Related papers: Calibrating Where It Matters: Constrained Temperat…
Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…
Soft tissue elasticity is directly related to different stages of diseases and can be used for tissue identification during minimally invasive procedures. By palpating a tissue with a robot in a minimally invasive fashion force-displacement…
Calibrations are a possible tool to validate the minimality of a certain candidate. They have been introduced in the context of minimal surfaces and adapted to the case of Steiner problem in several variants. Our goal is to compare the…
When the distribution of the data used to train a classifier differs from that of the test data, i.e., under dataset shift, well-established routines for calibrating the decision scores of the classifier, estimating the proportion of…
Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…
Modern deep learning based classifiers show very high accuracy on test data but this does not provide sufficient guarantees for safe deployment, especially in high-stake AI applications such as medical diagnosis. Usually, predictions are…
In this paper we consider the possibility of computing rather than training the decision layer weights of a neural classifier. Such a possibility arises in two way, from making an appropriate choice of loss function and by solving a problem…
Recommendation systems capable of providing diverse sets of results are a focus of increasing importance, with motivations ranging from fairness to novelty and other aspects of optimizing user experience. One form of diversity of recent…
We introduce and study the problem of calibrating conditional risk, which involves estimating the expected loss of a prediction model conditional on input features. We analyze this problem in both classification and regression settings and…
Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…
Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…
The accuracy of least squares calibration using option premiums and particle filtering of price data to find model parameters is determined. Derivative models using exponential L\'evy processes are calibrated using regularized weighted…
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…
When learning is used to inform decisions about humans, such as for loans, hiring, or admissions, this can incentivize users to strategically modify their features, at a cost, to obtain positive predictions. The common assumption is that…
An increasing number of applications require to recognize the class of an incoming time series as quickly as possible without unduly compromising the accuracy of the prediction. In this paper, we put forward a new optimization criterion…
Underlying the use of statistical approaches for a wide range of applications is the assumption that the probabilities obtained from a statistical model are representative of the "true" probability that event, or outcome, will occur.…
In some applications, acquiring covariates comes at a cost which is not negligible. For example in the medical domain, in order to classify whether a patient has diabetes or not, measuring glucose tolerance can be expensive. Assuming that…
In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…
The wide-spread adoption of representation learning technologies in clinical decision making strongly emphasizes the need for characterizing model reliability and enabling rigorous introspection of model behavior. While the former need is…
In causal inference, sensitivity models assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter -- which quantifies the degree of unmeasured confounding -- is often difficult to interpret. For this…