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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.

168,657 papers · 148 categories

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2875748601,147 · Jun 202019922001200920172026
48 results for PAC prediction sets

Algorithm constructs prediction sets with PAC guarantees in label shift settings.

problem Reliable uncertainty quantification in the face of distribution shift.
method Estimates predicted probabilities and confusion matrix, then propagates uncertainty through Gaussian elimination to compute confidence intervals and construct prediction sets.
result Satisfies PAC guarantees and produces smaller, more informative prediction sets.

We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true label with high probability. We demonstrate how our approach can be used to cons…

2019-12-31abs ↗pdf ↗

PAC-Bayesian framework for fairness in stochastic and deterministic classifiers.

problem Theoretical guarantees on fairness for balancing predictive risk and fairness constraints.
method PAC-Bayesian framework for both stochastic and deterministic classifiers, covering a broad class of fairness measures.
result Derives generalization bounds for fairness, demonstrating tightness with empirical evaluation.

The paper improves off-policy evaluation in contextual bandits using conformal prediction.

problem Quantifying the performance of a target policy using data from a different behavior policy.
method Proposes a novel algorithm based on a PAC-valid conformal prediction framework to construct probably approximately correct prediction intervals.
result Establishes PAC-type bounds on coverage, improving theoretical guarantees.

PAC-Bayes theory improves ICP efficiency and coverage.

problem Inefficient and unreliable uncertainty estimates in deep learning models.
method PAC-Bayes theory to optimize model and score function parameters for efficient and reliable prediction sets.
result Generalization bounds on coverage and efficiency of optimized prediction sets.

We consider using an ensemble of binary classifiers for transductive prediction, when unlabeled test data are known in advance. We derive minimax optimal rules for confidence-rated prediction in this setting. By using PAC-Bayes analysis on these rules, we obtain data-dependent performance guarantees without distributio…

2015-01-15abs ↗pdf ↗

This work uses PAC-Bayes for structured prediction with ILE, yielding insights and algorithms.

problem Structured prediction with interdependent outputs and implicit loss embeddings.
method PAC-Bayes perspective applied to ILE framework, deriving generalization bounds and learning algorithms.
result Two learning algorithms derived from PAC-Bayes bounds, analyzed and implemented.

The paper explores learning from label proportions, showing differences in efficiency between LLP and PAC learning.

problem Learning from label proportions (LLP) in unlabeled data with given label proportions.
method Formal definition and computational complexity analysis of LLP learning.
result LLP learning is more restrictive than PAC learning for finite VC classes, and some classes are uncharacterizable.

Sharp sample complexity for multiclass PAC learning with bandit feedback.

problem Multiclass PAC learning with bandit feedback.
method Characterization of optimal sample complexity using a new combinatorial dimension (bandit DS dimension) and a learning algorithm (ListCascade).
result Sharp sample complexity characterization for every concept class up to logarithmic factors.

New framework improves model reliability under distribution shifts.

problem Lack of formal guarantees connecting shift magnitude to prediction reliability in TTA methods.
method Develops a PAC-Bayesian framework interpreting MMD-balls as credal sets.
result Establishes generalization bounds and provides epistemic uncertainty quantification.

Paper presents a new probabilistic approach for high-dimensional quantile prediction.

problem High-dimensional quantile prediction challenges in robust statistical methods.
method Pseudo-Bayesian framework with scaled Student-t prior and Langevin Monte Carlo.
result Demonstrates strong theoretical guarantees and competitive performance in simulations and real-world data.

New findings on PAC learning and marginal distribution estimation.

problem Understanding how PAC learning relates to marginal distribution estimation under distributional constraints.
method Revisited the connection between PAC learning, uniform convergence, and density estimation, considering a known family of marginal distributions.
result PAC learning is sandwiched between two refined models of density estimation, differing only in whether the learner knows the set of well-estimated events in H.

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.

PAC-Bayesian theory applied to data-dependent hypothesis sets yields uniform generalization bounds.

problem Proving uniform generalization bounds for data-dependent hypothesis sets.
method Applying PAC-Bayesian framework on 'random sets' and considering data-dependent hypothesis sets.
result Data-dependent uniform generalization bounds are proven, providing tighter and unified results.

New method predicts spatio-temporal data with short and long-range dependence.

problem Uncertainty in predicting the distribution of mixed moving average fields.
method Theory-guided machine learning approach using generalized Bayesian algorithm.
result Fixed-time and any-time PAC Bayesian bounds for ensemble forecasts.

Improves model accuracy for neural nets in stochastic dynamics with partial prior knowledge.

problem Stability and accuracy in neural nets modeling stochastic dynamics with many parameters.
method Three steps: probabilistic weights, partial knowledge incorporation, and PAC-Bayesian training.
result Improved model fit with partial and noisy prior knowledge.

Large language models can't efficiently reason conditionally in a distribution-free setting.

problem Impossibility of conditional PAC-efficient reasoning in large language models.
method Proof of impossibility in a distribution-free setting for non-atomic input spaces.
result Any algorithm achieving conditional PAC efficiency must defer to the expert model with high probability.

In this paper, we analyze PAC learnability from labels produced by crowdsourcing. In our setting, unlabeled examples are drawn from a distribution and labels are crowdsourced from workers who operate under classification noise, each with their own noise parameter. We develop an end-to-end crowdsourced PAC learning algo…

2019-02-12abs ↗pdf ↗

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

New PAC-Bayesian bounds for multi-view learning using Rényi divergence.

problem Applying PAC-Bayesian theory to multi-view learning.
method Introducing novel PAC-Bayesian bounds based on Rényi divergence for multi-view learning.
result Efficient optimization algorithms that align with theoretical bounds.

This research improves binary classification by balancing overfitting and generalization with a novel Bayesian approach.

problem Improving binary classification models to avoid overfitting and generalize well.
method Introduces a PAC-Bayes type learning rule with a balancing parameter λ to balance training error and KL divergence to a prior.
result A choice of λ ensures uniformly vanishing excess loss, even in the agnostic case, by under-regularizing or over-regularizing appropriately.

We explore the family of methods "PAC-Bayes with Backprop" (PBB) to train probabilistic neural networks by minimizing PAC-Bayes bounds. We present two training objectives, one derived from a previously known PAC-Bayes bound, and a second one derived from a novel PAC-Bayes bound. Both training objectives are evaluated o…

2019-08-19abs ↗pdf ↗

Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns about overfitting. We provide a theoretical analysis using the PAC-Bayesian framew…

2020-02-13abs ↗pdf ↗

We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which can be misleading about the performance of the target policy when deployed, our…

2019-03-27abs ↗pdf ↗

Paper develops tighter risk certificates for contrastive learning models.

problem Statistical theory for contrastive learning is lacking, especially for practical models like SimCLR.
method Develops non-vacuous PAC-Bayesian risk certificates considering practical SimCLR factors.
result Risk certificates for contrastive loss and downstream prediction are much tighter than previous results.