Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set, particularly in multiclass classification, remains underexplored. In this paper, we propose a distance-based approach to quantify total, aleatoric, and epistemic uncertainty for credal sets. Concretely, we introduce a family of such measures within the framework of Integral Probability Metrics (IPMs). The resulting quantities admit clear semantic interpretations, satisfy natural theoretical desiderata, and remain computationally tractable for common choices of IPMs. We instantiate the framework with the total variation distance and obtain simple, efficient uncertainty measures for multiclass classification. In the binary case, this choice recovers established uncertainty measures, for which a principled multiclass generalization has so far been missing. Empirical results confirm practical usefulness, with favorable performance at low computational cost.

Zero-sum games can be solved using online learning dynamics, where a classical technique involves simulating two no-regret algorithms that play against each other and, afterT rounds, the average iterate is guaranteed to solve the original optimization problem with error decaying asO(logT/T). In this paper we show that the technique can be enhanced to a rate ofO(1/T2) by extending recent work [22, 25] that leverages optimistic learning to speed upequilibrium computation.

We systematically study the query complexity of learning geodesically convex halfspacesongraphs.

Bimpliesthat,ifthesamplecomplexity of learning in modelA or the combinatorial parameterA is SA, then the complexity of learning inmodelBorthe combinatorial parameterBisSB = poly(SA).

In this paper, we study stochastic structured bandits for minimizing regret.

Finally, we extend LESS embeddings to include uniformly sparsified random sign matrices which canbeimplemented efficiently andwhich perform wellinnumericalexperiments.

Finally, we extend LESS embeddings to include uniformly sparsified random sign matrices which canbeimplemented efficiently andwhich perform wellinnumericalexperiments.