Truth in the Age of Deep Learning

Building a model-selection criterion which survives replication

Alexandre René

rene@netsci.rwth-aachen.de

D-IEP semiar • 6 Nov 2025 • Amsterdam

Follow along

https://alcrene.github.io/emd-paper

Paper (HTML)

These slides

https://slides.com/alexrene/
truth-in-the-age-of-dl

Paper (PDF)

https://doi.org/10.1038/s41467-025-64658-7

PyPI package

https://pypi.org/project/emdcmp

Executable capsule

https://codeocean.com/capsule/0868474/tree/v1

Usual scientific workflow

Anecdotal

observations

What we want in a Selection Criterion

Usual scientific workflow

Conceive theory

Conceive experiment

Accumulate data

Compare

Make prediction

New experiment?

Assumptions

Symmetry

Conservation

Exchangeability

Anecdotal

observations

Validate/falsify

  • High-level goal is induction
  • Objective is predictive accuracy
  • No model is perfect
  • The amount of data is undetermined

What we want in a Selection Criterion

Prinz et al., Nat Neurosci (2004)

René, Pyloric simulator, PyPI (2025)

C_a \frac{dV}{dt} = \;\;\sum_{\mathclap{\text{ion channels}}}\; \bar{g}_i m_i[V]^p h_i[V] (V - E_i)
\begin{aligned} \mathcal{B}_{\mathrm{RJ}}(λ; T) &= \frac{2 c k_B T}{λ^4} \\ \mathcal{B}_\mathrm{P}(λ; T) &= \frac{2 h c^2}{λ^5} \frac{1}{\exp\left( \frac{hc}{λ k_B T} \right) - 1} \end{aligned}

Two model examples

Radiance of a Black Body

Neurons of the Crustacean Pyloric Circuit

Fitting parameters

→ Distinct local solutions

  • Two model candidates
  • Models ↔ 

Different equations
Different parameters

  • Two model candidates
  • Models ↔ 

Same equations
Different parameters

Rayleigh-Jeans

Planck

Standard statistical criteria

EMD criterion

Prinz et al., Nat Neurosci (2004)

René, Pyloric simulator, PyPI (2025)

C_a \frac{dV}{dt} = \;\;\sum_{\mathclap{\text{ion channels}}}\; \bar{g}_i m_i[V]^p h_i[V] (V - E_i)
\begin{aligned} \mathcal{B}_{\mathrm{RJ}}(λ; T) &= \frac{2 c k_B T}{λ^4} \\ \mathcal{B}_\mathrm{P}(λ; T) &= \frac{2 h c^2}{λ^5} \frac{1}{\exp\left( \frac{hc}{λ k_B T} \right) - 1} \end{aligned}

Two model examples

Radiance of a Black Body

Neurons of the Crustacean Pyloric Circuit

  • Two model candidates
  • Models ↔ 

Different equations
Different parameters

  • Two model candidates
  • Models ↔ 

Same equations
Different parameters

Rayleigh-Jeans

Planck

\left\{\begin{aligned} &\mathcal{M}_A \\ &\;\;\;\vdots \\ &\mathcal{M}_Z \end{aligned}\right\}
\left\{\begin{aligned} &\mathcal{M}_C \\ &\mathcal{M}_E \\ &\mathcal{M}_P \end{aligned}\right\}

Goal

selection
criterion

  • Only reject if enough evidence
    ⤷No forced choiced

We will use risk: \(\mathbb{E}_{\mathcal{M}_{\mathrm{true}}}[Q]\) to rank models

Some loss

\(θ_A\) subsumed into  \(\mathcal{M}_A\)

The problem with Forced Choice

Data

Empirical Risk

Not all comparisons should be conclusive

Result is not consistent across replications

Intuition: More predictive accuracy ⇒ More reliable comparison

Why? If we know a source of variable, we can:

  • account for it in the model
  • control for it in the experiment

 

EMD assumption: Model discrepancies are due to unknown variability

Unknown sources of variability may change across experiments

  • Empirical risk accounts for predictive performance and non-stationary replications (aka generalization)
    (“consistency”)
  • But still a forced choice: no notion of uncertainty
  • We are going to construct a criterion which bootstraps epistemic uncertainty from prediction discrepancies:
    Empirical Modelling Discrepancy (EMD)

Ranking models based on empirical risk

\(R\): Risk
(lower is better)

Are these differences in risk all meaningful?

