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.
We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all convex surrogate losses, the hinge loss gives essentially the best possible bound, o…
We address the problem of learning to benchmark the best achievable classifier performance. In this problem the objective is to establish statistically consistent estimates of the Bayes misclassification error rate without having to learn a Bayes-optimal classifier. Our learning to benchmark framework improves on previ…
The misclassification error distance and the adjusted Rand index are two of the most commonly used criteria to evaluate the performance of clustering algorithms. This paper provides an in-depth comparison of the two criteria, aimed to better understand exactly what they measure, their properties and their differences. …
Unsupervised classification methods learn a discriminative classifier from unlabeled data, which has been proven to be an effective way of simultaneously clustering the data and training a classifier from the data. Various unsupervised classification methods obtain appealing results by the classifiers learned in an uns…
We study the misclassification error for community detection in general heterogeneous stochastic block models (SBM) with noisy or partial label information. We establish a connection between the misclassification rate and the notion of minimum energy on the local neighborhood of the SBM. We develop an optimally weighte…
Despite having excellent performances for a wide variety of tasks, modern neural networks are unable to provide a reliable confidence value allowing to detect misclassifications. This limitation is at the heart of what is known as an adversarial example, where the network provides a wrong prediction associated with a s…
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects her preferred option among a small subset of offered alternatives. These queries …
Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the…
Automated data-driven decision making systems are increasingly being used to assist, or even replace humans in many settings. These systems function by learning from historical decisions, often taken by humans. In order to maximize the utility of these systems (or, classifiers), their training involves minimizing the e…
Optimal subset selection for hypothesis testing with penalties.
problem Optimal subset selection of information sources for hypothesis testing with misclassification penalties.
method Proposes a misclassification penalty framework and studies two variants of subset selection problems under centralized Bayesian learning.
result Proves the submodularity of the objective and constraints of the subset selection problems and establishes performance guarantees for greedy algorithms.
Study identifies and mitigates causes of image misclassifications in CNN models.
problem Improving model interpretability and accuracy in image classification.
method Trained six CNN architectures on CIFAR-10, used conditional confusion matrices and misclassification networks to identify morphological similarity and non-essential information interference as causes of misclassification. Developed a method to reduce misclassifications by erasing pixels within top 5% saliency map bounding boxes.
result Identified two causes of misclassification: morphological similarity and non-essential information interference, and developed a method to reduce misclassifications caused by the latter.
The study sets limits on how well halfspaces can be learned when labels are corrupted.
problem Learning halfspaces in the presence of Massart noise.
method Statistical query (SQ) lower bounds.
result No SQ algorithm can achieve misclassification error better than the corruption rate η with superpolynomial accuracy or a superpolynomial number of queries.
Subspace models play an important role in a wide range of signal processing tasks, and this paper explores how the pairwise geometry of subspaces influences the probability of misclassification. When the mismatch between the signal and the model is vanishingly small, the probability of misclassification is determined b…
Proposes a novel SVM model for binary classification with different misclassification costs.
problem Real-world classification problems with varying misclassification costs.
method Incorporates performance constraints in SVM formulation to seek a hyperplane with maximal margin and misclassification rates below given thresholds.
result The proposed model gives users control over misclassification rates in one class at the expense of the other.
In epidemiology, identifying the effect of exposure variables in relation to a time-to-event outcome is a classical research area of practical importance. Incorporating propensity score in the Cox regression model, as a measure to control for confounding, has certain advantages when outcome is rare. However, in situati…
We study the problem of {\em distribution-independent} PAC learning of halfspaces in the presence of Massart noise. Specifically, we are given a set of labeled examples (x,y) drawn from a distribution D on Rd+1 such that the marginal distribution on the unlabeled points $\mathbf{x}…
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…
In his seminal work, Schapire (1990) proved that weak classifiers could be improved to achieve arbitrarily high accuracy, but he never implied that a simple majority-vote mechanism could always do the trick. By comparing the asymptotic misclassification error of the majority-vote classifier with the average individual …
In many machine learning applications, crowdsourcing has become the primary means for label collection. In this paper, we study the optimal error rate for aggregating labels provided by a set of non-expert workers. Under the classic Dawid-Skene model, we establish matching upper and lower bounds with an exact exponent …