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Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

Model uncertainty is a crucial issue in statistics, econometrics and machine learning, yet its definition remains ambiguous and is subject to various interpretations in the literature. So far, there has not been a universally accepted…

Methodology · Statistics 2025-08-12 Guangyuan Cui , Yuting Wei , Xinyu Zhang

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

As we gain access to a greater depth and range of health-related information about individuals, three questions arise: (1) Can we build better models to predict individual-level risk of ill health? (2) How much data do we need to…

Machine Learning · Statistics 2021-04-27 Mark Green

Reliable uncertainty estimation is one of the major challenges for medical classification tasks. While many approaches have been proposed, recently the statistical framework of conformal predictions has gained a lot of attention, due to its…

Machine Learning · Computer Science 2025-06-24 Hendrik Mehrtens , Tabea Bucher , Titus J. Brinker

A useful sampling-reconstruction model should be stable with respect to different kind of small perturbations, regardless whether they result from jitter, measurement errors, or simply from a small change in the model assumptions. In this…

General Mathematics · Mathematics 2007-05-31 E. costa-Reyes , A. Aldroubi , I. Krishtal

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

Chaotic Dynamics · Physics 2009-11-10 Patrick E. McSharry , Leonard A. Smith

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

We find that the performance of state-of-the-art models on Natural Language Inference (NLI) and Reading Comprehension (RC) analysis/stress sets can be highly unstable. This raises three questions: (1) How will the instability affect the…

Computation and Language · Computer Science 2020-11-17 Xiang Zhou , Yixin Nie , Hao Tan , Mohit Bansal

Fine-tuning pre-trained language models on downstream tasks with varying random seeds has been shown to be unstable, especially on small datasets. Many previous studies have investigated this instability and proposed methods to mitigate it.…

Computation and Language · Computer Science 2023-10-03 Yupei Du , Dong Nguyen

As artificial intelligence systems move toward clinical deployment, ensuring reliable prediction behavior is fundamental for safety-critical decision-making tasks. One proposed safeguard is selective prediction, where models can defer…

Machine Learning · Computer Science 2026-05-25 L. Julián Lechuga López , Farah E. Shamout , Tim G. J. Rudner

In many scientific and data-driven applications, machine learning models are increasingly used as measurement instruments, rather than merely as predictors of predefined labels. When the measurement function is learned from data, the…

Machine Learning · Computer Science 2026-01-27 Indrė Žliobaitė

We consider a patient risk models which has access to patient features such as vital signs, lab values, and prior history but does not have access to a patient's diagnosis. For example, this occurs in a model deployed at intake time for…

Artificial Intelligence · Computer Science 2023-07-03 Alexander Peysakhovich , Rich Caruana , Yin Aphinyanaphongs

In modern data analysis, sparse model selection becomes inevitable once the number of predictors variables is very high. It is well-known that model selection procedures like the Lasso or Boosting tend to overfit on real data. The…

Machine Learning · Computer Science 2022-02-11 Tino Werner

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes…

Machine Learning · Computer Science 2022-11-23 Carlos Mougan , Dan Saattrup Nielsen

Forecasts are typically not produced in a vacuum but in a business context, where forecasts are generated on a regular basis and interact with each other. For decisions, it may be important that forecasts do not change arbitrarily, and are…

Machine Learning (ML) algorithms are vital for supporting clinical decision-making in biomedical informatics. However, their predictive performance can vary across demographic groups, often due to the underrepresentation of historically…

Machine Learning · Computer Science 2025-03-04 Ioannis Bilionis , Ricardo C. Berrios , Luis Fernandez-Luque , Carlos Castillo

We consider robustness to distribution shifts in the context of diagnostic models in healthcare, where the prediction target $Y$, e.g., the presence of a disease, is causally upstream of the observations $X$, e.g., a biomarker. Distribution…

Machine learning models only provide probabilistic guarantees on the expected loss of random samples from the distribution represented by their training data. As a result, a model with high accuracy, may or may not be reliable for…

Databases · Computer Science 2024-04-12 Nima Shahbazi , Abolfazl Asudeh

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

Methodology · Statistics 2013-07-30 Axel Gandy , Jan Terje Kvaløy