arXiv Machine Learning

Cross-Calibrated Confidence Fields for Local Risk Updates

arXiv:2606. 19147v3 Announce Type: replace-cross Abstract: How can training data be used to compare local updates to the current model, choose an update, and retain valid bounds for the selected update's population-risk change?

arXiv Machine Learning
Jul 7

Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation

arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.

By Diego Marcondes, Cl\'audia Peixoto
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
5d ago

Missingness-Aware Conformal Prediction Under Cross-Hospital Distribution Shift

The paper introduces a missingness‑aware conformal calibration method for mortality prediction that accounts for cross‑hospital distribution shifts. By selecting a measurement on an independent sample, grouping patients by whether that measurement is recorded, and applying Mondrian calibration within each group, the method avoids reusing calibration outcomes. Experiments on eICU and MIMIC‑IV data show that, compared to pooled calibration, it reduces the worst‑group coverage gap by a median of 1.9 percentage points across six settings, though the benefit varies with predictor and hospital.

By Liang You, Dongwen Ou, Hengyu Shi, Siyuan Dai
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