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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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123247370493 · Jun 202019922001200920172026
48 results for Bayes error rate

This work bounds classification error in machine learning for low Bayes error conditions.

problem Understanding the error mismatch between Bayes error and model-based classification error.
method Applying classification error bounds to study the relationship with Kullback-Leibler divergence and proposing a linear approximation for low Bayes error conditions.
result A linear approximation of the classification error bound for low Bayes error conditions is proposed.

Meta learning of optimal classifier error rates allows an experimenter to empirically estimate the intrinsic ability of any estimator to discriminate between two populations, circumventing the difficult problem of estimating the optimal Bayes classifier. To this end we propose a weighted nearest neighbor (WNN) graph es…

2017-10-31abs ↗pdf ↗

Study shows how classifiers can approach Bayes error in high-dimensional settings.

problem Generalization error in high-dimensional perceptrons.
method Proved a formula for generalization error using convex optimization and observed that logistic and hinge regression can approach Bayes error closely.
result Logistic and hinge regression can approach Bayes-optimal generalization error closely in high-dimensional settings.

Unified derivation of PAC-Bayes and MI bounds for general VC classes with fast rates.

problem Generalization bounds for machine learning models with VC classes.
method Unified derivation of conditional PAC-Bayesian and mutual information bounds, including MAC-Bayesian bounds.
result Nontrivial bounds for general VC classes and faster rates for specific conditions.

We propose a new splitting criterion for a meta-learning approach to multiclass classifier design that adaptively merges the classes into a tree-structured hierarchy of increasingly difficult binary classification problems. The classification tree is constructed from empirical estimates of the Henze-Penrose bounds on t…

2017-11-09abs ↗pdf ↗

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

A new method estimates Bayes error for deep networks, suggesting they may have reached the limit.

problem Evaluating the performance of deep learning models and detecting overfitting.
method A simple and direct Bayes error estimator based on uncertainty of class assignments.
result Deep networks may have reached the Bayes error limit for benchmark datasets.

Paper estimates optimal classification error with soft labels and calibration.

problem Estimating the optimal classification error with soft labels and calibration.
method Extends previous work on soft labels to estimate Bayes error, addressing bias and corrupted labels.
result The method provides a statistically consistent estimator of the Bayes error, even with imperfectly calibrated soft labels.

Researchers compute Bayes error for classification models using normalizing flows.

problem Evaluating the inherent difficulty of classification problems.
method Invertible transformations and Gaussian base distributions to compute Bayes error.
result State-of-the-art models can achieve near-optimal accuracy but not always.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

Minimizes indecisions in selective classification to control misclassification rates.

problem Controlling misclassification rates in high-risk scenarios.
method Using indecisions to control misclassification rates, even below Bayes optimal.
result Control of misclassification rates to any user-specified level, even below Bayes optimal.

Paper introduces new bounds linking data compressibility to generalization error.

problem Establishing data-dependent generalization bounds.
method Variable-size compressibility framework linking generalization error to compression rate of input data.
result New bounds depend on empirical data measure, subsuming existing PAC-Bayes and intrinsic dimension bounds.

PrAda-GAN improves synthetic data generation under differential privacy.

problem Generating synthetic data under differential privacy with marginal-based methods.
method Sequential generator architecture integrating GAN and marginal-based approaches, with adaptive regularization of Bayes network structure.
result PrAda-GAN outperforms existing methods in privacy-utility trade-off on synthetic and real-world datasets.

Paper proposes a method to estimate total variation distance for synthetic data fidelity.

problem Assessing the fidelity of synthetic data generated by AI.
method Discriminative approach to estimate total variation distance between two distributions.
result Estimation of total variation distance reduces to quantifying Bayes risk in classification.

Study shows multi-distribution learning has slower rates than single-task learning.

problem Understanding the statistical complexity of learning from heterogeneous sources.
method Structured hypothesis-testing framework to capture the statistical cost of certifying near-optimality under bounded noise.
result Learning across multiple distributions incurs slow rates scaling with k/ε2k/ε^2, even under constant noise levels.