Data

Pointwise loss

(Empirical) risk

\((x_i, y_i) \sim \mathcal{D}_{\mathrm{true}} \)

\(Q(x_i, y_i \mid \mathcal{M}_A) \to \mathbb{R}\)

\(\mathbb{E}\bigl[Q(x_i, y_i \mid \mathcal{M}_A) \bigr] \approx \frac{1}{L} \;\sum\limits_{\mathclap{\qquad(x_i, y_i) \sim \mathcal{D}_{\mathrm{true}}}}\;\;  Q(x_i, y_i \mid \mathcal{M}_A) \)

NB: \(θ\) subsumed into \(\mathcal{M}_a\)

We assume to have

  • \(\bigl\{\mathcal{M}_A, \mathcal{M}_B, \dotsc \bigr\}\)
    each defining \(p(x_i, y_i \mid \mathcal{M}_a) \)
  • \(Q: \mathcal{X} \times \mathcal{Y} \to \mathbb{R} \)
  • ability to sample \(\mathcal{M}_{\mathrm{true}}\)
  • Empirical risk accounts for predictive performance and non-stationary replications (aka generalization)
    (“consistency”)
  • But still a forced choice: no notion of uncertainty
  • We are going to construct a criterion which bootstraps epistemic uncertainty from prediction discrepancies:
    Empirical Modelling Discrepancy (EMD)

Ranking models based on empirical risk

\(R\): Risk
(lower is better)

Are these differences in risk all meaningful?

Data

Pointwise loss

(Empirical) risk

\((x_i, y_i) \sim \mathcal{D}_{\mathrm{true}} \)

\(Q(x_i, y_i \mid \mathcal{M}_A) \to \mathbb{R}\)

\(\mathbb{E}\bigl[Q(x_i, y_i \mid \mathcal{M}_A) \bigr] \approx \frac{1}{L} \;\sum\limits_{\mathclap{\qquad(x_i, y_i) \sim \mathcal{D}_{\mathrm{true}}}}\;\;  Q(x_i, y_i \mid \mathcal{M}_A) \)

NB: \(θ\) subsumed into \(\mathcal{M}_a\)

We assume to have

  • \(\bigl\{\mathcal{M}_A, \mathcal{M}_B, \dotsc \bigr\}\)
    each defining \(p(x_i, y_i \mid \mathcal{M}_a) \)
  • \(Q: \mathcal{X} \times \mathcal{Y} \to \mathbb{R} \)
  • ability to sample \(\mathcal{M}_{\mathrm{true}}\)

How do we measure this?

And turn it into this?

Discrepancy

Model ↔ Quantile Function

For purposes of calculating risk, we can reduce any model to \(q(Φ)\) without loss of information

