Related papers: Modular Conformal Calibration
AI tools can be useful to address model deficits in the design of communication systems. However, conventional learning-based AI algorithms yield poorly calibrated decisions, unabling to quantify their outputs uncertainty. While Bayesian…
In online advertising, uncertainty calibration aims to adjust a ranking model's probability predictions to better approximate the true likelihood of an event, e.g., a click or a conversion. However, existing calibration approaches may lack…
Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…
Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
Conformal predictors are an important class of algorithms that allow predictions to be made with a user-defined confidence level. They are able to do this by outputting prediction sets, rather than simple point predictions. The conformal…
Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…
Model calibration seeks to ensure that models produce confidence scores that accurately reflect the true likelihood of their predictions being correct. However, existing calibration approaches are fundamentally tied to datasets of one-hot…
When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify…
Calibrating deep neural models plays an important role in building reliable, robust AI systems in safety-critical applications. Recent work has shown that modern neural networks that possess high predictive capability are poorly calibrated…
Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…
Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…
We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…
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,…
Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In…
Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…
Reliable uncertainty quantification is crucial for the trustworthiness of machine learning applications. Inductive Conformal Prediction (ICP) offers a distribution-free framework for generating prediction sets or intervals with…
The prediction accuracy of machine learning methods is steadily increasing, but the calibration of their uncertainty predictions poses a significant challenge. Numerous works focus on obtaining well-calibrated predictive models, but less is…