Related papers: Hedging predictions in machine learning
This article introduces the groundbreaking concept of the financial differential machine learning algorithm through a rigorous mathematical framework. Diverging from existing literature on financial machine learning, the work highlights the…
Supervised classification can be effective for prediction but sometimes weak on interpretability or explainability (XAI). Clustering, on the other hand, tends to isolate categories or profiles that can be meaningful but there is no…
The ability to perform computation on devices, such as smartphones, cars, or other nodes present at the Internet of Things leads to constraints regarding bandwidth, storage, and energy, as most of these devices are mobile and operate on…
Hyperedge prediction is a fundamental task to predict future high-order relations based on the observed network structure. Existing hyperedge prediction methods, however, suffer from the data sparsity problem. To alleviate this problem,…
Artificial neural networks have advanced the frontiers of reversible steganography. The core strength of neural networks is the ability to render accurate predictions for a bewildering variety of data. Residual modulation is recognised as…
Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…
Currently, many verification algorithms are available to improve the reliability of software systems. Selecting the appropriate verification algorithm typically demands domain expertise and non-trivial manpower. An automated algorithm…
The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…
A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…
Improving algorithms via predictions is a very active research topic in recent years. This paper initiates the systematic study of mechanism design in this model. In a number of well-studied mechanism design settings, we make use of…
Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…
This paper studies theoretically and empirically a method of turning machine-learning algorithms into probabilistic predictors that automatically enjoys a property of validity (perfect calibration) and is computationally efficient. The…
Hedging is a strategy for softening the impact of a statement in conversation. In reducing the strength of an expression, it may help to avoid embarrassment (more technically, ``face threat'') to one's listener. For this reason, it is often…
Probabilistic predictions can be evaluated through comparisons with observed label frequencies, that is, through the lens of calibration. Recent scholarship on algorithmic fairness has started to look at a growing variety of…
Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…
Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…
Instance embeddings are an efficient and versatile image representation that facilitates applications like recognition, verification, retrieval, and clustering. Many metric learning methods represent the input as a single point in the…
Recent results in nonparametric regression show that for deep learning, i.e., for neural network estimates with many hidden layers, we are able to achieve good rates of convergence even in case of high-dimensional predictor variables,…
The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly…
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…