Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their ability to represent uncertainty about predictions. In safety-critical applications, it is pivotal for a model to possess an adequate sense of uncertainty, which for probabilistic classifiers translates into outputting probability distributions that are consistent with the empirical frequencies observed from realized outcomes. A classifier with such a property is called calibrated. In this work, we develop a general theoretical calibration evaluation framework grounded in probability theory, and point out subtleties present in model calibration evaluation that lead to refined interpretations of existing evaluation techniques. Lastly, we propose new ways to quantify and visualize miscalibration in probabilistic classification, including novel multidimensional reliability diagrams.

This paper studies Positive-Unlabeled Classification, the problem of semi-supervised binary classification in the case when Negative (N) class in the training set is contaminated with instances of Positive (P) class. We develop a novel method (DEDPUL) that simultaneously solves two problems concerning the contaminated Unlabeled (U) sample: estimates the proportions of the mixing components (P and N) in U, and classifies U. By conducting experiments on synthetic and real-world data we favorably compare DEDPUL with current state-of-the-art methods for both problems. We introduce an automatic procedure for DEDPUL hyperparameter optimization. Additionally, we improve two methods in the literature and achieve DEDPUL level of performance with one of them.

Motivated by a recent result of Daskalakis et al. \cite{DGTZ18}, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional mixture of two Gaussians $\frac{1}{2} \mathcal{N}(\vec{\mu}, \vec{\Sigma})+ \frac{1}{2} \mathcal{N}(-\vec{\mu}, \vec{\Sigma})$ means that a sample is only revealed if it falls in some subset $S \subset \mathbb{R}^d$ of positive (Lebesgue) measure. We show that for $d=1$, EM converges almost surely (under random initialization) to the true mean (variance $\sigma^2$ is known) for any measurable set $S$. Moreover, for $d>1$ we show EM almost surely converges to the true mean $\vec{\mu}$ for any measurable set $S$, under the assumption that the map of EM has only three fixed points, namely $-\vec{\mu}, \vec{0}, \vec{\mu}$ (covariance matrix $\vec{\Sigma}$ is known). Our techniques deviate from those of Daskalakis et al. \cite{DTZ17}, which heavily depend on symmetry that the untruncated problem exhibits. The fact that the truncated set $S$ may not be symmetric around $\vec{0}$ makes it impossible to compute a closed form of the update rule of EM. We circumvent this fact by using techniques from dynamical systems, in particular implicit function theorem and stability analysis around the fixed points of the update rule of EM.

Generative Adversarial Networks (GANs) have achieved great success in generating realistic images. Most of these are conditional models, although acquisition of class labels is expensive and time-consuming in practice. To reduce the dependence on labeled data, we propose an un-conditional generative adversarial model, called K-Means-GAN (KM-GAN), which incorporates the idea of updating centers in K-Means into GANs. Specifically, we redesign the framework of GANs by applying K-Means on the features extracted from the discriminator. With obtained labels from K-Means, we propose new objective functions from the perspective of deep metric learning (DML). Distinct from previous works, the discriminator is treated as a feature extractor rather than a classifier in KM-GAN, meanwhile utilization of K-Means makes features of the discriminator more representative. Experiments are conducted on various datasets, such as MNIST, Fashion-10, CIFAR-10 and CelebA, and show that the quality of samples generated by KM-GAN is comparable to some conditional generative adversarial models.

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate model at a given point. The most common Gaussian process-based surrogate model assumes that the target with fixed parameters is a realization of a Gaussian process. However, often the target function doesn't satisfy this approximation. Here we consider target functions that come from the binomial distribution with the parameter that depends on inputs. Typically we can vary how many Bernoulli samples we obtain during each evaluation. We propose a general Gaussian process model that takes into account Bernoulli outputs. To make things work we consider a simple acquisition function based on Expected Improvement and a heuristic strategy to choose the number of samples at each point thus taking into account precision of the obtained output.

