相关论文: Predictive Data Calibration for Linear Correlation…

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

The standard constraint-based paradigm for causal discovery with incomplete data -- impute first, test second -- is frequently miscalibrated: any consistent conditional independence (CI) test rejects a true null with probability approaching…

It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration. It is responsible for the…

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

This article examines the limitations of Pearson's correlation in selecting predictor variables for linear models. Using mtcars and iris datasets from R, this paper demonstrates the limitation of this correlation measure when selecting a…

Research has shown that deep networks tend to be overly optimistic about their predictions, leading to an underestimation of prediction errors. Due to the limited nature of data, existing studies have proposed various methods based on model…

Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…

In many machine learning problems, understanding variable importance is a central concern. Two common approaches are Permute-and-Predict (PaP), which randomly permutes a feature in a validation set, and Leave-One-Covariate-Out (LOCO), which…

Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

In this research we propose a new method for training predictive machine learning models for prescriptive applications. This approach, which we refer to as coupled validation, is based on tweaking the validation step in the standard…

Conditional independence (CI) testing arises naturally in many scientific problems and applications domains. The goal of this problem is to investigate the conditional independence between a response variable $Y$ and another variable $X$,…

Multivariate correlation analysis plays an important role in various fields such as statistics, economics, and big data analytics. In this paper, we propose a pair of measures, the unsigned correlation coefficient (UCC) and the unsigned…

For predictive evaluation based on quasi-posterior distributions, we develop a new information criterion, the posterior covariance information criterion (PCIC. PCIC generalises the widely applicable information criterion WAIC so as to…

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…