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As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

In data mining, when binary prediction rules are used to predict a binary outcome, many performance measures are used in a vast array of literature for the purposes of evaluation and comparison. Some examples include classification…

Machine Learning · Statistics 2025-07-08 Zheng Yuan , Wenxin Jiang

Fair calibration is a widely desirable fairness criteria in risk prediction contexts. One way to measure and achieve fair calibration is with multicalibration. Multicalibration constrains calibration error among flexibly-defined…

Machine Learning · Computer Science 2023-09-04 William La Cava , Elle Lett , Guangya Wan

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Predictive models such as decision trees and neural networks may produce discrimination in their predictions. This paper proposes a method to post-process the predictions of a predictive model to make the processed predictions…

Artificial Intelligence · Computer Science 2018-11-06 Jixue Liu , Jiuyong Li , Lin Liu , Thuc Duy Le , Feiyue Ye , Gefei Li

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Machine Learning · Computer Science 2025-10-15 Isaac Gibbs , Ryan J. Tibshirani

Future prediction is a fundamental principle of intelligence that helps plan actions and avoid possible dangers. As the future is uncertain to a large extent, modeling the uncertainty and multimodality of the future states is of great…

Computer Vision and Pattern Recognition · Computer Science 2020-06-09 Osama Makansi , Eddy Ilg , Özgün Cicek , Thomas Brox

Although neural networks (especially deep neural networks) have achieved \textit{better-than-human} performance in many fields, their real-world deployment is still questionable due to the lack of awareness about the limitation in their…

Machine Learning · Computer Science 2023-04-12 Mehedi Hasan , Moloud Abdar , Abbas Khosravi , Uwe Aickelin , Pietro Lio' , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

Machine learning models are typically deployed in a test setting that differs from the training setting, potentially leading to decreased model performance because of domain shift. If we could estimate the performance that a pre-trained…

Computer Vision and Pattern Recognition · Computer Science 2022-07-21 Zeju Li , Konstantinos Kamnitsas , Mobarakol Islam , Chen Chen , Ben Glocker

Compounding error, where small prediction mistakes accumulate over time, presents a major challenge in learning-based control. For example, this issue often limits the performance of model-based reinforcement learning and imitation…

Systems and Control · Electrical Eng. & Systems 2025-04-03 Anne Somalwar , Bruce D. Lee , George J. Pappas , Nikolai Matni

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

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Machine Learning · Computer Science 2024-01-24 Aldo Pacchiano , Christoph Dann , Claudio Gentile

In high-stakes decision-making tasks within legal NLP, such as Case Outcome Classification (COC), quantifying a model's predictive confidence is crucial. Confidence estimation enables humans to make more informed decisions, particularly…

Computation and Language · Computer Science 2024-09-30 T. Y. S. S. Santosh , Irtiza Chowdhury , Shanshan Xu , Matthias Grabmair

Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…

Machine Learning · Statistics 2020-10-15 James Lucas , Mengye Ren , Irene Kameni , Toniann Pitassi , Richard Zemel

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

Methods that address data shifts usually assume full access to multiple datasets. In the healthcare domain, however, privacy-preserving regulations as well as commercial interests limit data availability and, as a result, researchers can…

Machine Learning · Statistics 2022-05-03 Tal El-Hay , Chen Yanover

The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medicine, biology or economics. The associated techniques are…

Methodology · Statistics 2015-11-17 Stephane Guerrier , Maria-Pia Victoria-Feser

Constructing confidence intervals that are simultaneously valid across a class of estimates is central to tasks such as multiple mean estimation, generalization guarantees, and adaptive experimental design. We frame this as an ``error…

Machine Learning · Computer Science 2026-02-05 Sanath Kumar Krishnamurthy , Anna Lyubarskaja , Emma Brunskill , Susan Athey
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