Related papers: Distribution-Free Prediction Sets for Two-Layer Hi…
Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…
Conformal prediction equips machine learning models with a reasonable notion of uncertainty quantification without making strong distributional assumptions. It wraps around any prediction model and converts point predictions into set…
The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…
Many theories have emerged which investigate how in- variance is generated in hierarchical networks through sim- ple schemes such as max and mean pooling. The restriction to max/mean pooling in theoretical and empirical studies has diverted…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
Diffusion Probabilistic Field (DPF) models the distribution of continuous functions defined over metric spaces. While DPF shows great potential for unifying data generation of various modalities including images, videos, and 3D geometry, it…
Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…
We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…
The scale and quality of a dataset significantly impact the performance of deep models. However, acquiring large-scale annotated datasets is both a costly and time-consuming endeavor. To address this challenge, dataset expansion…
Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…
Pooling heterogeneous datasets across domains is a common strategy in representation learning, but naive pooling can amplify distributional asymmetries and yield biased estimators, especially in settings where zero-shot generalization is…
Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…
Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…
Model selection has been proven an effective strategy for improving accuracy in time series forecasting applications. However, when dealing with hierarchical time series, apart from selecting the most appropriate forecasting model,…
Privacy protection and uncertainty quantification are increasingly important in data-driven decision making. Conformal prediction provides finite-sample marginal coverage, but existing private approaches often rely on data splitting,…
Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…
This research addresses the challenge of conducting interpretable causal inference between a binary treatment and its resulting outcome when not all confounders are known. Confounders are factors that have an influence on both the treatment…
We consider the problem of constructing confidence intervals for the median of a response $Y \in \mathbb{R}$ conditional on features $X \in \mathbb{R}^d$ in a situation where we are not willing to make any assumption whatsoever on the…
Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…
Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…