\begin{aligned} R_A &:= \mathbb{E}_{\mathcal{M}_\mathrm{true}}\bigl[Q(x_i, y_i \mid \mathcal{M}_A) \bigr] \\ &\;= \int_{\mathcal{X}\times\mathcal{Y}} \hspace{-18mu} dxdy\, p(x,y \mid \mathcal{M}_{\mathrm{true}}) \; Q(x, y \mid \mathcal{M}_A) \\ &\;= \int_{-\infty}^\infty \hspace{-12mu} dq \int_{\substack{\\\!\!\!\!\!\mathcal{X}\times\mathcal{Y}\\\!\!\!Q(x,y)=q}} \hspace{-32mu} dxdy\,p(x,y \mid \mathcal{M}_{\mathrm{true}}) \; Q(x, y \mid \mathcal{M}_A) \\ &\;= \int_{-\infty}^\infty \hspace{-6mu} dq \;q\; p(q \mid \mathcal{M}_\mathrm{true}, \mathcal{M}_A) \\ &\;= \int_{-\infty}^\infty \hspace{-6mu} dq \;q(Φ \mid \mathcal{M}_\mathrm{true}, \mathcal{M}_A) \frac{d}{dq} Φ \\ R_A &\;= \int_{0}^{1} q(Φ\mid \mathcal{M}_\mathrm{true}, \mathcal{M}_A) dΦ \end{aligned}
\begin{aligned} \vphantom{Φ(q \mid \mathcal{M}_{\mathrm{true}}, \mathcal{M}_A)} Φ(q \mid \dots) &= \int_{\substack{\\\!\!\!\!\!\mathcal{X}\times\mathcal{Y}\\\!\!\!Q(x,y){\color{blue} \bm{\leq}} q}} \hspace{-32mu} dxdy\; Q(x, y \mid \mathcal{M}_A) p(x,y \mid \mathcal{M}_{\mathrm{true}}) \\[5ex] &\approx \frac{1}{\lvert \mathcal{D} \rvert} \sum_{\mathcal{D}} \bigl[ Q(x,y) \leq q \bigr] \end{aligned}
R_A \;= \int_{0}^{1} q(Φ \mid \mathcal{M}_\mathrm{true}, \mathcal{M}_A) dΦ \quad {\color{grey} \approx \frac{1}{\lvert \mathcal{D} \rvert} \sum_{(x,y)\in\mathcal{D}} Q(x,y \mid \mathcal{M}_A)}

Model ↔ Quantile Function

For purposes of calculating risk, we can reduce any model to \(q(Φ)\) without loss of information

EMD assumption (reframed): Candidate models represent that part of the experiment which we understand and control across replications

We can estimate \(R_A\) in two different ways:

\tilde{R}_A = \int_{\mathcal{X}\times\mathcal{Y}} \hspace{-18mu} dxdy\; Q(x, y \mid {\color{blue} \mathcal{M}_A}) p(x,y \mid {\color{blue} \mathcal{M}_A}) \\
R_A^* = \int_{\mathcal{X}\times\mathcal{Y}} \hspace{-18mu} dxdy\; Q(x, y \mid {\color{blue} \mathcal{M}_A}) p(x,y \mid {\color{blue} \mathcal{M}_{\mathrm{true}}}) \\

Mixed  \(q_A^*\)

Synth  \(\tilde{q}_A\)

Repeat for each \(\mathcal{M}\)

Stochastic Processes on Quantile Functions

Desiderata

Any process \(\mathcal{Q}\) should be

  • monotone
  • integrable
  • non-accumulating
\mathbb{E}\bigl[ \lvert q(Φ + ΔΦ) - q(Φ) \rvert \bigr] \lesssim C \, ΔΦ

There is no way to coax a Wiener process to yield what we need

Variance must not depend on \(Φ\), only on \(δ^{\mathrm{EMD}}(Φ)\)

  • \(\hat{q}\) should be “centered” on \(q^*\)
  • The “variability” of \(\hat{q}\) should be proportional to \(\color{#FF7b00} δ^{\mathrm{EMD}}\)
\begin{aligned} &\tilde{q}(Φ+ΔΦ) \\ &\quad= \tilde{q}(Φ) + \mathcal{N}\bigl[q^*(Φ+ΔΦ) - q^*(Φ), c(δ^{\mathrm{EMD}})^2\bigr] \end{aligned}

Hierarchical Beta Process on Quantile Functions

Instead of accumulating increments left-to-right, we successively refine the interval

We draw increment pairs, under the constraint

\(Δq_{ΔΦ}(Φ) \stackrel{!}{=} Δq_{ΔΦ/2}(Φ) + Δq_{ΔΦ/2}(Φ+ΔΦ/2)\)

\Rightarrow

We need a compositional distribution

Mateu-Figueras et al., Distributions on the Simplex Revisited, 2021

The simplest 2-D compositional distributon is the beta distribution

\begin{aligned} &\tilde{q}(Φ+ΔΦ) \\ &\quad= \tilde{q}(Φ) + \mathcal{N}\bigl[q^*(Φ+ΔΦ) - q^*(Φ), c(δ^{\mathrm{EMD}})^2\bigr] \end{aligned}
Φ
ΔΦ = 2^{-1}
Φ
ΔΦ = 2^{-2}
Φ
ΔΦ = 2^{-3}
q
Φ
q
Φ
ΔΦ = 2^0

