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Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

This paper aims at one-shot learning of deep neural nets, where a highly parallel setting is considered to address the algorithm calibration problem - selecting the best neural architecture and learning hyper-parameter values depending on…

Machine Learning · Computer Science 2017-06-21 Olivier Bousquet , Sylvain Gelly , Karol Kurach , Marc Schoenauer , Michele Sebag , Olivier Teytaud , Damien Vincent

Probability estimates generated by boosting ensembles are poorly calibrated because of the margin maximization nature of the algorithm. The outputs of the ensemble need to be properly calibrated before they can be used as probability…

Machine Learning · Computer Science 2020-01-20 Nikolaos Nikolaou , Joseph Mellor , Nikunj C. Oza , Gavin Brown

Multiple lines of evidence suggest that predictive models may benefit from algorithmic triage. Under algorithmic triage, a predictive model does not predict all instances but instead defers some of them to human experts. However, the…

Machine Learning · Statistics 2021-11-19 Nastaran Okati , Abir De , Manuel Gomez-Rodriguez

When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify…

Machine Learning · Computer Science 2022-12-16 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

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…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…

Optimization and Control · Mathematics 2024-06-25 Lin An , Andrew A. Li , Benjamin Moseley , Gabriel Visotsky

We study the power of (competitive) algorithms with predictions in a multiagent setting. To this goal, we introduce a multiagent version of the ski-rental problem. In this problem agents can collaborate by pooling resources to get a group…

Computer Science and Game Theory · Computer Science 2025-07-15 Gabriel Istrate , Cosmin Bonchiş , Victor Bogdan

While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved prediction accuracy. However, it also inevitably introduces…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

Recent progress in the field of artificial intelligence, machine learning and also in computer industry resulted in the ongoing boom of using these techniques as applied to solving complex tasks in both science and industry. Same is, of…

Computational Finance · Quantitative Finance 2019-06-11 A Itkin

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

Methodology · Statistics 2024-03-12 R. Torres , D. J. Nott , S. A. Sisson , T. Rodrigues , J. G. Reis , G. S. Rodrigues

Prediction-oriented machine learning is becoming increasingly valuable to organizations, as it may drive applications in crucial business areas. However, decision-makers from companies across various industries are still largely reluctant…

Software Engineering · Computer Science 2023-06-22 Giacomo Welsch , Peter Kowalczyk

Nowadays large-scale distributed machine learning systems have been deployed to support various analytics and intelligence services in IT firms. To train a large dataset and derive the prediction/inference model, e.g., a deep neural…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-04 Yixin Bao , Yanghua Peng , Chuan Wu , Zongpeng Li

Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…

Machine Learning · Statistics 2019-08-08 Franklin Abodo , Andrew Berthaume , Stephen Zitzow-Childs , Leonardo Bobadilla

When an algorithm provides risk assessments, we typically think of them as helpful inputs to human decisions, such as when risk scores are presented to judges or doctors. However, a decision-maker may react not only to the information…

Machine Learning · Computer Science 2025-11-04 Bryce McLaughlin , Jann Spiess

Learning-augmented algorithms have received significant attention in recent years, particularly in the context of online optimization. Motivated by the high computational cost of generating predictions, a growing line of work studies the…

Data Structures and Algorithms · Computer Science 2026-05-27 Yongho Shin , Phanu Vajanopath

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…

Machine Learning · Computer Science 2020-05-01 Jayaraman J. Thiagarajan , Prasanna Sattigeri , Deepta Rajan , Bindya Venkatesh