2020-09-22 Shouhao Zhou

Estimation under model misspecification arises in many signal processing problems, where the assumed observation model deviates from the true data-generating mechanism due to errors or simplifications. The misspecified Cram\'er-Rao bound…

Statistics Theory · Mathematics 2026-05-21 Malaak Khatib , Nadav Harel , Joseph Tabrikian , Tirza Routtenberg

Machine learning models have been shown to be vulnerable to membership inference attacks, i.e., inferring whether individuals' data have been used for training models. The lack of understanding about factors contributing success of these…

Machine Learning · Computer Science 2020-04-29 Farhad Farokhi , Mohamed Ali Kaafar

Active Learning for discriminative models has largely been studied with the focus on individual samples, with less emphasis on how classes are distributed or which classes are hard to deal with. In this work, we show that this is harmful.…

Machine Learning · Computer Science 2020-12-04 Jongwon Choi , Kwang Moo Yi , Jihoon Kim , Jinho Choo , Byoungjip Kim , Jin-Yeop Chang , Youngjune Gwon , Hyung Jin Chang

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

A standard approach in pattern classification is to estimate the distributions of the label classes, and then to apply the Bayes classifier to the estimates of the distributions in order to classify unlabeled examples. As one might expect,…

Machine Learning · Computer Science 2007-05-23 Nick Palmer , Paul W. Goldberg

In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…

Machine Learning · Computer Science 2024-10-08 Binchuan Qi

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

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

Machine unlearning aims to remove the influence of specific training data from a model while preserving reliable behavior on the remaining data, making reliable prediction and uncertainty estimation essential for evaluation. Calibration is…

Computation and Language · Computer Science 2026-05-21 Divyaksh Shukla , Ashutosh Modi

Class imbalance poses a significant challenge in classification tasks, where traditional approaches often lead to biased models and unreliable predictions. Undersampling and oversampling techniques have been commonly employed to address…

Machine Learning · Computer Science 2025-10-22 Matt Clifford , Jonathan Erskine , Alexander Hepburn , Raúl Santos-Rodríguez , Dario Garcia-Garcia

Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. We provide uncertainty-aware learners with a principled framework to characterize, and identify ways…

Machine Learning · Computer Science 2026-04-01 Sabina J. Sloman , Michele Caprio , Samuel Kaski

Tuning parameters in supervised learning problems are often estimated by cross-validation. The minimum value of the cross-validation error can be biased downward as an estimate of the test error at that same value of the tuning parameter.…

Applications · Statistics 2009-08-21 Ryan J. Tibshirani , Robert Tibshirani

Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…

Machine Learning · Computer Science 2022-05-24 John Kirchenbauer , Jacob Oaks , Eric Heim

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Sebastian G. Gruber , Aleksei Tiulpin , Florian Buettner , Matthew B. Blaschko

An efficient algorithm for the determination of Bayesian optimal discriminating designs for competing regression models is developed, where the main focus is on models with general distributional assumptions beyond the "classical" case of…

Computation · Statistics 2015-08-04 Holger Dette , Roman Guchenko , Viatcheslav B. Melas

We study the performance of machine learning binary classification techniques in terms of error probabilities. The statistical test is based on the Data-Driven Decision Function (D3F), learned in the training phase, i.e., what is…

Machine Learning · Computer Science 2023-01-19 Paolo Braca , Leonardo M. Millefiori , Augusto Aubry , Antonio De Maio , Peter Willett

Real-world applications of machine learning tools in high-stakes domains are often regulated to be fair, in the sense that the predicted target should satisfy some quantitative notion of parity with respect to a protected attribute.…

Machine Learning · Computer Science 2022-02-07 Han Zhao , Geoffrey J. Gordon