Adaptive novelty detection with false discovery rate guarantee

A Marandon, L Lei, D Mary, E Roquain - The Annals of Statistics, 2024 - projecteuclid.org
Adaptive novelty detection with false discovery rate guarantee Page 1 The Annals of Statistics
2024, Vol. 52, No. 1, 157–183 https://doi.org/10.1214/23-AOS2338 © Institute of Mathematical …

Derandomized novelty detection with FDR control via conformal e-values

M Bashari, A Epstein, Y Romano… - Advances in Neural …, 2024 - proceedings.neurips.cc
Conformal inference provides a general distribution-free method to rigorously calibrate the
output of any machine learning algorithm for novelty detection. While this approach has …

Conformal inference is (almost) free for neural networks trained with early stopping

Z Liang, Y Zhou, M Sesia - International Conference on …, 2023 - proceedings.mlr.press
Early stopping based on hold-out data is a popular regularization technique designed to
mitigate overfitting and increase the predictive accuracy of neural networks. Models trained …

Confidence on the focal: Conformal prediction with selection-conditional coverage

Y Jin, Z Ren - arXiv preprint arXiv:2403.03868, 2024 - arxiv.org
Conformal prediction builds marginally valid prediction intervals which cover the unknown
outcome of a randomly drawn new test point with a prescribed probability. In practice, a …

Model-free selective inference under covariate shift via weighted conformal p-values

Y Jin, EJ Candès - arXiv preprint arXiv:2307.09291, 2023 - arxiv.org
This paper introduces weighted conformal p-values for model-free selective inference.
Assume we observe units with covariates $ X $ and missing responses $ Y $, the goal is to …

Conformal frequency estimation using discrete sketched data with coverage for distinct queries

M Sesia, S Favaro, E Dobriban - Journal of Machine Learning Research, 2023 - jmlr.org
This paper develops conformal inference methods to construct a confidence interval for the
frequency of a queried object in a very large discrete data set, based on a sketch with a …

Adaptive conformal classification with noisy labels

M Sesia, YX Wang, X Tong - arXiv preprint arXiv:2309.05092, 2023 - arxiv.org
This paper develops novel conformal prediction methods for classification tasks that can
automatically adapt to random label contamination in the calibration sample, enabling more …

A burden shared is a burden halved: A fairness-adjusted approach to classification

B Rava, W Sun, GM James, X Tong - arXiv preprint arXiv:2110.05720, 2021 - arxiv.org
We investigate fairness in classification, where automated decisions are made for
individuals from different protected groups. In high-consequence scenarios, decision errors …

Conformal link prediction to control the error rate

A Marandon - arXiv preprint arXiv:2306.14693, 2023 - arxiv.org
Most link prediction methods return estimates of the connection probability of missing edges
in a graph. Such output can be used to rank the missing edges, from most to least likely to be …

Simultaneous hypothesis testing using internal negative controls with an application to proteomics

Z Gao, Q Zhao - arXiv preprint arXiv:2303.01552, 2023 - arxiv.org
Negative control is a common technique in scientific investigations and broadly refers to the
situation where a null effect (''negative result'') is expected. Motivated by a real proteomic …