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The performance of machine learning models under distribution shift has been the focus of the community in recent years. Most of current methods have been proposed to improve the robustness to distribution shift from the algorithmic…

Computer Vision and Pattern Recognition · Computer Science 2022-05-26 Ziquan Liu , Yi Xu , Yuanhong Xu , Qi Qian , Hao Li , Rong Jin , Xiangyang Ji , Antoni B. Chan

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…

Methodology · Statistics 2015-02-05 L. A. Garcia-Escudero , A. Gordaliza , F. Greselin , S. Ingrassia , A. Mayo-Iscar

A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Data-driven models, especially deep learning classifiers often demonstrate great success on clean datasets. Yet, they remain vulnerable to common data distortions such as adversarial and common corruption perturbations. These perturbations…

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

A decision-maker faces uncertainty governed by a data-generating process (DGP), which is only known to belong to a set of sequences of independent but possibly non-identical distributions. A robust decision maximizes the expected payoff…

Theoretical Economics · Economics 2026-02-12 Xiaoyu Cheng

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Bayesian methods, distributionally robust optimization methods, and regularization methods are three pillars of trustworthy machine learning combating distributional uncertainty, e.g., the uncertainty of an empirical distribution compared…

Machine Learning · Computer Science 2024-03-26 Shixiong Wang , Haowei Wang

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…

Machine Learning · Computer Science 2026-03-25 Rodrigo F. L. Lassance , Jasper De Bock

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

This paper presents a new approach for assessing uncertainty in machine translation by simultaneously evaluating translation quality and providing a reliable confidence score. Our approach utilizes conformal predictive distributions to…

Computation and Language · Computer Science 2023-06-05 Patrizio Giovannotti

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Machine Learning · Computer Science 2025-05-14 Volodymyr Kuleshov , Shachi Deshpande

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

Statistics Theory · Mathematics 2016-03-31 Mathieu Sart

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Methodology · Statistics 2008-08-06 Mia Hubert , Peter J. Rousseeuw , Stefan Van Aelst

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

Updating machine learning models with new information usually improves their predictive performance, yet, in many applications, it is also desirable to avoid changing the model predictions too much. This property is called stability. In…

Machine Learning · Computer Science 2024-02-22 Morten Blørstad , Berent Å. S. Lunde , Nello Blaser

Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…

Machine Learning · Computer Science 2025-01-08 Daojun Liang , Haixia Zhang , Dongfeng Yuan