Related papers: The Sample Complexity of Multicalibration

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Verifying uniform conditions over continuous spaces through random sampling is fundamental in machine learning and control theory, yet classical coverage analyses often yield conservative bounds, particularly at small failure probabilities.…

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

In survey sampling, calibration is a very popular tool used to make total estimators consistent with known totals of auxiliary variables and to reduce variance. When the number of auxiliary variables is large, calibration on all the…

Dealing with biased data samples is a common task across many statistical fields. In survey sampling, bias often occurs due to unrepresentative samples. In causal studies with observational data, the treated versus untreated group…

Calibration can reduce overconfident predictions of deep neural networks, but can calibration also accelerate training? In this paper, we show that it can when used to prioritize some examples for performing subset selection. We study the…

Blasiok et al. [2023] proposed distance to calibration as a natural measure of calibration error that unlike expected calibration error (ECE) is continuous. Recently, Qiao and Zheng [2024] gave a non-constructive argument establishing the…

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

In this work, we review the theory involved in the Bayesian calibration of complex computer models, with particular emphasis on their use for applications involving computationally expensive simulations and scarce experimental data. In the…

We rigorously quantify the improvement in the sample complexity of variational divergence estimations for group-invariant distributions. In the cases of the Wasserstein-1 metric and the Lipschitz-regularized $\alpha$-divergences, the…

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

This paper studies the problem of post-hoc calibration of machine learning classifiers. We introduce the following desiderata for uncertainty calibration: (a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We show…

In this paper we study the problem of testing of constrained samplers over high-dimensional distributions with $(\varepsilon,\eta,\delta)$ guarantees. Samplers are increasingly used in a wide range of safety-critical ML applications, and…

We analyze the local Rademacher complexity of empirical risk minimization (ERM)-based multi-label learning algorithms, and in doing so propose a new algorithm for multi-label learning. Rather than using the trace norm to regularize the…

Model miscalibration has been frequently identified in modern deep neural networks. Recent work aims to improve model calibration directly through a differentiable calibration proxy. However, the calibration produced is often biased due to…

We study the problem of estimating multivariate log-concave probability density functions. We prove the first sample complexity upper bound for learning log-concave densities on $\mathbb{R}^d$, for all $d \geq 1$. Prior to our work, no…

Confidence calibration -- the problem of predicting probability estimates representative of the true correctness likelihood -- is important for classification models in many applications. We discover that modern neural networks, unlike…

We investigate the power of randomized algorithms for the maximum cardinality matching (MCM) and the maximum weight matching (MWM) problems in the online preemptive model. In this model, the edges of a graph are revealed one by one and the…

Valid statistical inference is challenging when the sample is subject to unknown selection bias. Data integration can be used to correct for selection bias when we have a parallel probability sample from the same population with some common…

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…