Hierarchical Beta Process on Quantile Functions

We draw increment pairs, under the constraint

\(Δq_{ΔΦ}(Φ) \stackrel{!}{=} Δq_{ΔΦ/2}(Φ) + Δq_{ΔΦ/2}(Φ+ΔΦ/2)\)

Φ
q
Φ

Beta

\begin{alignedat}{7} x &\sim \mathop{\mathrm{Beta}} &&\Rightarrow\; & p(x) &\propto x^α (1 - x)^β &&\,,& \quad x &\in [0, 1] \\ \phantom{x_1, x_2}&\phantom{\sim \mathop{\mathrm{Beta}}} &&\phantom{\Rightarrow\;} & \phantom{p(x_1,x_2)} &\phantom{\propto x_1^α\;\; x_2^β} &&\phantom{\,,}& \phantom{\quad x_1,x_2} &\phantom{\in [0, 1], \, x_1 + x_2 \stackrel{!}{=} 1} \end{alignedat}

Compositional form

Desiderata

  • monotone
  • integrable
  • non-accumulating
\left.\begin{aligned} \\[4ex] \end{aligned}\right\}

By construction

  • \(\hat{q}\) should be “centered” on \(q^*\)
\left.\begin{aligned} \\[4ex] \end{aligned}\right\}

Determine \(α\) and \(β\)

\begin{alignedat}{7} \phantom{x} &\phantom{\sim \mathop{\mathrm{Beta}}} &&\phantom{\Rightarrow\;} & \phantom{p(x)} &\phantom{\propto x^α (1 - x)^β} &&\,\phantom{,}& \quad \phantom{x} &\phantom{\in [0, 1]} \\ x_1, x_2&\sim \mathop{\mathrm{Beta}} &&\Rightarrow\; & p(x_1,x_2) &\propto x_1^α\;\; x_2^β &&\,,& \quad x_1,x_2 &\in [0, 1], \, x_1 + x_2 \stackrel{!}{=} 1 \end{alignedat}
  • The “variability” of \(\hat{q}\) should be proportional to \(\color{#FF7b00} δ^{\mathrm{EMD}}\)

Hierarchical Beta Process on Quantile Functions

We draw increment pairs, under the constraint

\(Δq_{ΔΦ}(Φ) \stackrel{!}{=} Δq_{ΔΦ/2}(Φ) + Δq_{ΔΦ/2}(Φ+ΔΦ/2)\)

Φ
q
Φ

Beta

\begin{alignedat}{7} \phantom{x} &\phantom{\sim \mathop{\mathrm{Beta}}} &&\phantom{\Rightarrow\;} & \phantom{p(x)} &\phantom{\propto x^α (1 - x)^β} &&\,\phantom{,}& \quad \phantom{x} &\phantom{\in [0, 1]} \\ x_1, x_2&\sim \mathop{\mathrm{Beta}} &&\Rightarrow\; & p(x_1,x_2) &\propto x_1^α\;\; x_2^β &&\,,& \quad x_1,x_2 &\in [0, 1], \, x_1 + x_2 \stackrel{!}{=} 1 \end{alignedat}
  • \(\hat{q}\) should be “centered” on \(q^*\)
  • The “variability” of \(\hat{q}\) should be proportional to \(\color{#FF7b00} δ^{\mathrm{EMD}}\)

Because of the constraint, mean and variance are not natural statistics for compositional distributions

Mateu-Figueras et al., Distributions on the Simplex Revisited, 2021

Instead it is better to use the center and metric variance

\mathbb{E}_a[(x_1, x_2)] = \frac{1}{e^{ψ(α)} + e^{ψ(β)}} \bigl(e^{ψ(α)}, e^{ψ(β)}\bigr)
\mathop{\mathrm{Mvar}}[(x_1, x_2)] = \frac{1}{2} \bigl(ψ_1(α) + ψ_1(β)\bigr)

