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Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

统计理论 · 数学 2015-01-22 Kevin Judd

Calibration allows predictions to be reliably interpreted as probabilities by decision makers. We propose a decision-theoretic calibration error, the Calibration Decision Loss (CDL), defined as the maximum improvement in decision payoff…

机器学习 · 计算机科学 2024-10-14 Lunjia Hu , Yifan Wu

We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…

机器学习 · 计算机科学 2023-05-25 Omid Sadeghi , Maryam Fazel

In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this…

机器学习 · 计算机科学 2023-06-09 Youngseog Chung , Aaron Rumack , Chirag Gupta

Prediction markets provide an efficient means to assess uncertain quantities from forecasters. Traditional and competitive strictly proper scoring rules have been shown to incentivize players to provide truthful probabilistic forecasts.…

计算机科学与博弈论 · 计算机科学 2012-02-20 SangIn Chun , Ross D. Shachter

To safely and efficiently solve motion planning problems in multi-agent settings, most approaches attempt to solve a joint optimization that explicitly accounts for the responses triggered in other agents. This often results in solutions…

机器人学 · 计算机科学 2025-06-11 Roman Chiva Gil , Daniel Jarne Ornia , Khaled A. Mustafa , Javier Alonso Mora

Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…

空间物理 · 物理学 2019-05-01 Enrico Camporeale , Xiangning Chu , Oleksiy Agapitov , Jacob Bortnik

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…

机器学习 · 计算机科学 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

机器学习 · 计算机科学 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Mechanism design is addressed in the context of fair allocations of indivisible goods with monetary compensation. Motivated by a real-world social choice problem, mechanisms with verification are considered in a setting where (i) agents'…

计算机科学与博弈论 · 计算机科学 2012-09-18 Gianluigi Greco , Francesco Scarcello

Developing and fielding complex systems requires proof that they are reliably correct with respect to their design and operating requirements. Especially for autonomous systems which exhibit unanticipated emergent behavior, fully…

软件工程 · 计算机科学 2024-02-28 Matthew Litton , Doron Drusinsky , James Bret Michael

We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive…

人工智能 · 计算机科学 2014-01-03 Steve N'Guyen , Clément Moulin-Frier , Jacques Droulez

ML-based predictions are used to inform consequential decisions about individuals. How should we use predictions (e.g., risk of heart attack) to inform downstream binary classification decisions (e.g., undergoing a medical procedure)? When…

机器学习 · 计算机科学 2022-03-21 Guy N. Rothblum , Gal Yona

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

计量经济学 · 经济学 2020-10-23 Ben Deaner

Our work revisits the design of mechanisms via the learning-augmented framework. In this model, the algorithm is enhanced with imperfect (machine-learned) information concerning the input, usually referred to as prediction. The goal is to…

计算机科学与博弈论 · 计算机科学 2024-10-29 George Christodoulou , Alkmini Sgouritsa , Ioannis Vlachos

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

统计理论 · 数学 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

This paper deals with the impact of fault prediction techniques on checkpointing strategies. We suppose that the fault-prediction system provides prediction windows instead of exact predictions, which dramatically complicates the analysis…

分布式、并行与集群计算 · 计算机科学 2013-02-20 Guillaume Aupy , Yves Robert , Frédéric Vivien , Dounia Zaidouni

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

统计方法学 · 统计学 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

In many traditional job scheduling settings, it is assumed that one knows the time it will take for a job to complete service. In such cases, strategies such as shortest job first can be used to improve performance in terms of measures such…

数据结构与算法 · 计算机科学 2019-05-24 Michael Mitzenmacher

The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…

机器学习 · 计算机科学 2017-11-07 Geoff Pleiss , Manish Raghavan , Felix Wu , Jon Kleinberg , Kilian Q. Weinberger