Related papers: A General Approach for Calibration Weighting under…
Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…
Loss functions play a central role in supervised classification. Cross-entropy (CE) is widely used, whereas the mean absolute error (MAE) loss can offer robustness but is difficult to optimize. Interpolating between the CE and MAE losses,…
Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…
The dynamic ensemble selection of classifiers is an effective approach for processing label-imbalanced data classifications. However, such a technique is prone to overfitting, owing to the lack of regularization methods and the dependence…
Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…
Parameter calibration is essential for reducing uncertainty and improving predictive fidelity in physics-based models, yet it is often limited by the high computational cost of model evaluations. Bayesian calibration methods provide a…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…
Empirical evaluation of deep learning models against adversarial attacks entails solving nontrivial constrained optimization problems. Popular algorithms for solving these constrained problems rely on projected gradient descent (PGD) and…
Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…
Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…
A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…
This paper presents a pressure-robust enriched Galerkin (EG) method for the Brinkman equations with minimal degrees of freedom based on EG velocity and pressure spaces. The velocity space consists of linear Lagrange polynomials enriched by…
We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…
To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…
As compared to using randomly generated sensing matrices, optimizing the sensing matrix w.r.t. a carefully designed criterion is known to lead to better quality signal recovery given a set of compressive measurements. In this paper, we…
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…