Selective Prediction Intervals: Jointly Learning to Predict, Bound, and Abstain
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The paper systematically evaluates regression objectives for tabular deep learning across many datasets and neural backbones, finding that most alternatives to Mean Squared Error (MSE) offer limited or inconsistent gains, while quantile loss consistently improves performance. It identifies a limitation of global early stopping: different noise levels in target regions reach optimal performance at different epochs, causing a compromise. To address this, the authors propose a heteroskedasticity‑aware extension of quantile loss using input‑dependent label smoothing, which outperforms standard quantile loss on several backbones.
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