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arXiv research

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.

168,695 papers · 148 categories

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137275412549 · Jun 202019922001200920172026
48 results for prediction confidence

The paper finds a fundamental trade-off between confidence and efficiency in transductive conformal prediction.

problem The challenge is to balance confidence and efficiency in predicting multiple data points.
method The authors derive a strict finite-sample bound and introduce a practical algorithm to approach this bound.
result Any non-trivial confidence level leads to exponential growth in prediction set size, with a linear scaling in the number of samples.

The paper addresses the difficulty of decision makers trusting AI-assisted predictions and proposes a method to improve confidence values.

problem Decision makers struggle to trust AI-assisted predictions based on confidence values.
method The paper investigates why decision makers have difficulties and proposes a method to construct more useful confidence values.
result Multicalibration with respect to the decision maker's confidence on her own predictions is a sufficient condition for alignment, leading to better decisions.

Introduces CCR for constructing confidence regions from conformal predictions.

problem Challenges in constructing confidence regions for model parameters.
method Combines conformal prediction intervals for model outputs to establish confidence regions for parameters under minimal assumptions.
result Valid coverage guarantees for finite sample regime, applicable to various model types.

Develops methods for valid and validated confidence sets in multiclass and multilabel prediction.

problem Challenges of typical conformal prediction methods in multiclass and multilabel problems, especially uneven coverage.
method Leverages quantile regression to build methods that always guarantee correct coverage and asymptotically optimal conditional coverage, addressing label interactions with tree-structured classifiers.
result Empirical evaluation suggests more robust coverage of confidence sets.

CONTINA provides adaptive confidence intervals for traffic demand prediction.

problem Uncertainty in future traffic demand predictions and the need for valid confidence intervals.
method Adaptive confidence interval method that adjusts based on deployment errors.
result Valid confidence intervals with shorter lengths and theoretical coverage guarantee.

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.

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that offer guarantees regarding validity. In this paper we provide a detailed descripti…

2016-09-19abs ↗pdf ↗

Paper proposes a method to predict deep neural network confidences with guarantees.

problem Quantifying uncertainty in deep neural networks for safety-critical applications.
method Uses Clopper-Pearson confidence intervals and histogram binning for calibrated prediction.
result Demonstrates the effectiveness of predicted confidences in improving DNN performance and safety.

The paper presents a method to compute trusted confidence bounds for LECs in CPS.

problem Non-transparent predictions of LECs make CPS safety challenging.
method Inductive Conformal Prediction (ICP) and Triplet Network architecture.
result Efficient real-time computation of trusted confidence bounds.

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.

We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true label with high probability. We demonstrate how our approach can be used to cons…

2019-12-31abs ↗pdf ↗

New method uses weak labels to create valid confidence sets for predictions.

problem Lack of labeled data in machine learning models.
method Developed a conformal prediction framework to provide valid predictive confidence sets using weakly labeled data.
result New coverage definition allows for tighter and more informative (but valid) confidence sets.

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

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.

Bayes-assisted confidence sequences improve efficiency for bounded means.

problem Efficient uncertainty quantification for bounded IID means without parametric assumptions.
method Bayesian working predictive model selects adaptive martingale updates maximizing predictive log-growth.
result Asymptotically log-optimal performance with informative priors reducing width and sampling effort.

Waldo method constructs valid confidence regions for simulator-based inference.

problem Constructing valid confidence regions for simulator-based inference with high-dimensional data.
method Reframes Wald test statistic and uses regression-based machinery for Neyman inversion.
result Waldo method produces conditionally valid and precise confidence regions.

New method provides reliable high-confidence prediction intervals for high-impact events.

problem High-impact events require very high confidence prediction intervals, but classical methods provide uninformative intervals.
method Bridge extreme value statistics and conformal prediction to provide reliable and informative prediction intervals.
result Provides reliable and informative prediction intervals with high-confidence coverage.