Two equations ⇒ Solve for \(α\) and \(β\)

\frac{e^{ψ(α)}}{e^{ψ(β)}} \stackrel{!}{=} \frac{Δq_{ΔΦ}^*(Φ)}{Δq_{ΔΦ}^*(Φ+ΔΦ)}
\mathop{\mathrm{Mvar}}[(x_1, x_2)] \stackrel{!}{=} c\,δ^\mathrm{EMD}

Hierarchical Beta Process on Quantile Functions

q
Φ

A Qualitatively Different Criterion

Dataset size

“Strength” of evidence

BIC

Bayes factor

MDL

AIC

elpd

  1. No
     
  2. Partially —
    vol(posterior)
  3. No
  4. No
  5. No
  1. No
     
  2. Yes —
    vol(posterior)
  3. No
  4. No
  5. No
  • No
     
  • Yes — ability to fit arb. data
  • No
  • No
  • No
  1. Partially — unbiased est.
  2. No
     
  3. No
  4. No
  5. No
  1. Yes
     
  2. No
     
  3. No
  4. No
  5. No

EMD

  • High-level goal is induction
  • Objective is predictive accuracy
  • No model is perfect
  • The amount of data is undetermined
  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(\lvert\mathcal{D}\rvert \to \infty\))
  1. Yes
     
  2. No
     
  3. No
  4. No
  5. No

Calibration: Putting units on the            proportionality

\bm{ δ^\mathrm{EMD} }
\mathop{\mathrm{Mvar}}[(x_1, x_2)] \stackrel{!}{=} {\color{1692ad} c} \,δ^\mathrm{EMD}
  • Converts discrepancy to metric variance
  • Context-dependent: chosen by
    simulating experimental variations

Procedure

  1. Use domain & problem knowledge to define “epistemic distributions” \(Ω\) over
    • weak vs strong input
    • data correlations
    • temperature
    • …
  2. Simulate 1000’s of model comparisons for each tested value of \(c\)
  3. Compare to the ground truth probabilities
  4. Select a \(c\) which systematically underestimates selection confidence
B^\mathrm{EMD}_{AB} := P(R_A < R_B \mid c)

Use the fact that \(B^\mathrm{EMD}_{AB}\) are true probabilities:

B^\mathrm{epis}

Calibration: Putting units on the            proportionality

\bm{ δ^\mathrm{EMD} }

Procedure

  1. Use domain & problem knowledge to define “epistemic distributions” \(Ω\) over
    • weak vs strong input
    • data correlations
    • temperature
    • …
  2. Simulate 1000’s of model comparisons for each tested value of \(c\)
  3. Compare to the ground truth probabilities
  4. Select a \(c\) which systematically underestimates selection confidence
B^\mathrm{EMD}_{AB} := P(R_A < R_B \mid c)

Use the fact that \(B^\mathrm{EMD}_{AB}\) are true probabilities:

(white region)

B^\mathrm{epis}

(true)

(theory)

Summary – Ideas

  • Our high-level goal is induction
  • I.e. a model with high predictive accuracy
  • No model is perfect
  • The amount of data is undetermined

We use risk: \(\mathbb{E}_{\mathcal{M}_{\mathrm{true}}}[Q]\) to rank models

For purposes of calculating risk, we can reduce any model to \(q(Φ)\) without loss of information

Assumption: Candidate models represent that part of the experiment which we understand and control across replications

Hierarchical beta process: To obtain a non-accumulating process over quantile functions, we successively refine the interval

Φ

Ansatz: Model uncertainty proportional to \(δ^{\mathrm{EMD}}\)

R_A \;= \mathbb{E}_{\mathcal{M}_\mathrm{true}}\bigl[Q(x_i, y_i \mid \mathcal{M}_A) = \int_{0}^{1} dΦ(q \mid \mathcal{M}_\mathrm{true}, \mathcal{M}_A)

Summary – Procedure

Repeat for each \(\mathcal{M}\)

Calibration

Summary – Procedure

Repeat for each \(\mathcal{M}\)