In many application settings, the data are plagued with missing features. These hinder data analysis. An abundant literature addresses missing values in an inferential framework, where the aim is to estimate parameters and their variance from incomplete tables. Here, we consider supervised-learning settings where the objective is to best predict a target when missing values appear in both training and test sets. We analyze which missing-values strategies lead to good prediction. We show the consistency of two approaches to estimating the prediction function. The most striking one shows that the widely-used mean imputation prior to learning method is consistent when missing values are not informative. This is in contrast with inferential settings as mean imputation is known to have serious drawbacks in terms of deformation of the joint and marginal distribution of the data. That such a simple approach can be consistent has important consequences in practice. This result holds asymptotically when the learning algorithm is consistent in itself. We contribute additional analysis on decision trees as they can naturally tackle empirical risk minimization with missing values. This is due to their ability to handle the half-discrete nature of variables with missing values. After comparing theoretically and empirically different missing-values strategies in trees, we recommend using the missing incorporated in attributes method as it can handle both non-informative and informative missing values.

Leveraging on the convexity of the Lasso problem , screening rules help in accelerating solvers by discarding irrelevant variables, during the optimization process. However, because they provide better theoretical guarantees in identifying relevant variables, several non-convex regularizers for the Lasso have been proposed in the literature. This work is the first that introduces a screening rule strategy into a non-convex Lasso solver. The approach we propose is based on a iterative majorization-minimization (MM) strategy that includes a screening rule in the inner solver and a condition for propagating screened variables between iterations of MM. In addition to improve efficiency of solvers, we also provide guarantees that the inner solver is able to identify the zeros components of its critical point in finite time. Our experimental analysis illustrates the significant computational gain brought by the new screening rule compared to classical coordinate-descent or proximal gradient descent methods.

Gatherings of thousands to millions of people occur frequently foran enormous variety of events, and automated counting of these high density crowds is used for safety, management, andmeasuring significance of these events. In this work, we show that the regularly accepted labeling scheme of crowd density maps for training deep neural networks is less effective than our alternative inverse k-nearest neighbor (ikNN) maps, even when used directly in existing state-ofthe-art networkstructures. We also provide a new network architecture MUD-ikNN, which uses multi-scale upsampling via transposed convolutions to take full advantage of the provided ikNN labeling. This upsampling combined with the ikNN maps further outperforms the existing state-of-the-art methods. The full label comparison emphasizes the importance ofthe labeling scheme, with the ikNN labeling being particularly effective. We demonstrate the accuracy of our MUD-ikNN network and the ikNN labeling scheme on a variety of datasets.

Behavioral game theory seeks to describe the way actual people (as compared to idealized, "rational" agents) act in strategic situations. Our own recent work has identified iterative models, such as quantal cognitive hierarchy, as the state of the art for predicting human play in unrepeated, simultaneous-move games. Iterative models predict that agents reason iteratively about their opponents, building up from a specification of nonstrategic behavior called level-0. A modeler is in principle free to choose any description of level-0 behavior that makes sense for a given setting. However, in practice almost all existing work specifies this behavior as a uniform distribution over actions. In most games it is not plausible that even nonstrategic agents would choose an action uniformly at random, nor that other agents would expect them to do so. A more accurate model for level-0 behavior has the potential to dramatically improve predictions of human behavior, since a substantial fraction of agents may play level-0 strategies directly, and furthermore since iterative models ground all higher-level strategies in responses to the level-0 strategy. Our work considers models of the way in which level-0 agents construct a probability distribution over actions, given an arbitrary game. We considered a large space of alternatives and, in the end, recommend a model that achieved excellent performance across the board: a linear weighting of four binary features, each of which is general in the sense that it can be computed from any normal form game. Adding real-valued variants of the same four features yielded further improvements in performance, albeit with a corresponding increase in the number of parameters needing to be estimated. We evaluated the effects of combining these new level-0 models with several iterative models and observed large improvements in predictive accuracy.

Sum-of-norms clustering is a method for assigning $n$ points in $\mathbb{R}^d$ to $K$ clusters, $1\le K\le n$, using convex optimization. Recently, Panahi et al.\ proved that sum-of-norms clustering is guaranteed to recover a mixture of Gaussians under the restriction that the number of samples is not too large. The purpose of this note is to lift this restriction, i.e., show that sum-of-norms clustering with equal weights can recover a mixture of Gaussians even as the number of samples tends to infinity. Our proof relies on an interesting characterization of clusters computed by sum-of-norms clustering that was developed inside a proof of the agglomeration conjecture by Chiquet et al. Because we believe this theorem has independent interest, we restate and reprove the Chiquet et al.\ result herein.