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Related papers: Non-Bayesian Learning in Misspecified Models

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The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

We propose Posterior Bootstrap, a set of algorithms extending Weighted Likelihood Bootstrap, to properly incorporate prior information and address the problem of model misspecification in Bayesian inference. We consider two approaches to…

Methodology · Statistics 2021-04-19 Emilia Pompe

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

We consider an agent who represents uncertainty about the environment via a possibly misspecified model. Each period, the agent takes an action, observes a consequence, and uses Bayes' rule to update her belief about the environment. This…

Theoretical Economics · Economics 2019-10-24 Ignacio Esponda , Demian Pouzo , Yuichi Yamamoto

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian…

Machine Learning · Statistics 2024-11-07 Thomas D Swinburne , Danny Perez

When dealing with multi-class classification problems, it is common practice to build a model consisting of a series of binary classifiers using a learning paradigm which dictates how the classifiers are built and combined to discriminate…

Machine Learning · Computer Science 2021-01-06 Daniel Cauchi , Adrian Muscat

In an ideal setting for Bayesian agents, a perfect description of the rules of the environment (i.e., the objective observation model) is available, allowing them to reason through the Bayesian posterior to update their beliefs in an…

Methodology · Statistics 2023-11-10 Tianjin Li

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham

Semi-supervised learning is an important and active topic of research in pattern recognition. For classification using linear discriminant analysis specifically, several semi-supervised variants have been proposed. Using any one of these…

Machine Learning · Statistics 2014-11-18 Jesse H. Krijthe , Marco Loog

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…

Machine Learning · Statistics 2017-07-18 Thomas Brouwer , Jes Frellsen , Pietro Lió

We study optimal estimation when the likelihood may be misspecified. Building on tools from the theory of decision-making under uncertainty, we analyze a class of axiomatically grounded optimality criteria which nests several existing…

Econometrics · Economics 2026-04-28 Isaiah Andrews , Ricky Li , Yucheng Shang

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

Supervised classification is one of the most ubiquitous tasks in machine learning. Generative classifiers based on Bayesian networks are often used because of their interpretability and competitive accuracy. The widely used naive and TAN…

Machine Learning · Statistics 2024-05-29 Manuele Leonelli , Gherardo Varando

Deep neural networks often make decisions based on the spurious correlations inherent in the dataset, failing to generalize in an unbiased data distribution. Although previous approaches pre-define the type of dataset bias to prevent the…

Computer Vision and Pattern Recognition · Computer Science 2021-08-24 Eungyeup Kim , Jihyeon Lee , Jaegul Choo

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Methodology · Statistics 2020-07-31 Jonathan H. Huggins , Jeffrey W. Miller

Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this…

Machine Learning · Computer Science 2022-09-19 Yaniv Yacoby , Weiwei Pan , Finale Doshi-Velez

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

A highly accurate but overconfident model is ill-suited for deployment in critical applications such as healthcare and autonomous driving. The classification outcome should reflect a high uncertainty on ambiguous in-distribution samples…

Machine Learning · Computer Science 2022-10-25 Sumedha Singla , Nihal Murali , Forough Arabshahi , Sofia Triantafyllou , Kayhan Batmanghelich

Bias in classifiers is a severe issue of modern deep learning methods, especially for their application in safety- and security-critical areas. Often, the bias of a classifier is a direct consequence of a bias in the training dataset,…

Computer Vision and Pattern Recognition · Computer Science 2021-03-11 Christian Reimers , Paul Bodesheim , Jakob Runge , Joachim Denzler