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From Stochastic Mixability to Fast Rates

Nishant A. Mehta, Robert C. Williamson

Neural Information Processing Systems

We also show that when stochastic mixability does not hold in a certain sense (described in Section 5), then the risk minimizer is not unique in a bad way.




Appendix for Bayesian Active Causal Discovery with Multi-Fidelity Experiments Anonymous Author(s) Affiliation Address email

Neural Information Processing Systems

Then, we intend to calculate the constraint part. The algorithm for Licence method for single-target interventiion scenario is shown in Algorithm 1. The details of experimental baselines are demonstrated as follows. AIT [11] is an active learning method that utilize f-score to select intervention queries. REAL fidelity means the model always choose the highest fidelity to conduct experiments.



The Gain of Ordering in Online Learning

Neural Information Processing Systems

V ov95, CBL06] and online convex optimization [Haz16, Ora19] have been developed. Until the labels of all examples of X have been predicted: The learning algorithm picks a point x X and makes a prediction z R about its label.


Nonparametric Distribution Regression Re-calibration

Jung, Ádám, Kelen, Domokos M., Benczúr, András A.

arXiv.org Machine Learning

A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration, producing narrow but overconfident predictions. However, in safety-critical settings, trustworthy uncertainty estimates are often more valuable than narrow intervals. Realizing the problem, several recent works have focused on post-hoc corrections; however, existing methods either rely on weak notions of calibration (such as PIT uniformity) or impose restrictive parametric assumptions on the nature of the error. To address these limitations, we propose a novel nonparametric re-calibration algorithm based on conditional kernel mean embeddings, capable of correcting calibration error without restrictive modeling assumptions. For efficient inference with real-valued targets, we introduce a novel characteristic kernel over distributions that can be evaluated in $\mathcal{O}(n \log n)$ time for empirical distributions of size $n$. We demonstrate that our method consistently outperforms prior re-calibration approaches across a diverse set of regression benchmarks and model classes.