arXiv Machine Learning

Prediction Sets for Counterfactual Decisions: Coverage, Optimality, and Conformal Prediction

arXiv:2607. 02206v1 Announce Type: cross Abstract: Predictions are increasingly used to guide high-stakes decisions, from treatment selection to policy making.

arXiv Machine Learning
Jun 11

Calibrating Decision Robustness via Inverse Conformal Risk Control

arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.

By Wenbin Zhou, Shixiang Zhu
arXiv Machine Learning
Jul 9

Optimal Conformal Prediction under Epistemic Uncertainty

arXiv:2505. 19033v2 Announce Type: replace-cross Abstract: Conformal prediction (CP) is a widely used frequentist framework to quantify uncertainty by constructing prediction sets with user-specified marginal coverage guarantees.

By Alireza Javanmardi, Soroush H. Zargarbashi, Santo M. A. R. Thies, Willem Waegeman, Aleksandar Bojchevski, Eyke H\"ullermeier
arXiv Machine Learning
Jul 30

Cost-Sensitive Conformal Prediction and Human-in-the-Loop Abstention for Imbalanced High-Stakes Decision Support: A Multi-Domain Benchmark

arXiv:2607. 27143v1 Announce Type: new Abstract: High-stakes decision systems in credit scoring, fraud detection, healthcare, and industrial safety require reliable uncertainty quantification under severe class imbalance and asymmetric error costs.

By Manpreet Singh, Akshatha Srikantha, Shyamal Lakhanpal