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This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

Multi-modal problems can be effectively addressed using multiple hypothesis frameworks, but integrating these frameworks into learning models poses significant challenges. This paper introduces a Structured Radial Basis Function Network…

Machine Learning · Computer Science 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

We propose and analyze a novel theoretical and algorithmic framework for structured prediction. While so far the term has referred to discrete output spaces, here we consider more general settings, such as manifolds or spaces of probability…

Machine Learning · Statistics 2020-02-14 Carlo Ciliberto , Lorenzo Rosasco , Alessandro Rudi

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…

Machine Learning · Statistics 2022-07-12 David Rügamer , Chris Kolb , Nadja Klein

Many structured prediction tasks in machine vision have a collection of acceptable answers, instead of one definitive ground truth answer. Segmentation of images, for example, is subject to human labeling bias. Similarly, there are multiple…

Computer Vision and Pattern Recognition · Computer Science 2020-08-26 Michael Firman , Neill D. F. Campbell , Lourdes Agapito , Gabriel J. Brostow

Conformal prediction quantifies the uncertainty of machine learning models by augmenting point predictions with valid prediction sets. For complex scenarios involving multiple trials, models, or data sources, conformal prediction sets can…

Machine Learning · Computer Science 2025-12-25 Gina Wong , Drew Prinster , Suchi Saria , Rama Chellappa , Anqi Liu

In this work we provide a theoretical framework for structured prediction that generalizes the existing theory of surrogate methods for binary and multiclass classification based on estimating conditional probabilities with smooth convex…

Machine Learning · Computer Science 2019-02-14 Alex Nowak-Vila , Francis Bach , Alessandro Rudi

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Methodology · Statistics 2021-03-31 Max Goplerud

Although deep learning models have achieved state-of-the-art performance on a number of vision tasks, generalization over high dimensional multi-modal data, and reliable predictive uncertainty estimation are still active areas of research.…

Machine Learning · Computer Science 2020-12-10 Samarth Sinha , Homanga Bharadhwaj , Anirudh Goyal , Hugo Larochelle , Animesh Garg , Florian Shkurti

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Ensembles are widely used in machine learning and, usually, provide state-of-the-art performance in many prediction tasks. From the very beginning, the diversity of an ensemble has been identified as a key factor for the superior…

Machine Learning · Computer Science 2022-02-17 Luis A. Ortega , Rafael Cabañas , Andrés R. Masegosa

Brain function is organized in coordinated modes of spatio-temporal activity (functional networks) exhibiting an intrinsic baseline structure with variations under different experimental conditions. Existing approaches for uncovering such…

Methodology · Statistics 2019-02-13 Joshua Lukemire , Suprateek Kundu , Giuseppe Pagnoni , Ying Guo

In classification applications, we often want probabilistic predictions to reflect confidence or uncertainty. Dropout, a commonly used training technique, has recently been linked to Bayesian inference, yielding an efficient way to quantify…

Machine Learning · Computer Science 2019-06-25 Zhilu Zhang , Adrian V. Dalca , Mert R. Sabuncu

This paper addresses the challenge of jointly modeling user intent diversity and behavioral uncertainty in recommender systems. A unified representation learning framework is proposed. The framework builds a multi-intent representation…

Information Retrieval · Computer Science 2025-09-08 Wei Xu , Jiasen Zheng , Junjiang Lin , Mingxuan Han , Junliang Du

The calibration of predictive distributions has been widely studied in deep learning, but the same cannot be said about the more specific epistemic uncertainty as produced by Deep Ensembles, Bayesian Deep Networks, or Evidential Deep…

Machine Learning · Computer Science 2024-07-18 Mohammed Fellaji , Frédéric Pennerath , Brieuc Conan-Guez , Miguel Couceiro

So far, many network-structure-based link prediction methods have been proposed. However, these methods only highlight one or two structural features of networks, and then use the methods to predict missing links in different networks. The…

Physics and Society · Physics 2017-09-01 Chuang Ma , Zhong-Kui Bao , Hai-Feng Zhang
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