Related papers: A critical assessment of conformal prediction meth…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
In this study, we present a novel clinical decision support system and discuss its interpretability-related properties. It combines a decision set of rules with a machine learning scheme to offer global and local interpretability. More…
Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…
Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…
Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…
Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…
Convolutional neural networks have achieved astonishing results in different application areas. Various methods that allow us to use these models on mobile and embedded devices have been proposed. Especially binary neural networks are a…
Applying machine learning in the health care domain has shown promising results in recent years. Interpretable outputs from learning algorithms are desirable for decision making by health care personnel. In this work, we explore the…
The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…
Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…
In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…
Algorithmic decision making has proliferated and now impacts our daily lives in both mundane and consequential ways. Machine learning practitioners make use of a myriad of algorithms for predictive models in applications as diverse as movie…
Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…
Matching is one of the most widely used study designs for adjusting for measured confounders in observational studies. However, unmeasured confounding may exist and cannot be removed by matching. Therefore, a sensitivity analysis is…
Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…
To improve confounder adjustments, observational studies are often matched on potential confounders. While matched case-control studies are common and well covered in the literature, our focus here is on matched cohort studies, which are…
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)…
Machine learning plays an increasingly significant role in many aspects of our lives (including medicine, transportation, security, justice and other domains), making the potential consequences of false predictions increasingly devastating.…
Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…
We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a…