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In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

Signal Processing · Electrical Eng. & Systems 2025-04-08 Nadav E. Rosenthal , Joseph Tabrikian

In this work, we propose a PAC-Bayes bound for the generalization risk of the Gibbs classifier in the multi-class classification framework. The novelty of our work is the critical use of the confusion matrix of a classifier as an error…

Machine Learning · Statistics 2013-10-23 Emilie Morvant , Sokol Koço , Liva Ralaivola

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic…

Machine Learning · Statistics 2015-04-02 Eric Bax

We study in this paper lower bounds for the generalization error of models derived from multi-layer neural networks, in the regime where the size of the layers is commensurate with the number of samples in the training data. We show that…

Machine Learning · Statistics 2022-07-08 Inbar Seroussi , Ofer Zeitouni

This paper investigates the expected excess risk of in-context learning (ICL) for multiclass classification. We formalize each task as a sequence of labeled examples followed by a query input; a pretrained model then estimates the query's…

Machine Learning · Statistics 2025-09-03 Chenrui Liu , Falong Tan , Chuanlong Xie , Yicheng Zeng , Lixing Zhu

In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of various large margin classifiers. The…

Statistics Theory · Mathematics 2011-11-10 Xiaotong Shen , Lifeng Wang

Deep learning systems have been reported to achieve state-of-the-art performances in many applications, and a key is the existence of well trained classifiers on benchmark datasets. As a main-stream loss function, the cross entropy can…

Machine Learning · Computer Science 2022-09-22 Jirong Yi , Qiaosheng Zhang , Zhen Chen , Qiao Liu , Wei Shao

A variety of different performance metrics are commonly used in the machine learning literature for the evaluation of classification systems. Some of the most common ones for measuring quality of hard decisions are standard and balanced…

Machine Learning · Computer Science 2023-09-22 Luciana Ferrer

We show that forms of Bayesian and MDL inference that are often applied to classification problems can be *inconsistent*. This means there exists a learning problem such that for all amounts of data the generalization errors of the MDL…

Statistics Theory · Mathematics 2007-07-16 Peter Grunwald , John Langford

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…

Machine Learning · Computer Science 2017-11-07 Geoff Pleiss , Manish Raghavan , Felix Wu , Jon Kleinberg , Kilian Q. Weinberger

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online…

Methodology · Statistics 2019-01-30 Ahmed M. Alaa , Mihaela van der Schaar

We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes…

Machine Learning · Statistics 2012-01-31 Bela A. Frigyik , Maya R. Gupta

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Existing generalization theories of supervised learning typically take a holistic approach and provide bounds for the expected generalization over the whole data distribution, which implicitly assumes that the model generalizes similarly…

Machine Learning · Computer Science 2024-01-08 Firas Laakom , Yuheng Bu , Moncef Gabbouj

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Calibration requires predictor outputs to be consistent with their Bayesian posteriors. For machine learning predictors that do not distinguish between small perturbations, calibration errors are continuous in predictions, e.g., smooth…

Machine Learning · Computer Science 2025-04-23 Jason Hartline , Yifan Wu , Yunran Yang

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the…

Machine Learning · Statistics 2020-04-15 Geoffrey J. McLachlan , Daniel Ahfock

Previous research on PAC-Bayes learning theory has focused extensively on establishing tight upper bounds for test errors. A recently proposed training procedure called PAC-Bayes training, updates the model toward minimizing these bounds.…

Machine Learning · Statistics 2024-10-22 Xitong Zhang , Avrajit Ghosh , Guangliang Liu , Rongrong Wang