Hugging Face Trending Papers

The Price of Choice in Selective Prediction

arXiv Machine Learning
Oct 22

The Price of Choice in Selective Prediction

arXiv:2610. 29067v1 Announce Type: new Abstract: A selective classifier may be claimed to satisfy a risk-coverage contract if some rule from a predeclared menu (a threshold or a union of $K$ score intervals) attains coverage at least $\kappa$ and error at most $\alpha$.

By Daniel Cie\'slak, Andrzej Czy\.zewski
arXiv Computation and Language
Sep 25

StepCOPS: Closed-Testing Lower-Tail Certificates for Language-Model Policy Selection

StepCOPS is a new method for selecting a language‑model policy from many checkpoints, prompts, and decoding rules by providing closed‑testing lower‑tail certificates. It uses an independent proposal split to nominate a lower‑tail floor for each candidate, applies exact binomial tests on a fresh certification split, and employs Holm’s step‑down procedure to certify a set of floors. In experiments across 24 configurations and 11 benchmarks, StepCOPS achieves 96.4% selected‑policy coverage, raises the certified floor by 1.5 points over prior methods, stays 0.6 points below a large‑reference jury oracle, and abstains in 2.4% of trials.

By Ibne Farabi Shihab, Sanjeda Akter, Anuj Sharma
arXiv Machine Learning
Jun 9

A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control

arXiv:2606. 08517v1 Announce Type: new Abstract: Selective predictors answer on confident inputs and abstain elsewhere; deploying one safely needs a single finite-sample certificate that simultaneously upper-bounds the selected risk, lower-bounds the acceptance probability $\pacc$ above a floor $\pmin$, and lower-bounds the deployment utility.

By Xiaoli Yu, Jiamiao Liu
arXiv Machine Learning
Oct 19

Coverage Cliffs in Off-Policy Quantile Certification

The paper introduces TailCert, a method for certifying an upper tail quantile of a policy’s performance using logged contextual‑bandit data. It builds a PAC‑Bayes Bernstein lower‑confidence envelope over a threshold grid and all data‑dependent posteriors, returning an atom‑safe upper confidence bound on the selected posterior’s pooled p‑quantile. The authors provide finite‑sample guarantees, analyze sample complexity on a rare‑action class, and demonstrate the method’s effectiveness through simulations.

By Pauline Bourigault, Emmanuelle Bourigault
arXiv Machine Learning
Oct 28

When Does Data Value Reduce to Class Balance? A Coverage View of Per-Point Data Valuation

The paper investigates when per‑point data‑valuation scores (e.g., Data Shapley, influence, leverage) reduce to simple class balance. It shows that a fixed top‑k selection rule fails when a point’s value depends on what else has been chosen, leading to excess risk in equal latent‑mode models. The authors propose using class balance when labels reveal learner modes and explicit coverage otherwise, demonstrating that class‑balancing per‑point scores can match or outperform generic coverage on standard classification tasks with pretrained features, while label‑free coverage can improve accuracy by up to +0.20.

By Yingjie Bai, Weiming Zhi
arXiv Machine Learning
Aug 12

Optimistic Rates for Multiclass PAC Learning

arXiv:2608. 10869v1 Announce Type: new Abstract: Worst-case multiclass bounds do not become smaller when the best classifier is already nearly correct: what is missing is an optimistic rate, a guarantee whose fluctuation scales with the oracle risk itself.

By Xiaoyu Li, Andi Han, Jiaojiao Jiang, Junbin Gao