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We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…

Methodology · Statistics 2020-02-12 Kamiar Rahnama Rad , Arian Maleki

Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard…

Machine Learning · Computer Science 2022-10-25 Haoyu Wang , Nan Wu , Hang Yang , Cong Hao , Pan Li

We present a new loss function that addresses the out-of-distribution (OOD) calibration problem. While many objective functions have been proposed to effectively calibrate models in-distribution, our findings show that they do not always…

Machine Learning · Computer Science 2024-03-12 Dexter Neo , Stefan Winkler , Tsuhan Chen

Model calibration aims to align confidence with prediction correctness. The Cross-Entropy (CE) loss is widely used for calibrator training, which enforces the model to increase confidence on the ground truth class. However, we find the CE…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Yuchi Liu , Lei Wang , Yuli Zou , James Zou , Liang Zheng

Out-of-distribution (OOD) detection is essential for deploying machine learning models in open-world and safety-critical scenarios, where test inputs may deviate from the training distribution and overconfident predictions on unknown…

Machine Learning · Computer Science 2026-05-28 Fengqiang Wan , Qing-Yuan Jiang , Yang Yang

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

Machine learning models traditionally assume that training and test data are independently and identically distributed. However, in real-world applications, the test distribution often differs from training. This problem, known as…

Machine Learning · Computer Science 2024-06-19 Kotaro Yoshida , Hiroki Naganuma

Out-of-domain (OOD) generalization is a significant challenge for machine learning models. Many techniques have been proposed to overcome this challenge, often focused on learning models with certain invariance properties. In this work, we…

Machine Learning · Computer Science 2022-01-13 Yoav Wald , Amir Feder , Daniel Greenfeld , Uri Shalit

State-of-the-art reasoning models utilize long chain-of-thought (CoT) to solve increasingly complex problems using more test-time computation. In this work, we explore a long CoT setting where the model makes up to K successive attempts at…

Machine Learning · Computer Science 2026-04-21 Muhammed Emrullah Ildiz , Halil Alperen Gozeten , Ege Onur Taga , Samet Oymak

Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied,…

Machine Learning · Statistics 2021-11-30 Rahul Rahaman , Alexandre H. Thiery

As machine learning techniques become widely adopted in new domains, especially in safety-critical systems such as autonomous vehicles, it is crucial to provide accurate output uncertainty estimation. As a result, many approaches have been…

Machine Learning · Computer Science 2021-12-28 Sooyong Jang , Radoslav Ivanov , Insup Lee , James Weimer

While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language…

Machine Learning · Computer Science 2026-04-02 Cai Zhou , Zekai Wang , Menghua Wu , Qianyu Julie Zhu , Flora C. Shi , Chenyu Wang , Ashia Wilson , Tommi Jaakkola , Stephen Bates

Unsupervised neural combinatorial optimization (NCO) enables learning powerful solvers without access to ground-truth solutions. Existing approaches fall into two disjoint paradigms: models trained for generalization across instances, and…

Machine Learning · Computer Science 2026-04-28 Yiqiao Liao , Farinaz Koushanfar , Parinaz Naghizadeh

Machine learning-based techniques open up many opportunities and improvements to derive deeper and more practical insights from data that can help businesses make informed decisions. However, the majority of these techniques focus on the…

Machine Learning · Computer Science 2024-05-10 Atefeh Mahdavi , Marco Carvalho

Out-of-distribution (OOD) generalization is a challenging machine learning problem yet highly desirable in many high-stake applications. Existing methods suffer from overly pessimistic modeling with low generalization confidence. As…

Machine Learning · Computer Science 2024-06-10 Fengchun Qiao , Xi Peng

This thesis makes considerable contributions to the realm of machine learning, specifically in the context of open-world scenarios where systems face previously unseen data and contexts. Traditional machine learning models are usually…

Machine Learning · Computer Science 2023-10-11 Yiyou Sun

Machine learning classifiers often produce probabilistic predictions that are critical for accurate and interpretable decision-making in various domains. The quality of these predictions is generally evaluated with proper losses, such as…

Machine Learning · Computer Science 2025-06-26 Eugène Berta , David Holzmüller , Michael I. Jordan , Francis Bach

Distributionally robust optimization (DRO) and invariant risk minimization (IRM) are two popular methods proposed to improve out-of-distribution (OOD) generalization performance of machine learning models. While effective for small models,…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Yong Lin , Renjie Pi , Weizhong Zhang , Renzhe Xu , Peng Cui , Tong Zhang

The out-of-sample error (OO) is the main quantity of interest in risk estimation and model selection. Leave-one-out cross validation (LO) offers a (nearly) distribution-free yet computationally demanding approach to estimate OO. Recent…

Statistics Theory · Mathematics 2023-10-27 Arnab Auddy , Haolin Zou , Kamiar Rahnama Rad , Arian Maleki
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