Robust Predictive Uncertainty and Double Descent in Contaminated Bayesian Random Features
污染贝叶斯随机特征中的稳健预测不确定性与双下降
We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between ridge-regularized RF training and Bayesian inference with Gaussian priors and likelihoods, we replace the single prior and likelihood with $ε$- and $η$-contaminated credal sets, respectively, and perform inference using pessimistic generalized Bayesian…