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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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3469103137 · Jun 202019922001200920172026
48 results for confidence assessment

GPT-4 assesses its confidence in answering USMLE questions with and without feedback.

problem Understanding AI's performance in healthcare applications, especially in sensitive areas like medical education.
method Used a prompting technique to evaluate GPT-4's confidence scores before and after answering USMLE questions, categorized into with and without feedback.
result Feedback influences relative confidence but doesn't consistently increase or decrease it.

New framework assesses LLMs' expertise using nonparametric ranking and confidence diagrams.

problem Evaluating and ranking large language models (LLMs) for alignment and performance.
method Nonparametric contextual ranking, confidence diagram, Gaussian multiplier bootstrap.
result Validated confidence diagram for assessing LLMs' domain-specific expertise.

DRF improves confidence and uncertainty assessment for multivariate conditional distributions.

problem Estimating multivariate conditional distributions with confidence and uncertainty.
method Developed a bootstrap approximation of the asymptotic distribution of DRF to derive inferential tools.
result Asymptotic coverage guarantees for confidence regions and hypothesis testing.

The paper introduces a method to assess machine translation quality with confidence intervals.

problem Evaluating the uncertainty and quality of machine translation.
method Utilizes conformal predictive distributions to produce prediction intervals with guaranteed coverage.
result The method outperforms a baseline on six language pairs in terms of coverage and sharpness.

Assessing the predictive accuracy of black box classifiers is challenging in the absence of labeled test datasets. In these scenarios we may need to rely on a human oracle to evaluate individual predictions; presenting the challenge to create query algorithms to guide the search for points that provide the most informa…

2018-10-12abs ↗pdf ↗

LLMs show surprising confidence in their answers, beyond just tokens.

problem LLMs lack meaningful confidence estimates for their responses.
method Semantic calibration test based on local loss optimality and equivalence classes.
result Base LLMs are semantically calibrated across tasks, contrary to expectations.

All people have to make risky decisions in everyday life. And we do not know how true they are. But is it possible to mathematically assess the correctness of our choice? This article discusses the model of decision making under risk on the example of project management. This is a game with two players, one of which is…

2019-01-25abs ↗pdf ↗

New method to assess uncertainty in Bayesian optimization.

problem Uncertainty quantification in Bayesian optimization.
method Constructing confidence regions of the maximum point or value of the objective function.
result Unified uncertainty quantification framework for various sampling policies and stopping criteria.

The paper assesses quality measures for machine learning models using cross-validation.

problem Evaluating the accuracy and robustness of quality measures for machine learning models.
method Cross-validation approach to estimate prediction error and quantify explained variation. Confidence bounds and local quality measures derived from residuals.
result The reliability and robustness of quality measures are assessed through numerical examples and confidence bounds.

This study examines how fashion consumption affects self-confidence and buying behavior in Iranian consumers.

problem Understanding the role of self-confidence in fashion buying behavior.
method A questionnaire was used to collect data from 400 consumers in Tehran's clothing market. Structural equations and factor analysis were employed to test the model.
result Interest in fashion, personal taste, utilitarianism, and new products positively impact self-confidence, and self-confidence positively impacts fashion buying behavior.

Paper introduces methods for more reliable probabilistic predictions with confidence intervals.

problem Inaccurate labeling of datasets due to unreliable probabilistic predictions from weak labeling functions.
method Proposes a methodology to provide confidence intervals for label probabilities using uncertainty sets of distributions.
result Improves reliability of probabilistic predictions and provides confidence intervals for label probabilities.

This paper reviews methods for constructing confidence intervals for error rates in 1:1 matching tasks.

problem Challenges in assessing uncertainty of error rates in matching algorithms, especially when data are dependent and error rates are low.
method Derives and examines statistical properties of methods for constructing confidence intervals for error rates in 1:1 matching tasks.
result Coverage and interval width vary with sample size, error rates, and data dependence.

New metrics CWSA and CWSA+ improve model evaluation under confidence thresholds.

problem Lack of metrics capturing model reliability under confidence thresholds.
method Introducing CWSA and CWSA+ metrics that reward confident accuracy and penalize overconfident mistakes.
result CWSA and CWSA+ outperform classical metrics in trust-sensitive tests.

New method for accurate uncertainty estimation in deep learning predictions.

problem Insufficient methods for assessing prediction uncertainty in deep learning.
method Valid non-parametric bootstrap method for deep neural networks.
result Accurate confidence intervals and simultaneous confidence bands for survival data.

Proposes a new framework for deep learning conditional mean estimation with confidence regions.

problem Lack of asymptotic properties in deep nonparametric regression models.
method Transforms deep estimation into conditional diffusion model for conditional mean estimation.
result Developed end-to-end convergence rate and asymptotic normality for conditional diffusion model.

Proposes a compensation mechanism for improving individual forecast confidence.

problem Difficult to assess the quality of individual probabilistic forecasts and their utilities.
method Compensation mechanism based on fair bets and online learning.
result The proposed mechanism cannot be exploited and ensures forecasted utility matches actual utility.

