Related papers: Constructing Confidence Intervals for 'the' Genera…
The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
Regression testing is an essential activity to assure that software code changes do not adversely affect existing functionalities. With the wide adoption of Continuous Integration (CI) in software projects, which increases the frequency of…
The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…
The association between multidimensional exposure patterns and outcomes is commonly investigated by first applying cluster analysis algorithms to derive patterns and then estimating the associations. However, errors in the underlying…
Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
Machine learning methods can automate the in silico design of biological sequences, aiming to reduce costs and accelerate medical research. Given the limited access to wet labs, in silico design methods commonly use an oracle model to…
Multimodal machine learning has achieved remarkable progress in a wide range of scenarios. However, the reliability of multimodal learning remains largely unexplored. In this paper, through extensive empirical studies, we identify current…
Conformal prediction (CP) was developed to provide finite-sample probabilistic prediction guarantees. While CP algorithms are a relatively general-purpose approach to uncertainty quantification, with finite-sample guarantees, they lack…
Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…
We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…
We propose the family of generalized resubstitution classifier error estimators based on empirical measures. These error estimators are computationally efficient and do not require re-training of classifiers. The plain resubstitution error…
The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…
A hypothesis testing and an interval estimation are studied for the common mean of several lognormal populations. Two methods are given based on the concept of generalized p-value and generalized confidence interval. These new methods are…
Classically, confidence intervals are required to have consistent coverage across all values of the parameter. However, this will inevitably break down if the underlying estimation procedure is biased. For this reason, many efforts have…
Confidence intervals (CIs) are instrumental in statistical analysis, providing a range estimate of the parameters. In modern statistics, selective inference is common, where only certain parameters are highlighted. However, this selective…
An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…