The paper introduces a method for learning risk scores that remain reliable even when historical data contain unobserved confounders. By treating propensity weights as uncertain and applying sensitivity analysis with Wasserstein distributionally robust optimization, the authors formulate a robust learning problem solvable via an exponential cone program. Experiments on semi‑synthetic UCI data show the approach improves calibration by up to 29.2% over traditional benchmarks and 11.1% over the state of the art, without harming other performance metrics.
By Ryan Edmonds, Yingxiao Ye, Sina Aghaei, Andr\'es G\'omez, \c{C}a\u{g}{\i}l Ko\c{c}yi\u{g}it, Phebe Vayanos
arXiv:2602. 17894v2 Announce Type: replace-cross Abstract: Data collection is a critical component of modern statistical and machine learning pipelines, particularly when data must be gathered from multiple heterogeneous sources to study a target population of interest.
By Michael O. Harding, Vikas Singh, Kirthevasan Kandasamy
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:2604. 13130v2 Announce Type: replace Abstract: We study learning to learn through the lens of hyperparameter tuning.
By Saumya Goyal, Rohith Rongali, Ritabrata Ray, Barnab\'as P\'oczos
arXiv:2608. 09768v1 Announce Type: new Abstract: A prediction that is both confident and wrong is a critical reliability failure because it can bypass abstention and human review precisely when the model is mistaken.
By Ange-Cl\'ement Akazan, Ineza Remy Mugenga, Abebe Geletu, Jean Medard Ngnotchouye, Issa Karambal
arXiv:2608. 13133v1 Announce Type: cross Abstract: Distributional shifts arise when the target deployment environment differs from the source environment that generated the training data.
By Zhiyi Li, Xiaojie Mao, Yunbei Xu, Ruohan Zhan