Related papers: Conditional Coverage Diagnostics for Conformal Pre…
Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…
End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…
Conformal prediction gives exact finite-sample coverage guarantees under exchangeability, but deployed systems are judged by more than coverage alone. For a fixed calibrated rule reused over a finite operational window, stakeholders also…
Conformal predictors are set predictors that are automatically valid in the sense of having coverage probability equal to or exceeding a given confidence level. Inductive conformal predictors are a computationally efficient version of…
We study the problem of conditional predictive inference on multiple outcomes missing at random (MAR) -- or equivalently, under covariate shift. While the weighted conformal prediction offers a tool for inference under covariate shift with…
This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…
Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…
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…
Uncertainty quantification in Knowledge Graph Embedding (KGE) methods is crucial for ensuring the reliability of downstream applications. A recent work applies conformal prediction to KGE methods, providing uncertainty estimates by…
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…
Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…
In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…
A typical desideratum for quantifying the uncertainty from a classification model as a prediction set is class-conditional singleton set calibration. That is, such sets should map to the output of well-calibrated selective classifiers,…
Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…
Software Model Checkers have shown outstanding performance improvements in recent times. Moreover, for specific use cases, formal verification techniques have shown to be highly effective, leading to a number of high-profile success…
Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…
Prediction sets can wrap around any ML model to cover unknown test outcomes with a guaranteed probability. Yet, it remains unclear how to use them optimally for downstream decision-making. Here, we propose a decision-theoretic framework…
High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting…
Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…
We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive regions. We prove the validity of the method, and that…