We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes use of Curto and Fialkow's solutions for the truncated moment problem. The lower …

2011-05-15abs ↗pdf ↗

Develops a fast variational approximation for high-dimensional empirical Bayes posteriors.

problem Optimal posterior computation in high-dimensional settings with prior tails effect.
method Variational approximation of empirical Bayes posterior with data-driven centers and thin-tailed conjugate priors.
result Retains optimal concentration rate properties and superior performance compared to existing methods.

Bayes-optimal learning of deep random networks with Gaussian weights is studied.

problem Learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights.
method Closed-form expressions for Bayes-optimal test error, ridge regression, kernel and random features regression are computed.
result Optimally regularized ridge regression and kernel regression achieve Bayes-optimal performances, while logistic loss yields a near-optimal test error for classification.

Bayes classifier cannot be learned from noisy labels without knowing noise distribution.

problem Learning a Bayes classifier from noisy labels when the noise distribution is unknown.
method Demonstrates the identifiability issues and proposes a simple algorithm for learning the Bayes decision rule.
result The Bayes decision rule is generally unidentified and cannot be learned without knowing the noise distribution.

Research on nearest-neighbor methods tends to focus somewhat dichotomously either on the statistical or the computational aspects -- either on, say, Bayes consistency and rates of convergence or on techniques for speeding up the proximity search. This paper aims at bridging these realms: to reap the advantages of fast …

2019-10-07abs ↗pdf ↗

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster than the number of labeled training samples. We show that the Bayes error, namely t…

2013-01-29abs ↗pdf ↗

New method compresses large sample data for faster discriminant analysis.

problem Large sample sizes in discriminant analysis increase computational burden.
method Proposes a new compression approach for reducing training samples.
result Significant computational gains and superior predictive ability compared to random sub-sampling.

The study analyzes multi-class teacher-student perceptron performance and generalization errors.

problem Analyzing multi-class classification with the teacher-student perceptron.
method Deriving asymptotic expressions for Bayes-optimal and empirical risk minimization (ERM) generalization errors.
result Regularised cross-entropy minimization yields close-to-optimal accuracy for multi-class classification.

Study shows MDA's effectiveness even when more components are assumed than in actual data.

problem Classification error in overspecified Mixture Discriminant Analysis.
method Two-component Gaussian mixture model, EM algorithm, theoretical analysis of convergence and error rates.
result EM algorithm converges exponentially fast to Bayes risk with suitable initialization.

Study improves theoretical understanding of Bayesian deep learning for classification tasks.

problem Theoretical gap in understanding Bayesian approaches in deep learning for classification.
method PAC-Bayes bounds techniques and Spike-and-Slab priors for sparse deep learning.
result Established non-asymptotic results for prediction error, achieving minimax optimal rates.

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a bridge to connect the estimation error of the mean difference and the misclassificat…

2017-02-16abs ↗pdf ↗

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility covariance matrix of the time series is modelled via inverted Wishart and singul…

2008-02-01abs ↗pdf ↗

New PAC-Bayes training method improves model generalization for unbounded loss.

problem Improving generalization of complex models under unbounded loss.
method Established new PAC-Bayes bound for unbounded loss, jointly training prior and posterior.
result Outperforms existing PAC-Bayes training algorithms and matches ERM accuracy.

Study shows more frequent communication in FL reduces model's generalization power.

problem Understanding how often clients should communicate with a server in federated learning.
method PAC-Bayes and rate-distortion theoretic bounds on generalization error.
result More frequent communication with the server decreases model's generalization power.

Bayes-optimal learning of a neural network with quadratic activations is achieved with GAMP-RIE.

problem Learning a neural network with quadratic activations from quadratic samples.
method Combining approximate message passing with rotationally invariant matrix denoising.
result Derives a closed-form expression for Bayes-optimal test error.