相关论文: CHASE: Competing Hypotheses for Ambiguity-Aware Se…

We study continuous-time portfolio choice with nonlinear payoffs under smooth ambiguity and Bayesian learning. We develop a general framework for dynamic, non-concave asset allocation that accommodates nonlinear payoffs, broad utility…

Successive Halving is a popular algorithm for hyperparameter optimization which allocates exponentially more resources to promising candidates. However, the algorithm typically relies on intermediate performance values to make resource…

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

We study the key framework of learning with abstention in the multi-class classification setting. In this setting, the learner can choose to abstain from making a prediction with some pre-defined cost. We present a series of new theoretical…

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Large language models are increasingly used to answer and verify scientific claims, yet existing evaluations typically assume that a model must always produce a definitive answer. In scientific settings, however, unsupported or uncertain…

Deep neural networks have proven to be extremely powerful, however, they are also vulnerable to adversarial attacks which can cause hazardous incorrect predictions in safety-critical applications. Certified robustness via randomized…

Deep neural networks exhibit remarkable performance, yet their black-box nature limits their utility in fields like healthcare where interpretability is crucial. Existing explainability approaches often sacrifice accuracy and lack…

Sequential recommendation effectively models dynamic user interests but continues to face challenges related to data sparsity. While self-supervised learning has alleviated this issue to some extent, most existing methods focus exclusively…

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Fake news detection becomes particularly challenging in real-time scenarios, where emerging events often lack sufficient supporting evidence. Existing approaches often rely heavily on external evidence and therefore struggle to generalize…

Accurate prediction of outcomes is crucial for clinical decision-making and personalized patient care. Supervised machine learning algorithms, which are commonly used for outcome prediction in the medical domain, optimize for predictive…

Motivated by Supervised Opinion Analysis, we propose a novel framework devoted to Structured Output Learning with Abstention (SOLA). The structure prediction model is able to abstain from predicting some labels in the structured output at a…

This paper develops a theory of learning under ambiguity induced by the decision maker's beliefs about the collection of data correlated with the true state of the world. Within our framework, two classical results on Bayesian learning…

Active learning has long been a topic of study in machine learning. However, as increasingly complex and opaque models have become standard practice, the process of active learning, too, has become more opaque. There has been little…

Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…

Accurately knowing uncertainties in appearance-based gaze tracking is critical for ensuring reliable downstream applications. Due to the lack of individual uncertainty labels, current uncertainty-aware approaches adopt probabilistic models…

Adversarial environments require agents to navigate a key strategic trade-off: acquiring information enhances situational awareness, but may simultaneously expose them to threats. To investigate this tension, we formulate a…