相关论文: PAC-Bayesian AUC classification and scoring

This paper presents eight PAC-Bayes bounds to analyze the generalization performance of multi-view classifiers. These bounds adopt data dependent Gaussian priors which emphasize classifiers with high view agreements. The center of the prior…

The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss…

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine learning algorithms may have disparate impacts on protected groups. To address this, we develop methods for Bayes-optimal fair classification, aiming to minimize classification error subject to given group fairness constraints. We…

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

In this article, we propose a novel spatial global-local spike-and-slab selection prior for image-on-scalar regression. We consider a Bayesian hierarchical Gaussian process model for image smoothing, that uses a flexible Inverse-Wishart…

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

The Area Under the ROC Curve (AUC) is an important model metric for evaluating binary classifiers, and many algorithms have been proposed to optimize AUC approximately. It raises the question of whether the generally insignificant gains…

The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…

We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…

The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…

The use of machine learning models in consequential decision making often exacerbates societal inequity, in particular yielding disparate impact on members of marginalized groups defined by race and gender. The area under the ROC curve…

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…