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 quantification


Learning Credal Ensembles via Distributionally Robust Optimization

Wang, Kaizheng, Faza, Ghifari Adam, Cuzzolin, Fabio, Chau, Siu Lun, Moens, David, Hallez, Hans

arXiv.org Machine Learning

Credal predictors are models that are aware of epistemic uncertainty and produce a convex set of probabilistic predictions. They offer a principled way to quantify predictive epistemic uncertainty (EU) and have been shown to improve model robustness in various settings. However, most state-of-the-art methods mainly define EU as disagreement caused by random training initializations, which mostly reflects sensitivity to optimization randomness rather than uncertainty from deeper sources. To address this, we define EU as disagreement among models trained with varying relaxations of the i.i.d. assumption between training and test data. Based on this idea, we propose CreDRO, which learns an ensemble of plausible models through distributionally robust optimization. As a result, CreDRO captures EU not only from training randomness but also from meaningful disagreement due to potential distribution shifts between training and test data. Empirical results show that CreDRO consistently outperforms existing credal methods on tasks such as out-of-distribution detection across multiple benchmarks and selective classification in medical applications.




Credal Deep Ensembles for Uncertainty Quantification

Neural Information Processing Systems

This paper presents an innovative approach to classification tasks called Credal Deep Ensembles (CreDEs), ensembles of novel Credal-Set Neural Networks (CreNets), aiming to improve EU quantification in the framework of credal inference.




Debiased Bayesian inference for average treatment effects

Kolyan Ray, Botond Szabo

Neural Information Processing Systems

Workinginthestandard potential outcomes framework, we propose a data-driven modification to an arbitrary (nonparametric) prior based on the propensity score that corrects for the first-orderposteriorbias,therebyimprovingperformance.Weillustrateourmethod for Gaussian process (GP) priors using (semi-)synthetic data.