arXiv Statistics ML

Selective Inference for CART with Binary Outcomes

arXiv Machine Learning
Sep 21

Available Guardrails: Certifying Selective Prediction across ML Systems

The paper introduces a method to certify selective prediction in machine learning systems by computing the availability of safety gates through exact-binomial inversion and dynamic programming. It demonstrates that a truth-informed planner can significantly improve mean coverage over naive approaches, and that reallocating error budgets further enhances coverage across diverse applications such as LLM tool‑calling, content moderation, lesion classification, and recommendation. The study highlights the importance of planning and finite‑sample estimation in ensuring reliable, granular deployment of selective predictors.

By Parivesh Priye, Yufeng Wang, Haibin Ling, Michael Chaykowsky
arXiv Statistics ML
Sep 7

Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences

The paper derives the exact finite‑population variance of a weighted risk estimator for rare‑event forecasting in dependent sequences and solves for the optimal stratified allocation of a small subsample. It shows that the optimal allocation is equal across strata, independent of the imbalance ratio, and provides a parameter‑free efficiency prediction A(π,f). The authors validate these theoretical predictions on a real‑world dataset of U.S. equities, demonstrating that the predicted ordering of sampling designs matches empirical results.

By Jaskaran Singh
arXiv Machine Learning
Sep 23

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing

The paper introduces a new estimand for conditional distributional treatment effects that captures how treatments influence the entire outcome distribution, including variance and tail risks, in a covariate-dependent manner. It presents a doubly robust estimator that is minimax optimal locally and uses it to construct a test for global homogeneity of conditional potential outcome distributions. The test accommodates discrepancies beyond the maximum mean discrepancy, guarantees valid type‑1 error, is consistent against fixed alternatives, and includes a computationally efficient, permutation‑free algorithm with exact closed‑form expressions for two natural discrepancies.

By Saksham Jain, Alex Luedtke
arXiv Machine Learning
Jul 10

Prediction-Powered Active Testing

arXiv:2607. 08347v1 Announce Type: cross Abstract: Active testing provides a label--efficient approach to risk estimation by adaptively selecting which test points should be labelled.

By Kianoosh Ashouritaklimi, Valentin Kilian, Daolang Huang, Tom Rainforth, Fran\c{c}ois Caron