Calibration

All of this can be automated

emdcmp on PyPI

from emdcmp import Bemd, make_empirical_risk, draw_R_samples

synth_ppfA = make_empirical_risk(lossA(modelA.generate(Lsynth)))
synth_ppfB = make_empirical_risk(lossB(modelB.generate(Lsynth)))
mixed_ppfA = make_empirical_risk(lossA(data))
mixed_ppfB = make_empirical_risk(lossB(data))

Bemd(mixed_ppfA, mixed_ppfB, synth_ppfA, synth_ppfB, c=c)

Thank You

Chair of Computational Network Science

(Prof. Michael Schaub)

netsci.rwth-aachen.de

Alexandre René
rene@netsci.rwth-aachen.de
www.arene.ca

HOOC Workshop takes place here
(cerca August 2026)

Extra slides

We can learn more, and more complex, models

Multiple LP candidates with similar responses

Prinz et al., Nat Neurosci (2004)

René, pyloric simulator, PyPI (2025)

C_a \frac{dV}{dt} = \;\;\sum_{\mathclap{\text{ion channels}}}\; \bar{g}_i m_i[V]^p h_i[V] (V - E_i)

8D Parameter sweep

… arguably too many models

t_k
t_{k-1}
t_{k-2}

…

\nabla_{\color{#3cb100} Θ}

René et al., Neural Comp (2020)

 

Back-propagation through time

What kind of robustness do we seek?

Variations

At a large scale, what kinds of variations do we want to account for?

  1. In-distribution data
  2. Out-of-distribution data
  3. Model parameters

High-level

Paradigm

How do we define/quantify these variations and the selection objective?

Specific

  1. Epistemic distribution (\(Ω\))
  2. Data-generating process (\(\mathcal{M}_{\mathrm{true}}\))
  3. Dataset (\(\mathcal{D}\))
  4. Parameters (\(θ\))
  5. Score function (\(R\))
  6. Evaluate score on…

Properties

Higher-level assessment.
These follow from the choice of paradigm.

Functional

  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

Different criteria ↔ Different notions of robustness

Variations

Paradigm

Properties

  1. In-distribution data
  2. Out-of-distribution data
  3. Model parameters
  1. Epistemic distribution (\(Ω\))
  2. Data-generating process (\(\mathcal{M}_{\mathrm{true}}\))
  3. Dataset (\(\mathcal{D}\))
  4. Parameters (\(θ\))
  5. Score function (\(R\))
  6. Evaluate score on…
  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

BIC

Bayes factor

ε_A = \int p(\mathcal{D}|θ,\mathcal{M}_A){\color{blue} π_A(θ) dθ}

MDL

AIC

elpd

\mathtt{COMP}(\mathcal{M}_A) = \int {\color{blue} \max_θ}\; p({\color{red} \mathcal{D}'}|\mathcal{M}_A({\color{blue} θ})) d{\color{red} D'}
\mathbb{E}_{{\color{blue} (x_i, y_i)} \sim \mathcal{M}_{\mathrm{true}}} [Q({\color{blue} x_i, y_i}; \mathcal{M}_A)]
2 Q({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)) + k_A \cdot 2
2 Q\bigl({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)\bigr) + k_A \lvert\mathcal{D}\rvert

Bayesian information criterion

aka model evidence

minimum description length

Akaike information criterion

expected log pointwise predictive density

\log ε_A - \log ε_B
p\bigl(\mathcal{D} \mid \mathcal{M}_A\bigl({\color{green} \hat{θ}}(\mathcal{D}_{\mathrm{train}})\bigr)\bigr)

Ignoring
 

model
vs
discrete params
vs
continuous params

See esp. “Holes in Bayesian Statistics”, Gelman, Yao, J. Phys. G (2020)

Different criteria ↔ Different notions of robustness

Variations

Paradigm

Properties

  1. In-distribution data
  2. Out-of-distribution data
  3. Model parameters
  1. Epistemic distribution (\(Ω\))
  2. Data-generating process (\(\mathcal{M}_{\mathrm{true}}\))
  3. Dataset (\(\mathcal{D}\))
  4. Parameters (\(θ\))
  5. Score function (\(R\))
  6. Evaluate score on…
  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

