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: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:2603. 20388v2 Announce Type: replace-cross Abstract: We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV).
By Karun Adusumilli, Maximilian Kasy, Ashia Wilson
arXiv:2408. 08998v4 Announce Type: replace-cross Abstract: Recent advances in machine learning have significantly improved prediction accuracy in various applications.
By Yan Sun, Pratik Chaudhari, Ian J. Barnett, Edgar Dobriban
arXiv:2608. 08424v1 Announce Type: cross Abstract: Conformal changepoint localization turns any score into a confidence set for the changepoint with finite-sample coverage.
By Chenchen Peng, Mixia Wu, Qijing Yan, Zhiqi Shen, Jie Zhang
arXiv:2606. 31915v1 Announce Type: cross Abstract: While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost.
By Jiachen Cong, Jingbo Liu
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:2608. 01130v1 Announce Type: new Abstract: A broad range of models face the mismatch where they are updated through trajectory losses but are evaluated by downstream task reward.
By Yuyang Shen
arXiv:2606. 19147v1 Announce Type: cross Abstract: This paper develops local certificates for population-risk increments around a current model.
By Mingzhi Song
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
arXiv:2606. 20115v1 Announce Type: new Abstract: Conformal risk control (CRC) provides distribution-free guarantees on segmentation quality by calibrating a prediction-set threshold on held-out data.
By Nafis Fuad Shahid
arXiv:2502. 15131v4 Announce Type: replace-cross Abstract: We study the fundamental problem of calibrating a linear binary classifier of the form $\sigma(\hat{w}^\top x)$, where the feature vector $x$ is Gaussian, $\sigma$ is a link function, and $\hat{w}$ is an estimator of the true linear weight $w^\star$.
By Yufan Li, Pragya Sur