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Distributionally Robust, Skeptical Binary Inferences in Multi-label Problems
Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications, PMLR 147:51-60, 2021.
Abstract
In this paper, we consider the problem of making distributionally robust, skeptical inferences for the multi-label problem, or more generally for Boolean vectors. By distributionally robust, we mean that we consider sets of probability distributions, and by skeptical we understand that we consider as valid only those inferences that are true for every distribution within this set. Such inferences will provide partial predictions whenever the considered set is sufficiently big. We study in particular the Hamming loss case, a common loss function in multi-label problems, showing how skeptical inferences can be made in this setting. We also perform some experiments demonstrating the interest of our results.