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
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 AI
Aug 6

Distributionally Robust Transfer Learning with Structurally Missing Covariates, with Application to Cross-National Cardiac Arrest Prediction

arXiv:2605. 24212v2 Announce Type: replace-cross Abstract: Deploying clinical prediction models across healthcare systems often fails when key training covariates are unavailable at deployment and labeled outcomes are limited in the target domain.

By Siqi Li, Chuan Hong, Ziye Tian, Benjamin Sieu-Hon Leong, Koshi Nakagawa, Hideharu Tanaka, Sang Do Shin, Khuong Quoc Dai, Do Ngoc Son, Marcus Eng Hock Ong, Nan Liu, Molei Liu