Related papers: Time-uniform conformal and PAC prediction
Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…
Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…
Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…
Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…
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…
As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…
Uncertainty quantification is a key component of machine learning models targeted at safety-critical systems such as in healthcare or autonomous vehicles. We study this problem in the context of meta learning, where the goal is to quickly…
Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…
Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…
We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…
In this paper we present a novel model checking approach to finite-time safety verification of black-box continuous-time dynamical systems within the framework of probably approximately correct (PAC) learning. The black-box dynamical…
Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…
Reachability analysis evaluates system safety, by identifying the set of states a system may evolve within over a finite time horizon. In contrast to model-based reachability analysis, data-driven reachability analysis estimates reachable…