arXiv Machine Learning By Mingzhi Song

Cross-Calibrated Confidence Fields for Local Risk Updates

Read the original on arXiv Machine Learning →

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?

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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