Advances in Uncertainty Quantification and Robustness in Machine Learning

The field of machine learning is moving towards a greater emphasis on uncertainty quantification and robustness. Researchers are developing new methods to quantify and communicate uncertainty in predictive models, particularly in high-stakes applications where reliability is crucial. This includes work on reject-option prediction, which allows models to abstain when uncertainty is high, and novel approaches to constructing unlearnable examples that can prevent models from learning sensitive information. Additionally, there is a growing interest in analyzing the theoretical behavior of popular algorithms, such as the Expectation-Maximization algorithm, to provide non-asymptotic guarantees and improve their performance. Noteworthy papers include:

  • Epistemic Reject Option Prediction, which introduces a principled framework for learning predictors that can identify inputs for which the training data is insufficient to make reliable decisions.
  • Towards Provably Unlearnable Examples via Bayes Error Optimisation, which proposes a novel approach to constructing unlearnable examples by maximising the Bayes error.
  • Practical Global and Local Bounds in Gaussian Process Regression via Chaining, which provides a chaining-based framework for estimating upper and lower bounds on the expected extreme values over unseen data.

Sources

Epistemic Reject Option Prediction

Structural Properties, Cycloid Trajectories and Non-Asymptotic Guarantees of EM Algorithm for Mixed Linear Regression

Online Linear Regression with Paid Stochastic Features

Towards Provably Unlearnable Examples via Bayes Error Optimisation

Practical Global and Local Bounds in Gaussian Process Regression via Chaining

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