Related papers: The out-of-sample $R^2$: estimation and inference
Recently, there has been gradually more attention paid to Out-of-Distribution (OOD) performance prediction, whose goal is to predict the performance of trained models on unlabeled OOD test datasets, so that we could better leverage and…
Recently, many causal estimators for Conditional Average Treatment Effect (CATE) and instrumental variable (IV) problems have been published and open sourced, allowing to estimate granular impact of both randomized treatments (such as A/B…
We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal…
Assessment of model fitness is a key part of machine learning. The standard paradigm is to learn models by minimizing a chosen loss function averaged over training data, with the aim of achieving small losses on future data. In this paper,…
The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…
Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…
In computational histopathology algorithms now outperform humans on a range of tasks, but to date none are employed for automated diagnoses in the clinic. Before algorithms can be involved in such high-stakes decisions they need to "know…
We introduce new estimators for robust machine learning based on median-of-means (MOM) estimators of the mean of real valued random variables. These estimators achieve optimal rates of convergence under minimal assumptions on the dataset.…
Traditional statistics forbids use of test data (a.k.a. holdout data) during training. Dwork et al. 2015 pointed out that current practices in machine learning, whereby researchers build upon each other's models, copying hyperparameters and…
Image classification models deployed in the real world may receive inputs outside the intended data distribution. For critical applications such as clinical decision making, it is important that a model can detect such out-of-distribution…
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…
We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result…
We study the problem of out-of-sample risk estimation in the high dimensional regime where both the sample size $n$ and number of features $p$ are large, and $n/p$ can be less than one. Extensive empirical evidence confirms the accuracy of…
Despite machine learning models' success in Natural Language Processing (NLP) tasks, predictions from these models frequently fail on out-of-distribution (OOD) samples. Prior works have focused on developing state-of-the-art methods for…
We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…
An important issue when using Machine Learning algorithms in recent research is the lack of interpretability. Although these algorithms provide accurate point predictions for various learning problems, uncertainty estimates connected with…
Offline reinforcement learning (offline RL) considers problems where learning is performed using only previously collected samples and is helpful for the settings in which collecting new data is costly or risky. In model-based offline RL,…
Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…
Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…
Computational models in chemistry rely on a number of approximations. The effect of such approximations on observables derived from them is often unpredictable. Therefore, it is challenging to quantify the uncertainty of a computational…