Related papers: Model Comparison and Calibration Assessment: User …
What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…
We consider the problem of evaluating forecasts of binary events whose predictions are consumed by rational agents who take an action in response to a prediction, but whose utility is unknown to the forecaster. We show that optimizing…
Scoring rules for eliciting expert predictions of random variables are usually developed assuming that experts derive utility only from the quality of their predictions (e.g., score awarded by the rule, or payoff in a prediction market). We…
In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…
We study the problem of semantic segmentation calibration. Lots of solutions have been proposed to approach model miscalibration of confidence in image classification. However, to date, confidence calibration research on semantic…
The widespread use of machine learning in credit scoring has brought significant advancements in risk assessment and decision-making. However, it has also raised concerns about potential biases, discrimination, and lack of transparency in…
Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…
Feature-based methods are commonly used to explain model predictions, but these methods often implicitly assume that interpretable features are readily available. However, this is often not the case for high-dimensional data, and it can be…
This graduate textbook on machine learning tells a story of how patterns in data support predictions and consequential actions. Starting with the foundations of decision making, we cover representation, optimization, and generalization as…
Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…
Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…
A growing body of research has explored how to support humans in making better use of AI-based decision support, including via training and onboarding. Existing research has focused on decision-making tasks where it is possible to evaluate…
Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more…
The appropriate estimation of incurred but not reported (IBNR) reserves is traditionally one of the most important task of actuaries working in casualty and property insurance. As certain claims are reported many years after their…
A key problem in text summarization is finding a salience function which determines what information in the source should be included in the summary. This paper describes the use of machine learning on a training corpus of documents and…
Recent literature has seen a significant focus on building machine learning models with specific properties such as fairness, i.e., being non-biased with respect to a given set of attributes, calibration i.e., model confidence being aligned…
This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and…
Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…
We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable components: miscalibration, discrimination, and uncertainty. Our estimation and inference relies…
Deep metric learning has gained promising improvement in recent years following the success of deep learning. It has been successfully applied to problems in few-shot learning, image retrieval, and open-set classifications. However,…