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When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

To effect behavior change a successful algorithm must make high-quality decisions in real-time. For example, a mobile health (mHealth) application designed to increase physical activity must make contextually relevant suggestions to…

Machine Learning · Statistics 2020-03-31 Marianne Menictas , Sabina Tomkins , Susan A Murphy

Medical events of interest, such as mortality, often happen at a low rate in electronic medical records, as most admitted patients survive. Training models with this imbalance rate (class density discrepancy) may lead to suboptimal…

Machine Learning · Computer Science 2022-08-02 Zepeng Huo , Xiaoning Qian , Shuai Huang , Zhangyang Wang , Bobak J. Mortazavi

Background: Clinical prediction models for a health condition are commonly evaluated regarding performance for a population, although decisions are made for individuals. The classic view relates uncertainty in risk estimates for individuals…

We propose an evaluation framework for class probability estimates (CPEs) in the presence of label uncertainty, which is commonly observed as diagnosis disagreement between experts in the medical domain. We also formalize evaluation metrics…

Machine Learning · Statistics 2021-03-23 Takahiro Mimori , Keiko Sasada , Hirotaka Matsui , Issei Sato

Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…

Applications · Statistics 2026-02-13 Mohsen Sadatsafavi , Paul Gustafson , Solmaz Setayeshgar , Laure Wynants , Richard D Riley

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

Machine learning strategies like multi-task learning, meta-learning, and transfer learning enable efficient adaptation of machine learning models to specific applications in healthcare, such as prediction of various diseases, by leveraging…

Machine Learning · Computer Science 2024-12-31 Sophie Wharrie , Lisa Eick , Lotta Mäkinen , Andrea Ganna , Samuel Kaski , FinnGen

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Machine Learning · Computer Science 2023-11-21 Gundeep Arora , Srujana Merugu , Anoop Saladi , Rajeev Rastogi

A treatment benefit predictor (TBP) is a function that maps patient characteristics to an estimate of the treatment benefit for that patient. Such predictors support optimizing individualized treatment decisions, which are central to…

Methodology · Statistics 2025-09-30 Yuan Xia , Mohsen Sadatsafavi , Paul Gustafson

Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…

Methodology · Statistics 2025-01-24 Manuela Royer-Carenzi , Hadrien Lorenzo , Pierre Pudlo

LLM decoding often relies on the model's predictive distribution to generate an output. Consequently, misalignment with respect to the true generating distribution leads to suboptimal decisions in practice. While a natural solution is to…

Machine Learning · Computer Science 2026-05-12 Tim Tomov , Dominik Fuchsgruber , Rajeev Verma , Stephan Günnemann

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

Methodology · Statistics 2025-04-08 Chaya Weerasinghe , David T. Frazier , Ruben Loaiza-Maya , Christopher Drovandi

Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…

Machine Learning · Statistics 2023-12-25 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…

Machine Learning · Computer Science 2026-01-06 Marzieh Amiri Shahbazi , Ali Baheri , Nasibeh Azadeh-Fard

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

In the drug discovery process, where experiments can be costly and time-consuming, computational models that predict drug-target interactions are valuable tools to accelerate the development of new therapeutic agents. Estimating the…

Machine Learning · Computer Science 2024-07-22 Hannah Rosa Friesacher , Ola Engkvist , Lewis Mervin , Yves Moreau , Adam Arany

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…

Methodology · Statistics 2021-04-06 Michael Newton , Nicholas G. Polson , Jianeng Xu