arXiv Machine Learning

Fragility-aware Classification for Risk Characterization and Robust Learning

The paper introduces the Fragility Index (FI), a new performance metric that measures the tail risk of confident misclassifications in classification models. FI is framed within a robust satisficing framework to assess classifier sensitivity under distributional uncertainty, and the authors develop a surrogate-based training method with provable bounds linking training fragility to ranking-error FI. The approach is extended to common loss functions and includes an FI-based regularizer for deep neural networks, with empirical studies on medical diagnosis tasks showing that FI reveals risk not captured by accuracy or AUC and leads to models with lower operational costs in a human–AI diagnostic workflow.

arXiv Statistics ML
Oct 1

Constrained Classification and Policy Learning

The paper investigates the consistency of surrogate loss methods for classification and policy learning when the set of admissible classifiers is constrained, such as by interpretability or fairness requirements. It shows that hinge loss is the only surrogate that preserves consistency when constraints limit only the prediction set, but consistency can fail if constraints also restrict the functional form. The authors derive conditions guaranteeing consistency for hinge-risk-minimizing classifiers and use these results to design efficient hinge-loss-based procedures for monotone classification problems.

By Toru Kitagawa, Shosei Sakaguchi, Aleksey Tetenov
arXiv Machine Learning
Sep 24

Learning Risk Scores Robust to Unobserved Confounders

The paper introduces a method for learning risk scores that remain reliable even when historical data contain unobserved confounders. By treating propensity weights as uncertain and applying sensitivity analysis with Wasserstein distributionally robust optimization, the authors formulate a robust learning problem solvable via an exponential cone program. Experiments on semi‑synthetic UCI data show the approach improves calibration by up to 29.2% over traditional benchmarks and 11.1% over the state of the art, without harming other performance metrics.

By Ryan Edmonds, Yingxiao Ye, Sina Aghaei, Andr\'es G\'omez, \c{C}a\u{g}{\i}l Ko\c{c}yi\u{g}it, Phebe Vayanos
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
arXiv Machine Learning
Jun 18

Not Just How Much, But Where: Decomposing Epistemic Uncertainty into Per-Class Contributions

arXiv:2602. 21160v3 Announce Type: replace-cross Abstract: In safety-critical classification, the cost of failure is often asymmetric, yet Bayesian deep learning summarises epistemic uncertainty with a single scalar, mutual information (MI), that cannot distinguish whether a model's ignorance involves a benign or safety-critical class.

By Mame Diarra Toure, David A. Stephens
arXiv Machine Learning
Oct 9

V-ECE: Estimating General Expected Calibration Errors

The paper introduces V-ECE, a variational estimator for general Expected Calibration Errors (ECE) that avoids binning and works with any convex divergence, including Lp distances. By using prediction‑dependent proper scores and a residual‑fitted temperature scaling via gradient boosting, V‑ECE provides a lower‑bound estimate of true calibration error. Experiments on semi‑synthetic benchmarks show V‑ECE outperforms existing binary and multiclass estimators, with additional theoretical insights on bias and confidence estimation.

By Eug\`ene Berta, Sacha Braun, Francis Bach, Michael I. Jordan, David Holzm\"uller