Related papers: Risk-based Calibration for Generative Classifiers
Real-world classification domains, such as medicine, health and safety, and finance, often exhibit imbalanced class priors and have asynchronous misclassification costs. In such cases, the classification model must achieve a high recall…
The classification of imbalanced data has presented a significant challenge for most well-known classification algorithms that were often designed for data with relatively balanced class distributions. Nevertheless skewed class distribution…
While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
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…
In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…
Real-world reinforcement learning (RL) problems often demand that agents behave safely by obeying a set of designed constraints. We address the challenge of safe RL by coupling a safety guide based on model predictive control (MPC) with a…
Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…
The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…
Generative models lack rigorous statistical guarantees for their outputs and are therefore unreliable in safety-critical applications. In this work, we propose Sequential Conformal Prediction for Generative Models (SCOPE-Gen), a sequential…
Although deep neural networks are effective on supervised learning tasks, they have been shown to be brittle. They are prone to overfitting on their training distribution and are easily fooled by small adversarial perturbations. In this…
Obtaining accurate class labels is often costly or unreliable, and may also be limited by privacy or other practical conditions. Compared with asking an annotator to provide the exact class, it is often easier to ask whether the true label…
This paper studies the problem of learning with augmented classes (LAC), where augmented classes unobserved in the training data might emerge in the testing phase. Previous studies generally attempt to discover augmented classes by…
Conformal Prediction (CP) provides distribution-free uncertainty quantification by constructing prediction sets that guarantee coverage of the true labels. This reliability makes CP valuable for high-stakes federated learning scenarios such…
This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
We study a variant of Collaborative PAC Learning, in which we aim to learn an accurate classifier for each of the $n$ data distributions, while minimizing the number of samples drawn from them in total. Unlike in the usual collaborative…
Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…
Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…
Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…