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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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67133200266 · Jun 202019922001200920172026
48 results for regression calibration

Improves calibration of regression models without requiring additional data.

problem Poor calibration of regression models leading to unreliable predictions.
method Quantile regularizer based on cumulative KL divergence.
result Significantly improves calibration for regression models trained with Dropout VI and Deep Ensembles.

CRUDE calibrates regression uncertainty without assuming specific error distributions.

problem Uncalibrated uncertainty estimates in regression models, especially for modern predictive tasks.
method CRUDE assumes error distributions have a constant shape, shifted and scaled by predicted mean and standard deviation.
result CRUDE produces sharper, better calibrated, and more accurate uncertainty estimates than existing methods.

Isotonic regression binning affects calibration statistics of machine learning models.

problem Isotonic regression binning introduces aleatoric uncertainty in calibration statistics.
method Calibration error statistics are recalibrated using isotonic regression, which produces stratified uncertainties.
result Stratified uncertainties lead to significant differences in bin-based calibration statistics.

The paper proposes a method to produce well-calibrated predictions in regression tasks using maximum mean discrepancy.

problem The need for accurate uncertainty quantification in machine learning predictions.
method The method uses maximum mean discrepancy to minimize the kernel embedding measure and calibrate predictions.
result The method produces well-calibrated and sharp prediction intervals, outperforming state-of-the-art methods.

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem…

2018-06-20abs ↗pdf ↗

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of distribution calibration, and demonstrate its advantages over the existing defin…

2019-05-15abs ↗pdf ↗

New method improves calibration in multi-output probabilistic models.

problem Challenges in achieving multivariate calibration in multi-output regression.
method General regularization framework to enforce multivariate calibration during training for arbitrary pre-rank functions.
result Significant improvement in calibration across all pre-rank functions without sacrificing predictive accuracy.

New method provides calibrated feature importance explanations for regression models.

problem Lack of uncertainty quantification in existing local explanation methods.
method Extension of Calibrated Explanations method to support regression and probabilistic regression.
result Calibrated Explanations for regression provides quantified uncertainty and robust explanations.

We propose nonparametric methods for individual calibration in regression models.

problem Uncertainty quantification and individual calibration for regression models.
method Nonparametric methods agnostic of the underlying model, combining nonparametric and covering number arguments.
result Established matching upper and lower bounds for calibration error.

Proposes isotonic recalibration for insurance pricing to ensure auto-calibration under low signal-to-noise ratio.

problem Ensuring auto-calibration in insurance pricing models to prevent cross-financing.
method Applies isotonic recalibration to regression models to achieve auto-calibration.
result Isotonically recalibrated regression functions have low complexity under low signal-to-noise ratio.

Unified calibration metrics improve forecast sharpness and accuracy.

problem Improving the sharpness of probabilistic forecasts while maintaining calibration.
method Kernel-based calibration metrics that unify and generalize existing methods for classification and regression.
result Enhanced calibration, sharpness, and decision-making across various tasks.

New method calibrates probabilistic regression models without restrictive assumptions.

problem Ensuring predictive distributions accurately reflect true uncertainty.
method Nonparametric re-calibration algorithm based on conditional kernel mean embeddings.
result Consistently outperforms prior re-calibration approaches across various benchmarks.

The paper reviews and extends calibration concepts for classification and regression.

problem Formalizing compatibility between probabilistic predictions and outcomes.
method Review and extension of existing calibration concepts, introduction of new concepts.
result Hierarchical relations between calibration concepts for various data types.

Corrects mismatch in consistency of nuisance estimators for doubly robust methods.

problem Mismatch in consistency of nuisance estimators in doubly robust methods.
method Calibrated debiased machine learning (calibrated DML) with isotonic regression adjustment.
result Calibrated DML yields doubly robust asymptotic normality with slower convergence of nuisance estimators.

This work evaluates and benchmarks calibration metrics for data-driven regression models.

problem Conflicting results from different calibration metrics make it hard to compare and interpret model performance.
method Systematically extracted and benchmarked 14 regression calibration metrics across various data types and recalibration methods.
result Many metrics disagree on the same recalibration result, highlighting the need for careful metric selection.

Proposes isotonic regression for calibrating Deep Cox models' survival probabilities.

problem Poor calibration of Deep Cox models' survival probabilities.
method Isotonic regression for post hoc calibration of Deep Cox models.
result Establishes favorable theoretical guarantees and demonstrates empirical effectiveness.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

The paper improves methods for generating prediction intervals in regression.

problem Uncertainty quantification in regression models.
method Formalizes prediction interval generation as an optimization problem, studying generalization and calibration.
result Empirical demonstration of improved testing performances compared to existing methods.