This paper introduces a new method for uncertainty quantification in prediction models.

problem Quantifying uncertainty in high-stakes applications like medicine and finance.
method Confidence sets for outcome excursions, focusing on identifying subsets of features where outcomes exceed a threshold.
result Theoretical guarantees for the probability that confidence sets contain the true feature subset, both asymptotically and for finite sample sizes.

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.

Confidence intervals improve evaluation of binary prediction rules in data mining.

problem Uncertainty in performance measures estimation from finite datasets.
method Asymptotic normal approximations for confidence intervals, with a blurring correction.
result Improved finite sample coverage probabilities and general performance measures inference.

TeLeS improves ASR confidence estimation by considering temporal alignment and lexical errors.

problem Inaccurate confidence scores from E2E ASR models, especially for overconfident predictions.
method Proposes TeLeS, a novel confidence score that considers temporal alignment and lexical errors, and uses shrinkage loss to handle data imbalance.
result TeLeS generalizes well across different languages and ASR models, leading to significant WER reduction.

New method improves model calibration by adjusting confidence based on prediction correctness.

problem Improving model confidence alignment with true class probabilities.
method Post-hoc calibration objective using transformed samples for training.
result Competitive calibration performance on in-distribution and out-of-distribution test sets.

Spatially weighted conformal prediction improves uncertainty quantification in house price models.

problem Uncertainty quantification in automated valuation models with spatial dependencies.
method Survey and demonstration of various spatially weighted approaches to adjust conformal prediction confidence sets.
result Spatially weighted CP makes confidence sets more consistently calibrated across geographical regions.

New attacks can infer model training membership using only label predictions, not confidence.

problem Inferring whether a data point was used to train a machine learning model.
method Evaluate model's predicted labels under perturbations to infer membership.
result Label-only attacks perform as well as confidence-based attacks and break defenses that rely on confidence masking.

The reliable measurement of confidence in classifiers' predictions is very important for many applications and is, therefore, an important part of classifier design. Yet, although deep learning has received tremendous attention in recent years, not much progress has been made in quantifying the prediction confidence of…

2017-09-28abs ↗pdf ↗

This work introduces COLA, a strategy to aggregate conformal prediction sets efficiently.

problem Efficiently combining multiple conformity scores to reduce prediction set size.
method Introduces COnfidence-Level Allocation (COLA) to optimally allocate confidence levels across sets.
result COLA achieves smaller prediction sets than state-of-the-art methods while maintaining valid coverage.

A new confidence measure improves self-training in biased data.

problem Improving self-training in biased data.
method Proposes a new confidence measure, T-similarity, based on ensemble diversity of linear classifiers.
result Empirically shows the benefit of T-similarity for pseudo-labeling policies on various datasets.

Develops confidence intervals for ECE, a measure of model calibration.

problem Ensuring the calibration of probabilistic predictions in machine learning models.
method Develops confidence intervals for the 2\ell_2 Expected Calibration Error (ECE), considering top-1-to-kk calibration.
result Shows asymptotic normality and different convergence rates for calibrated and miscalibrated models, developing methods to construct valid confidence intervals.

SMURF-THP improves Transformer Hawkes process models by providing uncertainty quantification.

problem Uncertainty quantification for Transformer Hawkes process predictions.
method Score matching for learning the score function of event arrival times.
result SMURF-THP outperforms likelihood-based methods in confidence calibration.

The paper uses conformal prediction to detect railway signals with confidence.

problem Deploying deep learning models in certified systems requires accurate uncertainty estimates.
method The paper uses conformal prediction and risk control to detect railway signals.
result The conformal prediction framework provides reliable and trustworthy uncertainty estimates for model performance.

Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions to measure evidence conflict and stability.

problem Modern data analysis lacks mechanisms to show the clarity, conflict, or stability of evidence behind predictions.
method Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions.
result SEF measures conflict and stability, and shows that conflict can improve loss prediction beyond confidence.