arXiv Machine Learning

Sharp and Stable Label-Free Calibration Certificates from Logical Coherence

The paper presents a framework for deriving sharp, label‑free calibration certificates for query‑conditioned probabilistic predictors. It establishes minimax lower bounds on calibration residuals under various betting restrictions, shows that these bounds can be discontinuous and that Lipschitz stakes yield stable, sharp bounds. The authors also demonstrate practical algorithms—projected online gradient ascent and anytime‑valid betting—for generating fixed‑horizon and anytime‑valid certificates, and validate the approach on a preregistered study of four predictors across two datasets.

arXiv AI
Sep 3

The Endogeneity of Miscalibration: Impossibility and Escape in Scored Reporting

The paper examines how an agent’s probability report is evaluated twice—once by a strictly proper scoring rule and again by an approval rule that determines a decision. It shows that when the approval rule is welfare‑maximizing, it cannot be affine, yet the resulting distortion is predictable and can be mitigated by a reserve report that neutralizes the cost of pretending to be the marginal type. A Lipschitz rule with a single kink achieves first‑best welfare, while smooth rules cannot, and the key constraint is the steepness of the rule rather than its smoothness.

By Lauri Lov\'en, Sasu Tarkoma
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
Sep 11

A distribution-free certification framework for trustworthy crash-severity prediction

The paper introduces a distribution‑free certification layer that can be applied to any crash‑severity prediction model without modifying the model itself. It provides guarantees for ordinal outcomes, per‑class validity, transfer of coverage to unobserved severities, and one‑sided certificates under deployment shift, all grounded in a functional of the true data law. The framework is evaluated on 5.2 million Texas records, demonstrating a model‑independent lower bound on set width for vulnerable road users and is released as an open‑source package with theorem‑level tests.

By Amir Rafe, Subasish Das
arXiv Machine Learning
Sep 22

The Price of Self-Calibration: Exact Evidence Budgets and Manufactured Blind Sets in Adaptive Monitoring

The paper derives precise cost formulas for self‑calibrating monitors that adjust thresholds online to maintain a specified long‑run false‑alarm rate under arbitrary drift. It shows that the guarantee is an accounting identity, independent of the monitored signal, and provides exact evidence identities for both step and ramp drift scenarios, as well as an exact law for the fluctuation of the certificate’s own alarm rate. Additionally, it proves that any monitor designed to tolerate a drift class is blind to all faults in the difference of that class, identifying the blind set for speed‑bounded drift classes and quantifying power outside this set with a sharp Gaussian projection bound.

By Abdou-Raouf Atarmla