no code implementations • 10 Feb 2022 • Hamed Hamze Bajgiran, Federico Echenique
We study the complexity of closure operators, with applications to machine learning and decision theory.
no code implementations • 8 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.
no code implementations • 23 Nov 2021 • Hamed Hamze Bajgiran, Houman Owhadi
In this paper, we show that all rational aggregation rules are of the form (3).
1 code implementation • 24 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.
no code implementations • 18 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.