Search Results for author: Hamed Hamze Bajgiran

Found 5 papers, 1 papers with code

Aggregation of Pareto optimal models

no code implementations8 Dec 2021 Hamed Hamze Bajgiran, Houman Owhadi

Under these four steps, we show that all rational/consistent aggregation rules are as follows: Give each individual Pareto optimal model a weight, introduce a weak order/ranking over the set of Pareto optimal models, aggregate a finite set of models S as the model associated with the prior obtained as the weighted average of the priors of the highest-ranked models in S. This result shows that all rational/consistent aggregation rules must follow a generalization of hierarchical Bayesian modeling.

Uncertainty Quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball

1 code implementation24 Aug 2021 Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi, Mostafa Samir, Clint Scovel, Mahdy Shirdel, Michael Stanley, Peyman Tavallali

Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data.

Bayesian Inference Uncertainty Quantification

Decision Theoretic Bootstrapping

no code implementations18 Mar 2021 Peyman Tavallali, Hamed Hamze Bajgiran, Danial J. Esaid, Houman Owhadi

The design and testing of supervised machine learning models combine two fundamental distributions: (1) the training data distribution (2) the testing data distribution.

Uncertainty Quantification

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