Companion code for the paper Theoretical characterization of uncertainty in high-dimensional linear classification
Usage
The required packages are listed in requirements.txt
The folder Code/experiments contains two jupyter notebook that reproduce each one figure of the paper :
lambda-fixed-experiments.ipynb
plots the joint density of the uncertainties of Logistic regression / Bayes, and Logistic regression / Teacher (both theoretical prediction and experimental estimation)lambda-min-error-experiments.ipynb
plots the calibration of ERM at a fixed level, as a function of the sampling ratio.
Acknowledgement
The folder Libraries/GCMProject
contains a modified version of the repository https://github.com/IdePHICS/GCMProject, and the folder Libraries/state-evolution-erm-logistic
contains code provided by github.com/benjaminaubin