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The use of machine learning methods for predictive purposes has increased dramatically over the past two decades, but uncertainty quantification for predictive comparisons remains elusive. This paper addresses this gap by extending the…
Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…
Actively inferring user preferences, for example by asking good questions, is important for any human-facing decision-making system. Active inference allows such systems to adapt and personalize themselves to nuanced individual preferences.…
Learning with limited data is one of the biggest problems of machine learning. Current approaches to this issue consist in learning general representations from huge amounts of data before fine-tuning the model on a small dataset of…
This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…
Partial code usually involves non-fully-qualified type names (non-FQNs) and undeclared receiving objects. Resolving the FQNs of these non-FQN types and undeclared receiving objects (referred to as type inference) is the prerequisite to…
Proxy-based Deep Metric Learning (DML) learns deep representations by embedding images close to their class representatives (proxies), commonly with respect to the angle between them. However, this disregards the embedding norm, which can…
Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen…
Efficient and scalable non-parametric or semi-parametric regression analysis and density estimation are of crucial importance to the fields of statistics and machine learning. However, available methods are limited in their ability to…
A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control…
Unobserved confounding is a fundamental obstacle to establishing valid causal conclusions from observational data. Two complementary types of approaches have been developed to address this obstacle: obtaining identification using fortuitous…
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…
With the support of Internet of Things (IoT) devices, it is possible to acquire data from degradation phenomena and design data-driven models to perform anomaly detection in industrial equipment. This approach not only identifies potential…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…
Understanding and interpreting how machine learning (ML) models make decisions have been a big challenge. While recent research has proposed various technical approaches to provide some clues as to how an ML model makes individual…
Recent work has demonstrated surprisingly good performance of pre-trained LLMs on regression tasks (for example, time-series prediction), with the ability to incorporate expert prior knowledge and the information contained in textual…
Acquiring and training on large-scale labeled data can be impractical due to cost constraints. Additionally, the use of small training datasets can result in considerable variability in model outcomes, overfitting, and learning of spurious…
In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…
In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…