BIC

Bayes factor

ε_A = \int p(\mathcal{D}|θ,\mathcal{M}_A)π_A(θ) dθ

MDL

AIC

elpd

  1. No
  2. No
  3. Yes
  1. N/A
  2. N/A
  3. Fixed \(\mathcal{D}_{\mathrm{rep}} \equiv \mathcal{D}_{\mathrm{obs}}\)
  4. (\(θ\sim \text{prior}\))
  5. Log likelihood
  6. Training data, joint
  1. No
  2. No
  3. Yes
  1. N/A
  2. N/A
  3. Fixed \(\mathcal{D}_{\mathrm{rep}} \equiv \mathcal{D}_{\mathrm{obs}}\)
  4. (\(θ\sim \text{prior}\))
  5. Log likelihood
  6. Training data, joint
  1. No
  2. Yes
  3. Yes
  1. Single \(Ω\): 
  2. \(\mathcal{M}_{\mathrm{true}} \sim Ω\)
  3. \(\mathcal{D}_{\mathrm{rep}} \sim\) event space
  4. Fit \(θ\) to \(\mathcal{D}_{\mathrm{rep}} \)
  5. Log likelihood
  6. Training data, joint
  1. Yes
  2. No
  3. No
  1. N/A
  2. Fixed \(\mathcal{M}_{\mathrm{true}}\)
  3. \(\mathcal{D}_{\mathrm{rep}} \sim \mathcal{M}_{\mathrm{true}}\)
  4. Fit \(θ\) to \(\mathcal{D}_{\mathrm{rep}} \)
  5. Log likelihood
  6. Training data, joint
  1. Yes
  2. Yes
  3. No
  1. Single \(Ω\):
  2. \(\mathcal{M}_{\mathrm{true}} \sim Ω\)
  3. \(\mathcal{D}_{\mathrm{rep}} \sim \mathcal{M}_{\mathrm{true}}\)
  4. Fit posterior to \(\mathcal{D}_{\mathrm{obs}} \)
  5. Arbitrary functional
  6. Test data, pointwise total

prior over models

prior over models

posterior over params

\int {\color{blue} \max_θ}\; p({\color{red} \mathcal{D}'}|\mathcal{M}_A({\color{blue} θ})) d{\color{red} D'}
\mathbb{E}_{{\color{blue} (x_i, y_i)} \sim \mathcal{M}_{\mathrm{true}}} [Q({\color{blue} x_i, y_i}; \mathcal{M}_A)]
2 Q({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)) + 2k_A
2 Q\bigl({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)\bigr) + k_A \lvert\mathcal{D}\rvert

Different criteria ↔ Different notions of robustness

Variations

Paradigm

Properties

  1. In-distribution data
  2. Out-of-distribution data
  3. Model parameters
  1. Epistemic distribution (\(Ω\))
  2. Data-generating process (\(\mathcal{M}_{\mathrm{true}}\))
  3. Dataset (\(\mathcal{D}\))
  4. Parameters (\(θ\))
  5. Score function (\(R\))
  6. Evaluate score on…
  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

BIC

Bayes factor

ε_A = \int p(\mathcal{D}|θ,\mathcal{M}_A)π_A(θ) dθ

MDL

AIC

elpd

  1. No
     
  2. Partially —
    vol(posterior)
  3. No
  4. No
  5. No
  1. No
     
  2. Yes —
    vol(posterior)
  3. No
  4. No
  5. No
  • No
     
  • Yes — ability to fit arb. data
  • No
  • No
  • No
  1. Partially — unbiased est.
  2. No
     
  3. No
  4. No
  5. No
  1. Yes
     
  2. No
     
  3. No
  4. No
  5. No
\int {\color{blue} \max_θ}\; p({\color{red} \mathcal{D}'}|\mathcal{M}_A({\color{blue} θ})) d{\color{red} D'}
\mathbb{E}_{{\color{blue} (x_i, y_i)} \sim \mathcal{M}_{\mathrm{true}}} [Q({\color{blue} x_i, y_i}; \mathcal{M}_A)]
2 Q({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)) + 2k_A
2 Q\bigl({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)\bigr) + k_A \lvert\mathcal{D}\rvert

