相关论文: Reliable Prediction Intervals with Directly Optimi…

Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the…

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

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…

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Ensuring the reliability and validity of data-driven quadrotor model predictions is essential for their accepted and practical use. This is especially true for grey- and black-box models wherein the mapping of inputs to predictions is not…

Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…

We introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides approximately calibrated prediction intervals. Unlike existing methods, BCI is able to leverage multi-step ahead…

A reliable deep learning system should be able to accurately express its confidence with respect to its predictions, a quality known as calibration. One of the most effective ways to produce reliable confidence estimates with a pre-trained…

The quantitative structure-activity relationship (QSAR) regression model is a commonly used technique for predicting biological activities of compounds using their molecular descriptors. Predictions from QSAR models can help, for example,…

Conformal Prediction (CP) controls the prediction uncertainty of classification systems by producing a small prediction set, ensuring a predetermined probability that the true class lies within this set. This is commonly done by defining a…

In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction…

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods. An…

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Class-incremental learning (CIL) is a particularly challenging variant of continual learning, where the goal is to learn to discriminate between all classes presented in an incremental fashion. Existing approaches often suffer from…

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…

Classical proportional--integral--derivative (PID) control is widely employed in industrial applications; however, achieving higher performance often motivates the adoption of model predictive control (MPC). Although gradient-based methods…