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Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

Machine Learning · Statistics 2026-04-07 Keith Barnatchez , Kevin P. Josey , Rachel C. Nethery , Giovanni Parmigiani

Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…

Machine Learning · Computer Science 2022-04-12 Ngoc Bui , Duy Nguyen , Viet Anh Nguyen

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…

Machine Learning · Computer Science 2025-03-18 Yan Scholten , Stephan Günnemann

Many safety failures in machine learning arise when models are used to assign predictions to people (often in settings like lending, hiring, or content moderation) without accounting for how individuals can change their inputs. In this…

Machine Learning · Computer Science 2025-07-04 Seung Hyun Cheon , Meredith Stewart , Bogdan Kulynych , Tsui-Wei Weng , Berk Ustun

Robust reinforcement learning methods typically focus on suppressing unreliable experiences or corrupted rewards, but they lack the ability to reason about the reliability of their own learning process. As a result, such methods often…

Machine Learning · Computer Science 2026-03-24 Zhipeng Zhang , Xiongfei Su , Kai Li

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

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…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

Credibility theory provides tools to obtain better estimates by combining individual data with sample information. We apply the Credibility theory to a Uniform distribution that is used in testing the reliability of forecasting an interest…

Statistical Finance · Quantitative Finance 2014-09-18 Matteo Formenti

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

The feedback data of recommender systems are often subject to what was exposed to the users; however, most learning and evaluation methods do not account for the underlying exposure mechanism. We first show in theory that applying…

Information Retrieval · Computer Science 2020-12-07 Da Xu , Chuanwei Ruan , Evren Korpeoglu , Sushant Kumar , Kannan Achan

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

Confident prediction is highly relevant in machine learning; for example, in applications such as medical diagnoses, wrong prediction can be fatal. For classification, there already exist procedures that allow to not classify data when the…

Statistics Theory · Mathematics 2015-07-28 Christophe Denis , Mohamed Hebiri

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

In recent machine learning systems, confidence scores are being utilized more and more to manage selective prediction, whereby a model can abstain from making a prediction when it is unconfident. Yet, conventional metrics like accuracy,…

Machine Learning · Computer Science 2025-05-27 Kourosh Shahnazari , Seyed Moein Ayyoubzadeh , Mohammadali Keshtparvar , Pegah Ghaffari

Predictions in the form of sets of probability distributions, so-called credal sets, provide a suitable means to represent a learner's epistemic uncertainty. In this paper, we propose a theoretically grounded approach to credal prediction…

Machine Learning · Statistics 2025-12-16 Timo Löhr , Paul Hofman , Felix Mohr , Eyke Hüllermeier

It has been suggested that adversarial examples cause deep learning models to make incorrect predictions with high confidence. In this work, we take the opposite stance: an overly confident model is more likely to be vulnerable to…

Machine Learning · Computer Science 2018-02-14 Angus Galloway , Graham W. Taylor , Medhat Moussa

A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…

Machine Learning · Computer Science 2026-03-10 Paul Hofman , Timo Löhr , Maximilian Muschalik , Yusuf Sale , Eyke Hüllermeier

Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…

Machine Learning · Statistics 2023-12-29 Jacopo Teneggi , Matthew Tivnan , J. Webster Stayman , Jeremias Sulam

Selective classification enables models to make predictions only when they are sufficiently confident, aiming to enhance safety and reliability, which is important in high-stakes scenarios. Previous methods mainly use deep neural networks…

Machine Learning · Computer Science 2024-06-10 Yu-Chang Wu , Shen-Huan Lyu , Haopu Shang , Xiangyu Wang , Chao Qian

Robustness and counterfactual bias are usually evaluated on a test dataset. However, are these evaluations robust? If the test dataset is perturbed slightly, will the evaluation results keep the same? In this paper, we propose a "double…

Computation and Language · Computer Science 2021-04-13 Chong Zhang , Jieyu Zhao , Huan Zhang , Kai-Wei Chang , Cho-Jui Hsieh