arXiv Machine Learning

Exact Risk-Complexity Laws for Projective Boundaries in Scenario Optimization and Distribution-Free Certification

arXiv Machine Learning
Jul 21

Isotonic Conformal Prediction

arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.

By Daniel Bensimon, Sean Xiang Yu, Eric D. Kolaczyk, Archer Y. Yang
arXiv Machine Learning
Aug 28

A Unified Descriptive-Complexity Framework for Model Selection under Correlated Designs

The paper introduces the Descriptive‑Complexity Information Criterion (DCIC), a new framework for selecting models when predictors are highly correlated and the model class is uncertain. DCIC uses Kraft‑admissible code lengths to regularize large collections of candidate models, achieving selection consistency under sub‑Weibull noise without requiring RIP‑type conditions and providing non‑asymptotic oracle risk bounds even when the model is misspecified. The approach also unifies heterogeneous model classes on a common complexity scale, enables class–model recovery under identifiability conditions, and offers a complexity‑guided search path that balances computational effort with statistical accuracy, as demonstrated by numerical experiments.

By Yanhang Zhang, Wei Liu, Yuhong Yang
arXiv Machine Learning
Aug 7

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

arXiv:2608. 06206v1 Announce Type: cross Abstract: Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free conditional coverage is finite-sample unattainable.

By Anton Conrad, Rustam Isaev, Denis Belomestny, Eric Moulines, Sergey Samsonov
arXiv Machine Learning
Aug 11

Kernel Methods for Refined Prophet Inequalities

arXiv:2608. 08662v1 Announce Type: cross Abstract: The single-selection prophet inequality is a canonical Bayesian online selection problem in which independent nonnegative values arrive sequentially and the decision-maker must irrevocably select at most one.

By Patrick Loiseau, Mathieu Molina, Vianney Perchet, Sebastian Perez-Salazar, Victor Verdugo