Conformal Prediction for Reliable Machine Learning


Book Description

The conformal predictions framework is a recent development in machine learning that can associate a reliable measure of confidence with a prediction in any real-world pattern recognition application, including risk-sensitive applications such as medical diagnosis, face recognition, and financial risk prediction. Conformal Predictions for Reliable Machine Learning: Theory, Adaptations and Applications captures the basic theory of the framework, demonstrates how to apply it to real-world problems, and presents several adaptations, including active learning, change detection, and anomaly detection. As practitioners and researchers around the world apply and adapt the framework, this edited volume brings together these bodies of work, providing a springboard for further research as well as a handbook for application in real-world problems. - Understand the theoretical foundations of this important framework that can provide a reliable measure of confidence with predictions in machine learning - Be able to apply this framework to real-world problems in different machine learning settings, including classification, regression, and clustering - Learn effective ways of adapting the framework to newer problem settings, such as active learning, model selection, or change detection




Conformal Prediction for Reliable Machine Learning


Book Description

The conformal predictions framework is a recent development in machine learning that can associate a reliable measure of confidence with a prediction in any real-world pattern recognition application, including risk-sensitive applications such as medical diagnosis, face recognition, and financial risk prediction. Conformal Predictions for Reliable Machine Learning: Theory, Adaptations and Applications captures the basic theory of the framework, demonstrates how to apply it to real-world problems, and presents several adaptations, including active learning, change detection, and anomaly detection. As practitioners and researchers around the world apply and adapt the framework, this edited volume brings together these bodies of work, providing a springboard for further research as well as a handbook for application in real-world problems.




Algorithmic Learning in a Random World


Book Description

Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions: The approach based on algorithmic theory of randomness allows for the proof of impossibility of prediction in certain situations. The book describes how several important machine learning problems, such as density estimation in high-dimensional spaces, cannot be solved if the only assumption is randomness.




Conformal and Probabilistic Prediction with Applications


Book Description

This book constitutes the refereed proceedings of the 5th International Symposium on Conformal and Probabilistic Prediction with Applications, COPA 2016, held in Madrid, Spain, in April 2016. The 14 revised full papers presented together with 1 invited paper were carefully reviewed and selected from 23 submissions and cover topics on theory of conformal prediction; applications of conformal prediction; and machine learning.




Explainable and Interpretable Models in Computer Vision and Machine Learning


Book Description

This book compiles leading research on the development of explainable and interpretable machine learning methods in the context of computer vision and machine learning. Research progress in computer vision and pattern recognition has led to a variety of modeling techniques with almost human-like performance. Although these models have obtained astounding results, they are limited in their explainability and interpretability: what is the rationale behind the decision made? what in the model structure explains its functioning? Hence, while good performance is a critical required characteristic for learning machines, explainability and interpretability capabilities are needed to take learning machines to the next step to include them in decision support systems involving human supervision. This book, written by leading international researchers, addresses key topics of explainability and interpretability, including the following: · Evaluation and Generalization in Interpretable Machine Learning · Explanation Methods in Deep Learning · Learning Functional Causal Models with Generative Neural Networks · Learning Interpreatable Rules for Multi-Label Classification · Structuring Neural Networks for More Explainable Predictions · Generating Post Hoc Rationales of Deep Visual Classification Decisions · Ensembling Visual Explanations · Explainable Deep Driving by Visualizing Causal Attention · Interdisciplinary Perspective on Algorithmic Job Candidate Search · Multimodal Personality Trait Analysis for Explainable Modeling of Job Interview Decisions · Inherent Explainability Pattern Theory-based Video Event Interpretations




Interpretable Machine Learning


Book Description

This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.




Probability and Finance


Book Description

Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-depth coverage of classical probability theory as well as new theory.




Advances and Trends in Artificial Intelligence. From Theory to Practice


Book Description

This book constitutes the thoroughly refereed proceedings of the 32nd International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2019, held in Graz, Austria, in July 2019. The 41 full papers and 32 short papers presented were carefully reviewed and selected from 151 submissions. The IEA/AIE 2019 conference will continue the tradition of emphasizing on applications of applied intelligent systems to solve real-life problems in all areas. These areas include engineering, science, industry, automation and robotics, business and finance, medicine and biomedicine, bioinformatics, cyberspace, and human-machine interactions. IEA/AIE 2019 will have a special focus on automated driving and autonomous systems and also contributions dealing with such systems or their verification and validation as well.




Gaussian Processes for Machine Learning


Book Description

A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.




Game-Theoretic Foundations for Probability and Finance


Book Description

Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University