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Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…

Methodology · Statistics 2025-07-08 Hanxuan Ye , Hongzhe Li

Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework for fairness,…

Machine Learning · Statistics 2026-05-26 Hanxuan Ye , Hongzhe Li

While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…

Machine Learning · Computer Science 2023-06-21 Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

In recent years, multicalibration has emerged as a desirable learning objective for ensuring that a predictor is calibrated across a rich collection of overlapping subpopulations. Existing approaches typically achieve multicalibration by…

Machine Learning · Computer Science 2025-05-26 Hongyi Henry Jin , Zijun Ding , Dung Daniel Ngo , Zhiwei Steven Wu

Although deep neural networks yield high classification accuracy given sufficient training data, their predictions are typically overconfident or under-confident, i.e., the prediction confidences cannot truly reflect the accuracy. Post-hoc…

Computer Vision and Pattern Recognition · Computer Science 2024-02-15 Jiexin Wang , Jiahao Chen , Bing Su

We propose a novel framework for incorporating unlabeled data into semi-supervised classification problems, where scenarios involving the minimization of either i) adversarially robust or ii) non-robust loss functions have been considered.…

Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate calibration in multi-output regression remains considerably…

Machine Learning · Statistics 2025-10-28 Naomi Desobry , Elnura Zhalieva , Souhaib Ben Taieb

In this paper, we consider the contextual robust optimization problem under an out-of-distribution setting. The contextual robust optimization problem considers a risk-sensitive objective function for an optimization problem with the…

Optimization and Control · Mathematics 2025-06-06 Zhongze Cai , Hansheng Jiang , Xiaocheng Li

Since out-of-distribution generalization is a generally ill-posed problem, various proxy targets (e.g., calibration, adversarial robustness, algorithmic corruptions, invariance across shifts) were studied across different research programs…

We consider the task of out-of-distribution (OOD) generalization, where the distribution shift is due to an unobserved confounder ($Z$) affecting both the covariates ($X$) and the labels ($Y$). This confounding introduces heterogeneity in…

Machine Learning · Computer Science 2025-08-14 Parjanya Prashant , Seyedeh Baharan Khatami , Bruno Ribeiro , Babak Salimi

We propose a regularisation strategy of classical machine learning algorithms rooted in causality that ensures robustness against distribution shifts. Building upon the anchor regression framework, we demonstrate how incorporating a…

Machine Learning · Statistics 2025-03-12 Homer Durand , Gherardo Varando , Nathan Mankovich , Gustau Camps-Valls

We propose a new framework for binary classification in transfer learning settings where both covariate and label distributions may shift between source and target domains. Unlike traditional covariate shift or label shift assumptions, we…

Methodology · Statistics 2025-09-29 Manli Cheng , Subha Maity , Qinglong Tian , Pengfei Li

We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is…

Machine Learning · Statistics 2022-02-11 David Durfee , Aman Gupta , Kinjal Basu

We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…

Machine Learning · Computer Science 2020-08-19 Christopher Jung , Changhwa Lee , Mallesh M. Pai , Aaron Roth , Rakesh Vohra

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

Improving out-of-distribution (OOD) generalization during in-distribution (ID) adaptation is a primary goal of robust fine-tuning of zero-shot models beyond naive fine-tuning. However, despite decent OOD generalization performance from…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Changdae Oh , Hyesu Lim , Mijoo Kim , Dongyoon Han , Sangdoo Yun , Jaegul Choo , Alexander Hauptmann , Zhi-Qi Cheng , Kyungwoo Song

Probabilistic predictions can be evaluated through comparisons with observed label frequencies, that is, through the lens of calibration. Recent scholarship on algorithmic fairness has started to look at a growing variety of…

Machine Learning · Computer Science 2023-05-16 Benedikt Höltgen , Robert C Williamson

We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…

Methodology · Statistics 2025-07-25 Kaizheng Wang
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