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Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…

Machine Learning · Computer Science 2024-08-01 Xavier Renard , Thibault Laugel , Marcin Detyniecki

We introduce dataset multiplicity, a way to study how inaccuracies, uncertainty, and social bias in training datasets impact test-time predictions. The dataset multiplicity framework asks a counterfactual question of what the set of…

Machine Learning · Computer Science 2023-04-24 Anna P. Meyer , Aws Albarghouthi , Loris D'Antoni

With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…

Machine Learning · Computer Science 2024-09-19 Andrea Pugnana , Lorenzo Perini , Jesse Davis , Salvatore Ruggieri

This paper investigates the critical role of hyperparameters in predictive multiplicity, where different machine learning models trained on the same dataset yield divergent predictions for identical inputs. These inconsistencies can…

Machine Learning · Computer Science 2025-03-19 Mustafa Cavus , Katarzyna Woźnica , Przemysław Biecek

Though neural network models demonstrate impressive performance, we do not understand exactly how these black-box models make individual predictions. This drawback has led to substantial research devoted to understand these models in areas…

Machine Learning · Computer Science 2020-01-10 Serena Booth , Ankit Shah , Yilun Zhou , Julie Shah

Clinical prediction models (CPMs) are used to predict clinically relevant outcomes or events. Typically, prognostic CPMs are derived to predict the risk of a single future outcome. However, with rising emphasis on the prediction of…

Methodology · Statistics 2020-10-29 Glen P. Martin , Matthew Sperrin , Kym I. E. Snell , Iain Buchan , Richard D. Riley

Complex statistical machine learning models are increasingly being used or considered for use in high-stakes decision-making pipelines in domains such as financial services, health care, criminal justice and human services. These models are…

Applications · Statistics 2017-07-04 Alexandra Chouldechova , Max G'Sell

Machine learning tasks may admit multiple competing models that achieve similar performance yet produce conflicting outputs for individual samples -- a phenomenon known as predictive multiplicity. We demonstrate that fairness interventions…

Machine Learning · Computer Science 2023-06-19 Carol Xuan Long , Hsiang Hsu , Wael Alghamdi , Flavio P. Calmon

Many machine learning applications predict individual probabilities, such as the likelihood that a person develops a particular illness. Since these probabilities are unknown, a key question is how to address situations in which different…

Computers and Society · Computer Science 2025-01-29 Tina Behzad , Sílvia Casacuberta , Emily Ruth Diana , Alexander Williams Tolbert

Probabilities or confidence values produced by artificial intelligence (AI) and machine learning (ML) models often do not reflect their true accuracy, with some models being under or over confident in their predictions. For example, if a…

Machine Learning · Computer Science 2025-04-28 Richard Oliver Lane

Classification tasks in machine learning involving more than two classes are known by the name of "multi-class classification". Performance indicators are very useful when the aim is to evaluate and compare different classification models…

Machine Learning · Statistics 2020-08-14 Margherita Grandini , Enrico Bagli , Giorgio Visani

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

As an intrinsic and fundamental property of big data, data heterogeneity exists in a variety of real-world applications, such as precision medicine, autonomous driving, financial applications, etc. For machine learning algorithms, the…

Machine Learning · Computer Science 2023-04-04 Jiashuo Liu , Jiayun Wu , Bo Li , Peng Cui

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

Machine Learning · Statistics 2020-07-07 Katarzyna Woźnica , Przemysław Biecek

In machine learning, the selection of a promising model from a potentially large number of competing models and the assessment of its generalization performance are critical tasks that need careful consideration. Typically, model selection…

Machine Learning · Statistics 2023-02-06 Pascal Rink , Werner Brannath

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Precision medicine is accelerating rapidly in the field of health research. This includes fitting predictive models for individual patients based on patient similarity in an attempt to improve model performance. We propose an algorithm…

Methodology · Statistics 2025-02-07 Tatiana Krikella , Joel A. Dubin

The existence of multiple, equally accurate models for a given predictive task leads to predictive multiplicity, where a ``Rashomon set'' of models achieve similar accuracy but diverges in their individual predictions. This inconsistency…

Machine Learning · Computer Science 2026-05-19 Parian Haghighat , Hadis Anahideh , Cynthia Rudin