相关论文: Multi-Source Conformal Inference Under Distributio…

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

We address the goal of conducting inference about a smooth finite-dimensional parameter by utilizing individual-level data from various independent sources. Recent advancements have led to the development of a comprehensive theory capable…

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

While many areas of machine learning have benefited from the increasing availability of large and varied datasets, the benefit to causal inference has been limited given the strong assumptions needed to ensure identifiability of causal…

Detecting the origin of information or infection spread in networks is a fundamental challenge with applications in misinformation tracking, epidemiology, and beyond. We study the multi-source detection problem: given snapshot observations…

We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…

Accurately estimating model performance poses a significant challenge, particularly in scenarios where the source and target domains follow different data distributions. Most existing performance prediction methods heavily rely on the…

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

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…

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…

When deployed in the real world, machine learning models inevitably encounter changes in the data distribution, and certain -- but not all -- distribution shifts could result in significant performance degradation. In practice, it may make…