This paper improves uncertainty quantification in ELM models.

problem Uncertainty in ELM predictions due to data assumptions and randomness.
method Analytical derivations and variance estimates under various conditions.
result Improved understanding and estimation of ELM variability.

Generative models assess quality on time-series data using ITS and FITD.

problem Lack of consensus for quality assessment of class-conditional generative models on time-series data.
method Introduced InceptionTime Score (ITS) and Frechet InceptionTime Distance (FITD) to evaluate generative models.
result ITS and FITD combined with TSTR can accurately assess generative model performance on time-series data.

Proposes a method to compute valid lower confidence bounds for multiple models selected based on their performance.

problem Model selection and evaluation in machine learning.
method Interprets model selection as a simultaneous inference problem, uses bootstrap tilting and maxT-type multiplicity correction.
result Yields valid lower confidence bounds that are at least as good as standard approaches and reliably reach nominal coverage probability.

New method combines multiple datasets to estimate ATE with valid confidence intervals.

problem Combining multiple observational datasets to estimate ATE with valid confidence intervals.
method Prediction-powered inferences to shrink CIs and provide valid CIs.
result Valid confidence intervals for ATE from multiple datasets.

PerSense assesses personality traits from text for commonsense reasoning.

problem Estimating human personality traits from text for mental health analysis.
method Aggregated Probability Density Functions (PDF) and Machine Learning (ML) models.
result PerSense algorithms achieve comparable results to ground truth data, with high accuracy for personality assessment and commonsense prediction.

Proposes a synthesis algorithm using Conformal Prediction for improved Deep Learning performance.

problem Assessing the quality of synthesised data for high-stake domains.
method Conformal Prediction framework for generating data from high-confidence feature space regions.
result Training sets extended with confident synthesised data improved Deep Learning performance by up to 61 percentage points F1-score.

LLMs generate answers under incomplete context, and their uncertainty should scale with missing information.

problem Evaluating the quality of LLM answers under incomplete context.
method A controlled framework with varying context availability, and two uncertainty measures (sampling-based confidence and response entropy) evaluated on SQuAD.
result Response entropy increases with context removal and explains more variance in accuracy than confidence, suggesting it is a more responsive uncertainty measure.

Assessing reliably the confidence of a deep neural network and predicting its failures is of primary importance for the practical deployment of these models. In this paper, we propose a new target criterion for model confidence, corresponding to the True Class Probability (TCP). We show how using the TCP is more suited…

2019-10-01abs ↗pdf ↗

BoC probe assesses neural network confidence coherence, revealing architecture-specific uncertainty.

problem Poor calibration and OOD detection in neural networks.
method Bag-of-Coins (BoC) probe compares softmax confidence to pairwise dominance probabilities.
result BoC reveals clear ID/OOD separation for some architectures but not others.

Proposes a framework to assess feature importance without algorithm constraints.

problem Lack of a general framework for assessing feature importance across different algorithms.
method Develops a nonparametric framework for algorithm-agnostic variable importance assessment.
result Valid confidence intervals and testing strategies for variable importance.

This work investigates uncertainty quantification for black-box large language models in natural language generation.

problem Lack of trustworthiness in responses generated by black-box large language models.
method Differentiated uncertainty vs confidence, proposed and compared several confidence/uncertainty measures, applied to selective NLG.
result A simple measure for semantic dispersion can predict the quality of LLM responses.

This paper studies uncertainty quantification in deep spatiotemporal forecasting.

problem Uncertainty quantification in deep spatiotemporal forecasting models.
method Analysis of UQ methods from Bayesian and frequentist perspectives, including statistical decision theory.
result Different UQ methods have different strengths and weaknesses, with Bayesian methods being more robust in mean prediction and frequentist methods providing more extensive coverage.

The study improves life insurance surrender risk modeling using various machine learning techniques.

problem Accurate modeling of surrender risk in life insurance to meet Solvency II directive requirements.
method Extensive experiments with XGBoost, random forest, GLM, and neural networks; resampling analysis; time-dependent confidence bands.
result Models trained on resampled data predict significantly biased event probabilities, highlighting the need for complementary assessments.

The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal classifier, moreover, besides providing optimal predictions, it can also assess t…

2019-03-23abs ↗pdf ↗

Paper aims to ensure reliable detection of out-of-distribution data with certifiable worst-case guarantees.

problem Deep neural networks are overconfident with OOD inputs, posing safety risks.
method Enforces low confidence and bounds in an ll_\infty-ball around OOD points using interval bound propagation (IBP).
result Certifiable worst-case guarantees for OOD detection are possible without significant loss in accuracy.

The paper tackles multi-armed bandits with vector losses, focusing on minimizing the \ell^\infty-norm of relative losses.

problem Minimizing the \ell^\infty-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.

Time series foundation models are well-calibrated, improving over baseline models.

problem Calibration of time series foundation models for practical applications.
method Systematic evaluations of five time series foundation models and two baselines, assessing calibration, prediction heads, and long-term forecasting.
result Time series foundation models are consistently better calibrated than baseline models and do not show over- or under-confidence.