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We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…
Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…
In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement…
Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
Classification models based on deep neural networks (DNNs) must be calibrated to measure the reliability of predictions. Some recent calibration methods have employed a probabilistic model on the probability simplex. However, these…
Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…
We propose a framework to shrink a user-specified characteristic of a precision matrix estimator that is needed to fit a predictive model. Estimators in our framework minimize the Gaussian negative loglikelihood plus an $L_1$ penalty on a…
Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…
In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…
Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more…
For many applications of probabilistic classifiers it is important that the predicted confidence vectors reflect true probabilities (one says that the classifier is calibrated). It has been shown that common models fail to satisfy this…
When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…
Probabilities may be subjective or objective; we are concerned with both kinds of probability, and the relationship between them. The fundamental theory of objective probability is quantum mechanics: it is argued that neither Bohr's…
We present a novel approach to calibrating linguistic expressions of certainty, e.g., "Maybe" and "Likely". Unlike prior work that assigns a single score to each certainty phrase, we model uncertainty as distributions over the simplex to…
This paper proposes normative criteria for voting rules under uncertainty about individual preferences. The criteria emphasize the importance of responsiveness, i.e., the probability that the social outcome coincides with the realized…
Language models are increasingly used in settings where outputs must satisfy user-specified randomness constraints, yet their generation probabilities are often poorly calibrated to those targets. We study whether this capability can be…
Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024)…
Developing classification algorithms that are fair with respect to sensitive attributes of the data has become an important problem due to the growing deployment of classification algorithms in various social contexts. Several recent works…
With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…