Different criteria ↔ Different notions of robustness

Variations

Paradigm

Properties

  1. In-distribution data
  2. Out-of-distribution data
  3. Model parameters
  1. Epistemic distribution (\(Ω\))
  2. Data-generating process (\(\mathcal{M}_{\mathrm{true}}\))
  3. Dataset (\(\mathcal{D}\))
  4. Parameters (\(θ\))
  5. Score function (\(R\))
  6. Evaluate score on…
  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

BIC

Bayes factor

ε_A = \int p(\mathcal{D}|θ,\mathcal{M}_A)π_A(θ) dθ

MDL

AIC

elpd

  1. No
     
  2. Partially —
    vol(posterior)
  3. No
  4. No
  5. No
  1. No
     
  2. Yes —
    vol(posterior)
  3. No
  4. No
  5. No
  • No
     
  • Yes — ability to fit arb. data
  • No
  • No
  • No
  1. Partially — unbiased est.
  2. No
     
  3. No
  4. No
  5. No
  1. Yes
     
  2. No
     
  3. No
  4. No
  5. No
\int {\color{blue} \max_θ}\; p({\color{red} \mathcal{D}'}|\mathcal{M}_A({\color{blue} θ})) d{\color{red} D'}
\mathbb{E}_{{\color{blue} (x_i, y_i)} \sim \mathcal{M}_{\mathrm{true}}} [Q({\color{blue} x_i, y_i}; \mathcal{M}_A)]
2 Q({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)) + 2k_A
2 Q\bigl({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)\bigr) + k_A \lvert\mathcal{D}\rvert

Key take-away:

  • No universal selection rule
  • No substitute to think about what we have, and what we need
  • So what do we need?

Statistical Criteria are not meant for Induction

BIC

Bayes factor

ε_A = \int p(\mathcal{D}|θ,\mathcal{M}_A)π_A(θ) dθ

MDL

AIC

elpd

  1. No
     
  2. Partially —
    vol(posterior)
  3. No
  4. No
  5. No
  1. No
     
  2. Yes —
    vol(posterior)
  3. No
  4. No
  5. No
  • No
     
  • Yes — ability to fit arb. data
  • No
  • No
  • No
  1. Partially — unbiased est.
  2. No
     
  3. No
  4. No
  5. No
  1. Yes
     
  2. No
     
  3. No
  4. No
  5. No
\int {\color{blue} \max_θ}\; p({\color{red} \mathcal{D}'}|\mathcal{M}_A({\color{blue} θ})) d{\color{red} D'}
\mathbb{E}_{{\color{blue} (x_i, y_i)} \sim \mathcal{M}_{\mathrm{true}}} [Q({\color{blue} x_i, y_i}; \mathcal{M}_A)]
2 Q({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)) + 2k_A
2 Q\bigl({\color{red} \mathcal{D}_{\mathrm{train}}}; \mathcal{M}_A\bigl({\color{green} \hat{θ}}({\color{red} \mathcal{D}_{\mathrm{train}}})\bigr)\bigr) + k_A \lvert\mathcal{D}\rvert
  • Abstract goal is induction
  • Objective is predictive accuracy
  • No model is perfect
  • The amount of data is undetermined

Properties

  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))

Statistical Criteria are not meant for Induction

Properties

  1. Considers generalization error
  2. Penalizes model complexity
  3. Allows for misspecified models
  4. Allows for non-stationary replications
  5. Bounded discriminability (as \(L \to \infty\))
  • Abstract goal is induction
  • Objective is predictive accuracy
  • No model is perfect
  • The amount of data is undetermined

Dataset size

“Strength” of evidence

Would you confidently select the Planck model based on these data?

Why not?

And yet…

Statistical criteria are descriptive

They consider only the data we have today, not those we will collect tomorrow

Truth in the Age of Deep Learning

By Alexandre René

Truth in the Age of Deep Learning

This was presented at the D-IEP seminar on 6 Nov 2025

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