Exploring ML, reinforcement learning, and interpretable AI with a passion for the mathematical foundations. When not immersed in academics, you’ll find me perfecting sourdough recipes, discovering indie gems, or dancing until dawn to techno beats.
Real-world learning tasks often encounter uncertainty due to covariate shift and noisy or inconsistent labels. However, existing robust learning methods merge these effects into a single distributional uncertainty set. In this work, we introduce a novel structured credal learning framework that explicitly separates these two sources. Specifically, we derive geometric bounds on the total variation diameter of structured credal sets and demonstrate how this quantity decomposes into contributions from covariate shift and expected label disagreement. This decomposition reveals a gating effect: covariate modulates how much label disagreement contributes to the joint uncertainty, such that seemingly benign covariate shifts can substantially increase the effective uncertainty. We also establish finite-sample concentration bounds in a fixed covariate regime and demonstrate that this quantity can be efficiently estimated. Lastly, we show that robust optimization over these structured credal sets reduces to a tractable discrete min-max problem, avoiding ad-hoc robustness parameters. Overall, our approach provides a principled and practical foundation for robust learning under combined covariate and label mechanism ambiguity.
@misc{venkatesh2026structuredcredal,title={Structured Credal Learning},author={Venkatesh, Varun and H{\"u}llermeier, Eyke and Bischl, Bernd and Rezaei, Mina},year={2026},month=mar,doi={10.48550/arXiv.2603.14070},eprint={2603.14070},archiveprefix={arXiv},primaryclass={stat.ME},}
