Decentralized learning with budgeted network load using Gaussian copulas and classifier ensembles

We examine a network of learners which address the same classification task but must learn from different data sets. The learners cannot share data but instead share their models. Models are shared only one time so as to preserve the network load. We introduce DELCO (standing for Decentralized Ensemble Learning with COpulas), a new approach allowing to aggregate the predictions of the classifiers trained by each learner. The proposed method aggregates the base classifiers using a probabilistic model relying on Gaussian copulas. Experiments on logistic regressor ensembles demonstrate competing accuracy and increased robustness in case of dependent classifiers. A companion python implementation can be downloaded at https://github.com/john-klein/DELC

Conformal Methods for Quantifying Uncertainty in Spatiotemporal Data: A Survey

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and avoid failures. In this paper we survey recent works on uncertainty quantification (UQ) for deep learning, in particular distribution-free Conformal Prediction method for its mathematical properties and wide applicability. We will cover the theoretical guarantees of conformal methods, introduce techniques that improve calibration and efficiency for UQ in the context of spatiotemporal data, and discuss the role of UQ in the context of safe decision making

Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods

This book addresses contemporary statistical inference issues when no or minimal assumptions on the nature of studied phenomenon are imposed. Information theory methods play an important role in such scenarios. The approaches discussed include various high-dimensional regression problems, time series and dependence analyses

A hybrid sampler for Poisson-Kingman mixture models

This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers