Related papers: Predictability Analysis of Regression Problems via…
Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…
The study of complex systems has attracted widespread attention from researchers in the fields of natural sciences, social sciences, and engineering. Prediction is one of the central issues in this field. Although most related studies have…
This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…
The accuracy of machine learning systems is a widely studied research topic. Established techniques such as cross-validation predict the accuracy on unseen data of the classifier produced by applying a given learning method to a given…
Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…
This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…
While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based…
Computers are deterministic dynamical systems (CHAOS 19:033124, 2009). Among other things, that implies that one should be able to use deterministic forecast rules to predict their behavior. That statement is sometimes-but not always-true.…
Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation. We focus on the conditional coverage probability of the proposed intervals, given the observations in the training…
This paper focuses on quantifying and estimating the predictive accuracy of prognostic models for time-to-event outcomes with competing events. We consider the time-dependent discrimination and calibration metrics, including the receiver…
Language prediction is constrained by informational entropy intrinsic to language, such that there exists a limit to how accurate any language model can become and equivalently a lower bound to language compression. The most efficient…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes…
Understanding the trustworthiness of a prediction yielded by a classifier is critical for the safe and effective use of AI models. Prior efforts have been proven to be reliable on small-scale datasets. In this work, we study the problem of…
Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…
Recent years have seen a substantial development of quantitative methods, mostly led by the computer science community with the goal of developing better machine learning applications, mainly focused on predictive modeling. However,…
Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…
Software defect prediction using code metrics has been extensively researched over the past five decades. However, prediction harnessing non-software metrics is under-researched. Considering that the root cause of software defects is often…