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This paper introduces a novel conformal selection procedure, inspired by the Neyman--Pearson paradigm, to maximize the power of selecting qualified units while maintaining false discovery rate (FDR) control. Existing conformal selection…

Methodology · Statistics 2025-02-25 Jing Qin , Yukun Liu , Moming Li , Chiung-Yu Huang

Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…

Statistics Theory · Mathematics 2025-04-01 Ahmed Zaoui , Clément Dombry

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…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

In high-stakes applications, predictive models must not only produce accurate predictions but also quantify and communicate their uncertainty. Reject-option prediction addresses this by allowing the model to abstain when prediction…

Artificial Intelligence · Computer Science 2026-05-05 Vojtech Franc , Jakub Paplham

Selective classification, in which models can abstain on uncertain predictions, is a natural approach to improving accuracy in settings where errors are costly but abstentions are manageable. In this paper, we find that while selective…

Machine Learning · Computer Science 2021-04-15 Erik Jones , Shiori Sagawa , Pang Wei Koh , Ananya Kumar , Percy Liang

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…

Machine Learning · Statistics 2011-03-01 Philippe Rigollet , Xin Tong

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

Machine Learning · Computer Science 2022-07-18 Abhin Shah , Yuheng Bu , Joshua Ka-Wing Lee , Subhro Das , Rameswar Panda , Prasanna Sattigeri , Gregory W. Wornell

We investigate the problem of regression where one is allowed to abstain from predicting. We refer to this framework as regression with reject option as an extension of classification with reject option. In this context, we focus on the…

Machine Learning · Statistics 2021-03-08 Christophe Denis , Mohamed Hebiri , Ahmed Zaoui

Classification with rejection emerges as a learning paradigm which allows models to abstain from making predictions. The predominant approach is to alter the supervised learning pipeline by augmenting typical loss functions, letting model…

Machine Learning · Statistics 2025-05-09 Alexander Soen , Hisham Husain , Philip Schulz , Vu Nguyen

We propose a novel method for selective classification (SC), a problem which allows a classifier to abstain from predicting some instances, thus trading off accuracy against coverage (the fraction of instances predicted). In contrast to…

Machine Learning · Computer Science 2021-10-26 Aditya Gangrade , Anil Kag , Venkatesh Saligrama

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

We propose a universal classifier for binary Neyman-Pearson classification where null distribution is known while only a training sequence is available for the alternative distribution. The proposed classifier interpolates between…

Information Theory · Computer Science 2022-06-24 Parham Boroumand , Albert Guillén i Fàbregas

We propose a new Reject Option Classification technique to identify and remove regions of uncertainty in the decision space for a given neural classifier and dataset. Such existing formulations employ a learned rejection (remove)/selection…

Computer Vision and Pattern Recognition · Computer Science 2023-02-16 Nicholas Kashani Motlagh , Jim Davis , Tim Anderson , Jeremy Gwinnup

We consider the problem of transfer learning in Neyman-Pearson classification, where the objective is to minimize the error w.r.t. a distribution $\mu_1$, subject to the constraint that the error w.r.t. a distribution $\mu_0$ remains below…

Machine Learning · Computer Science 2025-11-11 Mohammadreza M. Kalan , Yuyang Deng , Eitan J. Neugut , Samory Kpotufe

With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…

Machine Learning · Computer Science 2024-09-19 Andrea Pugnana , Lorenzo Perini , Jesse Davis , Salvatore Ruggieri

In classification with a reject option, the classifier is allowed in uncertain cases to abstain from prediction. The classical cost-based model of a reject option classifier requires the cost of rejection to be defined explicitly. An…

Machine Learning · Computer Science 2021-02-01 V. Franc , D. Prusa , V. Voracek

Everybody writes that ROC curves, a very common tool in binary classification problems, should be optimal, and in particular concave, non-decreasing and above the 45-degree line. Everybody uses ROC curves, theoretical and especially…

Methodology · Statistics 2019-08-01 Lidia Sacchetto , Mauro Gasparini
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