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Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models…

Machine Learning · Statistics 2021-12-14 Jean Feng , Arjun Sondhi , Jessica Perry , Noah Simon

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…

Machine Learning · Computer Science 2024-03-07 Zhun Deng , Thomas P. Zollo , Jake C. Snell , Toniann Pitassi , Richard Zemel

We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

Machine Learning · Statistics 2025-06-02 Victor Li , Baiting Chen , Yuzhen Mao , Qi Lei , Zhun Deng

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

Machine learning algorithms have grown in sophistication over the years and are increasingly deployed for real-life applications. However, when using machine learning techniques in practical settings, particularly in high-risk applications…

Machine Learning · Computer Science 2023-10-06 Sukrita Singh , Neeraj Sarna , Yuanyuan Li , Yang Li , Agni Orfanoudaki , Michael Berger

Modern machine learning models can be accurate on average yet still make mistakes that dominate deployment cost. We introduce Locus, a distribution-free wrapper that produces a per-input loss-scale reliability score for a fixed prediction…

Machine Learning · Statistics 2026-03-03 Matheus Barreto , Mário de Castro , Thiago R. Ramos , Denis Valle , Rafael Izbicki

To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

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…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

Rigorously establishing the safety of black-box machine learning models concerning critical risk measures is important for providing guarantees about model behavior. Recently, Bates et. al. (JACM '24) introduced the notion of a risk…

Machine Learning · Statistics 2024-11-01 Ziyu Xu , Nikos Karampatziakis , Paul Mineiro

Proper learning refers to the setting in which learners must emit predictors in the underlying hypothesis class $H$, and often leads to learners with simple algorithmic forms (e.g. empirical risk minimization (ERM), structural risk…

Machine Learning · Computer Science 2025-12-10 Julian Asilis , Siddartha Devic , Shaddin Dughmi , Vatsal Sharan , Shang-Hua Teng

We propose a learning framework for calibrating predictive models to make loss-controlling prediction for exchangeable data, which extends our recently proposed conformal loss-controlling prediction for more general cases. By comparison,…

Machine Learning · Computer Science 2024-01-24 Di Wang , Junzhi Shi , Pingping Wang , Shuo Zhuang , Hongyue Li

One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Alexey Kornaev , Elena Kornaeva , Oleg Ivanov , Ilya Pershin , Danis Alukaev

In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…

Machine Learning · Statistics 2020-03-12 Enrico Camporeale , Algo Carè

As deep neural networks are more commonly deployed in high-stakes domains, their black-box nature makes uncertainty quantification challenging. We investigate the presentation of conformal prediction sets--a distribution-free class of…

Human-Computer Interaction · Computer Science 2024-04-29 Dongping Zhang , Angelos Chatzimparmpas , Negar Kamali , Jessica Hullman

Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…

Machine Learning · Statistics 2019-05-08 Frithjof Gressmann , Franz J. Király , Bilal Mateen , Harald Oberhauser

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

In real-world applications, the limited availability of labeled outcomes presents significant challenges for statistical inference due to high collection costs, technical barriers, and other constraints. In this work, we propose a method to…

Methodology · Statistics 2025-10-14 Menghan Yi , Yanlin Tang , Huixia Judy Wang
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