Study on estimating conditional risk in machine learning.

problem Estimating expected loss of prediction models given input features.
method Analyzed in classification and regression settings, showing equivalence to standard regression. Developed theoretical insights and empirical validation.
result Conditional risk calibration is distinct from existing uncertainty quantification problems.

Meta-learning improves Gaussian process uncertainty estimation.

problem Poor uncertainty estimation in Gaussian processes with deep kernels.
method Meta-learning to calibrate deep kernel GPs using task-specific uncalibrated and calibrated distributions.
result Improves uncertainty estimation performance with high regression performance.

Smooth calibration improves forecast reliability even with leaked information.

problem Improving forecast reliability with leaked information.
method Combining nearby forecasts to ensure smooth calibration, which can be guaranteed by deterministic procedures.
result Smooth calibration can be guaranteed by deterministic procedures even with leaked forecasts, and it yields uncoupled finite-memory dynamics in games.

Paper proposes real-time VaR estimation using quantile regression forest with conformal calibration.

problem Real-time estimation of Value at Risk (VaR) in rapidly changing markets.
method Quantile regression forest trained offline, real-time VaR estimates via observed risk factors, conformalized estimator for reliability.
result The proposed method provides reliable real-time VaR estimates.

Optimizes calibration error estimators for better classifier trustworthiness.

problem Lack of guidance on selecting and tuning calibration error estimators.
method Reformulates calibration estimation as a regression problem with i.i.d. input pairs.
result Demonstrates the effectiveness of optimized calibration estimators on image classification tasks.

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for regression tasks which often arise in real-world systems. We show that the existing d…

2019-05-28abs ↗pdf ↗

The study examines when to trust confidence thresholding in pseudo-labelling regression.

problem Calibrated probabilities from classifiers used for pseudo-labelling need careful handling to avoid bias in downstream regression.
method Developed a diagnostic apparatus to predict and bound the bias induced by confidence thresholding, derived a closed-form expression for the attenuation bias.
result The bias can be predicted from the residual score variance VV^{*}, motivating a structural separation between classifier features and downstream controls.

New framework calibrates computer models using deep learning and quantile regression.

problem Uncertainty in computer model input parameters due to high-dimensional time series data.
method Deep neural network with long-short term memory layers for inverse modeling, quantile regression for interval predictions.
result Accurate point and interval estimates for input parameters in WRF-hydro model.

Randomized predictions ensure fair and accurate individual calibration in machine learning.

problem Systematic bias in typical calibration methods leads to unfair predictions for certain subgroups.
method Randomization of predictions to enforce individual calibration, trading off bias with variance.
result Randomized regression functions are more calibrated for arbitrary subgroups and achieve higher utility.

Paper introduces a method to improve survival model calibration without sacrificing discrimination.

problem Survival models struggle to balance accurate ranking and event prediction.
method Uses conformal regression to enhance calibration without compromising discrimination.
result The approach improves model calibration across 11 real-world datasets.

This work proves L2L_2-regularized ERM controls smCE without post-hoc correction.

problem Calibration of predicted probabilities in machine learning models.
method Canonical L2L_2-regularized empirical risk minimization.
result Theoretical proof that smCE is controlled by ERM without post-hoc correction.

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use of approximate inference, Bayesian uncertainty estimates are often inaccurate -…

2018-07-01abs ↗pdf ↗

CLEAR calibrates both aleatoric and epistemic uncertainties for better predictive intervals.

problem Balanced uncertainty quantification for reliable predictive modeling.
method CLEAR uses two parameters, γ1 and γ2, to combine aleatoric and epistemic uncertainties.
result Clear achieves significant improvements in interval width and coverage.

ICP improves prediction intervals for continuous outcomes at lower computational cost.

problem Systematic bias in point predictions that undermines their use in decision-making.
method Develops Isotonic Conformal Prediction (ICP) framework to decouple calibration from prediction-set construction.
result SICP and TICP procedures match SC-CP coverage at lower computational cost.

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such models. We add to this literature by outlining an approach to constructing predi…

2019-08-26abs ↗pdf ↗

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the resulting estimates are found to be poorly calibrated, thus making it challenging to …

2019-10-30abs ↗pdf ↗