Related papers: A critical assessment of conformal prediction meth…
We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…
Classical machine learning classifiers tend to be overconfident can be unreliable outside of the laboratory benchmarks. Properly assessing the reliability of the output of the model per sample is instrumental for real-life scenarios where…
Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…
With the advent of kernel methods, automating the task of specifying a suitable kernel has become increasingly important. In this context, the Multiple Kernel Learning (MKL) problem of finding a combination of pre-specified base kernels…
Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…
Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…
Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…
In typical machine learning systems, an estimate of the probability of the prediction is used to assess the system's confidence in the prediction. This confidence measure is usually uncalibrated; i.e.\ the system's confidence in the…
Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…
The adequate use of information measured in a continuous manner along a period of time represents a methodological challenge. In the last decades, most of traditional statistical procedures have been extended for accommodating these…
Link prediction is a popular research area with important applications in a variety of disciplines, including biology, social science, security, and medicine. The fundamental requirement of link prediction is the accurate and effective…
This study developed a new statistical model and method for analyzing the precision of binary measurement methods from collaborative studies. The model is based on beta-binomial distributions. In other words, it assumes that the sensitivity…
The paper discusses the limitations of deep learning models in identifying and utilizing features that remain invariant under a bijective transformation on the data entries, which we refer to as combinatorial patterns. We argue that the…
Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…
This note introduces the method of cross-conformal prediction, which is a hybrid of the methods of inductive conformal prediction and cross-validation, and studies its validity and predictive efficiency empirically.
We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…
Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…
In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions,…