Related papers: Multilevel calibration weighting for survey data
Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…
We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…
When probability predictions are too cautious for decision making, boldness-recalibration enables responsible emboldening while maintaining the probability of calibration required by the user. We formulate boldness-recalibration as a…
Delivering meaningful uncertainty estimates is essential for a successful deployment of machine learning models in the clinical practice. A central aspect of uncertainty quantification is the ability of a model to return predictions that…
Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…
Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…
Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties…
Regression analysis is commonly conducted in survey sampling. However, existing methods fail when the relationships vary across different areas or domains. In this paper, we propose a unified framework to study the group-wise covariate…
Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…
Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…
The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…
When auditing a redistricting plan, a persuasive method is to compare the plan with an ensemble of neutrally drawn redistricting plans. Ensembles are generated via algorithms that sample distributions on balanced graph partitions. To audit…
Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…
Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…
When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…
The author's recent research papers, "Cumulative deviation of a subpopulation from the full population" and "A graphical method of cumulative differences between two subpopulations" (both published in volume 8 of Springer's open-access…
We combine fine-grained spatially referenced census data with the vote outcomes from the 2016 US presidential election. Using this dataset, we perform ecological inference using distribution regression (Flaxman et al, KDD 2015) with a…
Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…
Recommender systems often suffer from selection bias as users tend to rate their preferred items. The datasets collected under such conditions exhibit entries missing not at random and thus are not randomized-controlled trials representing…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…