Related papers: Prediction with Incomplete Data under Agnostic Mas…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
Rates of missing data often depend on record-keeping policies and thus may change across times and locations, even when the underlying features are comparatively stable. In this paper, we introduce the problem of Domain Adaptation under…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…
For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same distribution as the training data, and the other is that the model is correctly specified.…
The presence of missing values makes supervised learning much more challenging. Indeed, previous work has shown that even when the response is a linear function of the complete data, the optimal predictor is a complex function of the…
We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…
Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…
As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…
Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…
In machine learning, it is commonly assumed that training and test data share the same population distribution. However, this assumption is often violated in practice because the sample selection bias may induce the distribution shift from…
Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…
Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…
Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…
Prediction becomes more challenging with missing covariates. What method is chosen to handle missingness can greatly affect how models perform. In many real-world problems, the best prediction performance is achieved by models that can…
Recent work has shown that the performance of machine learning models can vary substantially when models are evaluated on data drawn from a distribution that is close to but different from the training distribution. As a result, predicting…
Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…
In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…
Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…