Related papers: Risk-based Calibration for Generative Classifiers
Understanding generalization in reinforcement learning (RL) is a significant challenge, as many common assumptions of traditional supervised learning theory do not apply. We focus on the special class of reparameterizable RL problems, where…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…
The risk-controlling prediction sets (RCPS) framework is a general tool for transforming the output of any machine learning model to design a predictive rule with rigorous error rate control. The key idea behind this framework is to use…
Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…
We consider the problem of strategic classification, where a learner must build a model to classify agents based on features that have been strategically modified. Previous work in this area has concentrated on the case when the learner is…
Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization…
In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…
The goal of probabilistic prediction is to issue predictive distributions that are as informative as possible, subject to being calibrated. Despite substantial progress in the univariate setting, achieving multivariate calibration remains…
Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…
Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…
As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…
Reliable probabilities are critical in high-risk applications, yet common calibration criteria (confidence, class-wise) are only necessary for full distributional calibration, and post-hoc methods often lack distribution-free guarantees. We…
Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…
As machine learning models continue to swiftly advance, calibrating their performance has become a major concern prior to practical and widespread implementation. Most existing calibration methods often negatively impact model accuracy due…
Time series anomaly detection is instrumental in maintaining system availability in various domains. Current work in this research line mainly focuses on learning data normality deeply and comprehensively by devising advanced neural network…
Following the wide-spread adoption of machine learning models in real-world applications, the phenomenon of performativity, i.e. model-dependent shifts in the test distribution, becomes increasingly prevalent. Unfortunately, since models…
Deep learning models often achieve expert-level accuracy in medical image classification but suffer from a critical flaw: semantic incoherence. These high-confidence mistakes that are semantically incoherent (e.g., classifying a malignant…
Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…