Parameter uncertainties for imperfect surrogate models in the low-noise regime

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, this loss ignores model form error, or misspecification, meaning parameter uncertainties are significantly underestimated and vanish in the large data limit. As...

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Bibliographic Details
Main Authors: Thomas D Swinburne, Danny Perez
Format: Article
Language:English
Published: IOP Publishing 2025-01-01
Series:Machine Learning: Science and Technology
Subjects:
Online Access:https://doi.org/10.1088/2632-2153/ad9fce
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