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In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

Methodology · Statistics 2025-07-29 Rohit Kanrar , Feiyu Jiang , Zhanrui Cai

Covariate shift has been shown to sharply degrade both predictive accuracy and the calibration of uncertainty estimates for deep learning models. This is worrying, because covariate shift is prevalent in a wide range of real world…

Machine Learning · Computer Science 2021-01-18 Zachary Nado , Shreyas Padhy , D. Sculley , Alexander D'Amour , Balaji Lakshminarayanan , Jasper Snoek

The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…

General Economics · Economics 2022-07-05 Victor H. Aguiar , Maria Jose Boccardi , Nail Kashaev , Jeongbin Kim

An important question that often arises in the operation of networked systems is whether to collect the real-time data or to estimate them based on the previously collected data. Various factors should be taken into account such as how…

Optimization and Control · Mathematics 2021-03-30 Jalal Arabneydi , Amir G. Aghdam

Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…

Machine Learning · Computer Science 2025-04-07 Clara Fannjiang , Stephen Bates , Anastasios N. Angelopoulos , Jennifer Listgarten , Michael I. Jordan

We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as…

Machine Learning · Statistics 2013-06-05 Bernhard Schölkopf , Dominik Janzing , Jonas Peters , Kun Zhang

The distribution shifts between training and test data typically undermine the performance of models. In recent years, lots of work pays attention to domain generalization (DG) where distribution shifts exist, and target data are unseen.…

Machine Learning · Computer Science 2024-01-05 Wang Lu , Jindong Wang , Yidong Wang , Xing Xie

Performing inference on data obtained through observational studies is becoming extremely relevant due to the widespread availability of data in fields such as healthcare, education, retail, etc. Furthermore, this data is accrued from…

Machine Learning · Computer Science 2021-02-18 Ankit Sharma , Garima Gupta , Ranjitha Prasad , Arnab Chatterjee , Lovekesh Vig , Gautam Shroff

Standard uncertainty estimation techniques, such as dropout, often struggle to clearly distinguish reliable predictions from unreliable ones. We attribute this limitation to noisy classifier weights, which, while not impairing overall…

Machine Learning · Computer Science 2025-06-09 Haripriya Harikumar , Santu Rana

In domain adaptation, there are two popular paradigms: Unsupervised Domain Adaptation (UDA), which aligns distributions using source data, and Source-Free Domain Adaptation (SFDA), which leverages pre-trained source models without accessing…

Machine Learning · Computer Science 2024-11-26 Fan Wang , Zhongyi Han , Xingbo Liu , Xin Gao , Yilong Yin

Attribution modelling lies at the heart of marketing effectiveness, yet most existing approaches depend on user-level path data, which are increasingly inaccessible due to privacy regulations and platform restrictions. This paper introduces…

Machine Learning · Statistics 2025-12-25 Georgios Filippou , Boi Mai Quach , Diana Lenghel , Arthur White , Ashish Kumar Jha

Dynamic data selection accelerates training by sampling a changing subset of the dataset while preserving accuracy. We rethink two core notions underlying sample evaluation: representativeness and diversity. Instead of local geometric…

Artificial Intelligence · Computer Science 2026-03-06 Yuzhe Zhou , Zhenglin Hua , Haiyun Guo , Yuheng Jia

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

Weighted conformal prediction (WCP) has been commonly used to quantify prediction uncertainty under covariate shift. However, the effectiveness of WCP relies heavily on the degree of overlap between the training and test covariate…

Methodology · Statistics 2026-04-02 Mufang Ying , Wenge Guo , Koulik Khamaru , Ying Hung

A long standing problem in visual object categorization is the ability of algorithms to generalize across different testing conditions. The problem has been formalized as a covariate shift among the probability distributions generating the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-18 Massimiliano Mancini , Samuel Rota Bulò , Barbara Caputo , Elisa Ricci

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

Language model pretraining involves training on extensive corpora, where data quality plays a pivotal role. In this work, we aim to directly estimate the contribution of data during pretraining and select pretraining data in an efficient…

Computation and Language · Computer Science 2025-08-05 Kashun Shum , Yuzhen Huang , Hongjian Zou , Qi Ding , Yixuan Liao , Xiaoxin Chen , Qian Liu , Junxian He

We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

Dynamic feature selection (DFS) addresses budget constraints in decision-making by sequentially acquiring features for each instance, making it appealing for resource-limited scenarios. However, existing DFS methods require models…

Machine Learning · Computer Science 2026-02-19 Javier Fumanal-Idocin , Raquel Fernandez-Peralta , Javier Andreu-Perez

Models that perform out-of-domain generalization borrow knowledge from heterogeneous source data and apply it to a related but distinct target task. Transfer learning has proven effective for accomplishing this generalization in many…

Machine Learning · Computer Science 2022-02-07 Xinran Miao , Kris Sankaran