相关论文: When does a predictor know its own loss?

Automated decision support systems promise to help human experts solve multiclass classification tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or…

Many popular algorithmic fairness measures depend on the joint distribution of predictions, outcomes, and a sensitive feature like race or gender. These measures are sensitive to distribution shift: a predictor which is trained to satisfy…

Prediction models are often employed in estimating parameters of optimization models. Despite the fact that in an end-to-end view, the real goal is to achieve good optimization performance, the prediction performance is measured on its own.…

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point forecasts, probabilistic forecasts aim to provide a more…

Forecasting is usually framed as a problem of model choice. This paper starts earlier, asking how much predictive information is available at each horizon. Under logarithmic loss, the answer is exact: the mutual information between the…

Proper learning refers to the setting in which learners must emit predictors in the underlying hypothesis class $H$, and often leads to learners with simple algorithmic forms (e.g. empirical risk minimization (ERM), structural risk…

In this paper, we study the problem of uncertainty estimation and calibration for LLMs. We begin by formulating the uncertainty estimation problem, a relevant yet underexplored area in existing literature. We then propose a supervised…

We introduce and study the problem of calibrating conditional risk, which involves estimating the expected loss of a prediction model conditional on input features. We analyze this problem in both classification and regression settings and…

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models…

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

One of the most common problems preventing the application of prediction models in the real world is lack of generalization: The accuracy of models, measured in the benchmark does repeat itself on future data, e.g. in the settings of real…

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

Contextual optimization, also known as predict-then-optimize or prescriptive analytics, considers an optimization problem with the presence of covariates (context or side information). The goal is to learn a prediction model (from the…

Label noise is a critical factor that degrades the generalization performance of deep neural networks, thus leading to severe issues in real-world problems. Existing studies have employed strategies based on either loss or uncertainty to…

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…

Supervised machine learning utilizes large datasets, often with ground truth labels annotated by humans. While some data points are easy to classify, others are hard to classify, which reduces the inter-annotator agreement. This causes…

We provide a unifying framework for the design and analysis of multicalibrated predictors. By placing the multicalibration problem in the general setting of multi-objective learning -- where learning guarantees must hold simultaneously over…

Optimal decision making requires that classifiers produce uncertainty estimates consistent with their empirical accuracy. However, deep neural networks are often under- or over-confident in their predictions. Consequently, methods have been…