Related papers: Transductive conformal inference with adaptive sco…
Transfer learning plays a key role in modern data analysis when: (1) the target data are scarce but the source data are sufficient; (2) the distributions of the source and target data are heterogeneous. This paper develops an interpretable…
Machine unlearning is the process of efficiently removing specific information from a trained machine learning model without retraining from scratch. Existing unlearning methods, which often provide provable guarantees, typically involve…
Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of…
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 is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…
We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…
Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…
We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals --…
Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…
Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…
A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…
We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of the residuals and the input points. We give theoretical…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…
Signal Temporal Logic (STL) inference learns interpretable logical rules for temporal behaviors in dynamical systems. To ensure the correctness of learned STL formulas, recent approaches have incorporated conformal prediction as a…
This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…
Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…
Transfer learning research attempts to make model induction transferable across different domains. This method assumes that specific information regarding to which domain each instance belongs is known. This paper helps to extend the…
We argue for supplementing the process of training a prediction algorithm by setting up a scheme for detecting the moment when the distribution of the data changes and the algorithm needs to be retrained. Our proposed schemes are based on…