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Trustworthy Artificial Intelligence solutions are essential in today's data-driven applications, prioritizing principles such as robustness, safety, transparency, explainability, and privacy among others. This has led to the emergence of…

Machine Learning · Computer Science 2024-04-04 Alberto Argente-Garrido , Cristina Zuheros , M. Victoria Luzón , Francisco Herrera

Federated learning is the centralized training of statistical models from decentralized data on mobile devices while preserving the privacy of each device. We present a robust aggregation approach to make federated learning robust to…

Machine Learning · Statistics 2023-08-04 Krishna Pillutla , Sham M. Kakade , Zaid Harchaoui

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires exchangeable data, excluding time series. While recent works…

Machine Learning · Statistics 2022-02-16 Margaux Zaffran , Aymeric Dieuleveut , Olivier Féron , Yannig Goude , Julie Josse

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not in probability. We use here a slight overpenalization to obtain oracle inequality in probability for such an explicit…

Statistics Theory · Mathematics 2018-02-01 Lucie Montuelle , Erwan Le Pennec

Modern neural networks do not always produce well-calibrated predictions, even when trained with a proper scoring function such as cross-entropy. In classification settings, simple methods such as isotonic regression or temperature scaling…

Machine Learning · Computer Science 2021-03-26 Steven Reich , David Mueller , Nicholas Andrews

The goal of Ordinal Regression is to find a rule that ranks items from a given set. Several learning algorithms to solve this prediction problem build an ensemble of binary classifiers. Ranking by Projecting uses interdependent binary…

Machine Learning · Computer Science 2019-11-27 Ruy Luiz Milidiú , Rafael Henrique Santos Rocha

When mathematicians present proofs they usually adapt their explanations to their didactic goals and to the (assumed) knowledge of their addressees. Modern automated theorem provers, in contrast, present proofs usually at a fixed level of…

Artificial Intelligence · Computer Science 2009-05-26 Marvin Schiller , Christoph Benzmueller

Recommending appropriate algorithms to a classification problem is one of the most challenging issues in the field of data mining. The existing algorithm recommendation models are generally constructed on only one kind of meta-features by…

Information Retrieval · Computer Science 2021-06-08 Guangtao Wang , Qinbao Song , Xiaoyan Zhu

Proper scoring rules are an essential tool to assess the predictive performance of probabilistic forecasts. However, propriety alone does not ensure an informative characterization of predictive performance and it is recommended to compare…

Methodology · Statistics 2025-03-14 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

An algorithm that outputs predictions about the state of the world will almost always be designed with the implicit or explicit goal of outputting accurate predictions (i.e., predictions that are likely to be true). In addition, the rise of…

Machine Learning · Computer Science 2025-07-08 David Kinney

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…

Machine Learning · Computer Science 2025-12-03 Senrong Xu , Tianyu Wang , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the…

Machine Learning · Computer Science 2014-04-09 Evgeny Burnaev , Vladimir Vovk

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

We study the problem of robust forecast aggregation: combining expert forecasts with provable accuracy guarantees compared to the best possible aggregation of the underlying information. Prior work shows strong impossibility results, e.g.…

Computer Science and Game Theory · Computer Science 2025-12-08 Rafael Frongillo , Mary Monroe , Eric Neyman , Bo Waggoner

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

In statistical decision theory, a model is said to be Pareto optimal (or admissible) if no other model carries less risk for at least one state of nature while presenting no more risk for others. How can you rationally aggregate/combine a…

Theoretical Economics · Economics 2021-12-13 Hamed Hamze Bajgiran , Houman Owhadi

Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm…

Methodology · Statistics 2021-06-07 Arun Kumar Kuchibhotla

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

Statistics Theory · Mathematics 2025-11-24 Pierre Humbert , Ulysse Gazin , Ruth Heller , Etienne Roquain