相关论文: Failure of Calibration is Typical

Ensuring model calibration is critical for reliable prediction, yet popular distribution-free methods such as histogram binning and isotonic regression offer only asymptotic guarantees. We introduce a unified framework for Venn and…

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

In causal inference, sensitivity models assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter -- which quantifies the degree of unmeasured confounding -- is often difficult to interpret. For this…

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

In many real-world applications, a model provider provides probabilistic forecasts to downstream decision-makers who use them to make decisions under diverse payoff objectives. The provider may have access to multiple predictive models,…

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 (ML) models are often complex and difficult to interpret due to their 'black-box' characteristics. Interpretability of a ML model is usually defined as the degree to which a human can understand the cause of decisions…

From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Applications such as weather forecasting and personalized medicine demand models that output calibrated probability estimates---those representative of the true likelihood of a prediction. Most models are not calibrated out of the box but…

Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…

Calibrated probabilistic classifiers are models whose predicted probabilities can directly be interpreted as uncertainty estimates. It has been shown recently that deep neural networks are poorly calibrated and tend to output overconfident…

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Anticipating supply chain disruptions before they materialize is a core challenge for firms and policymakers alike. A key difficulty is learning to reason reliably about infrequent, high-impact events from noisy and unstructured inputs - a…

Predictive Bayesian inference (PBI) represents a model-and prior-agnostic approach to standard Bayesian inference which allows users to quantify uncertainty for a functional of interest only by specifying a forward predictive model for…

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

With ever increasing data rates produced by modern radio telescopes like LOFAR and future telescopes like the SKA, many data processing steps are overwhelmed by the amount of data that needs to be handled using limited compute resources.…