Uncertainty quantification over graph with conformalized graph neural networks

K Huang, Y **, E Candes… - Advances in Neural …, 2023 - proceedings.neurips.cc
Abstract Graph Neural Networks (GNNs) are powerful machine learning prediction models
on graph-structured data. However, GNNs lack rigorous uncertainty estimates, limiting their …

Confident adaptive language modeling

T Schuster, A Fisch, J Gupta… - Advances in …, 2022 - proceedings.neurips.cc
Recent advances in Transformer-based large language models (LLMs) have led to
significant performance improvements across many tasks. These gains come with a drastic …

Conformal pid control for time series prediction

A Angelopoulos, E Candes… - Advances in neural …, 2023 - proceedings.neurips.cc
We study the problem of uncertainty quantification for time series prediction, with the goal of
providing easy-to-use algorithms with formal guarantees. The algorithms we present build …

A gentle introduction to conformal prediction and distribution-free uncertainty quantification

AN Angelopoulos, S Bates - arxiv preprint arxiv:2107.07511, 2021 - arxiv.org
Black-box machine learning models are now routinely used in high-risk settings, like
medical diagnostics, which demand uncertainty quantification to avoid consequential model …

Image-to-image regression with distribution-free uncertainty quantification and applications in imaging

AN Angelopoulos, AP Kohli, S Bates… - International …, 2022 - proceedings.mlr.press
Image-to-image regression is an important learning task, used frequently in biological
imaging. Current algorithms, however, do not generally offer statistical guarantees that …

Conformal risk control

AN Angelopoulos, S Bates, A Fisch, L Lei… - arxiv preprint arxiv …, 2022 - arxiv.org
We extend conformal prediction to control the expected value of any monotone loss function.
The algorithm generalizes split conformal prediction together with its coverage guarantee …

Improved online conformal prediction via strongly adaptive online learning

A Bhatnagar, H Wang, C **ong… - … Conference on Machine …, 2023 - proceedings.mlr.press
We study the problem of uncertainty quantification via prediction sets, in an online setting
where the data distribution may vary arbitrarily over time. Recent work develops online …

Testing for outliers with conformal p-values

S Bates, E Candès, L Lei, Y Romano… - The Annals of …, 2023 - projecteuclid.org
Testing for outliers with conformal p-values Page 1 The Annals of Statistics 2023, Vol. 51, No.
1, 149–178 https://doi.org/10.1214/22-AOS2244 © Institute of Mathematical Statistics, 2023 …

Learn then test: Calibrating predictive algorithms to achieve risk control

AN Angelopoulos, S Bates, EJ Candès… - arxiv preprint arxiv …, 2021 - arxiv.org
We introduce a framework for calibrating machine learning models so that their predictions
satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any …

Estimating means of bounded random variables by betting

I Waudby-Smith, A Ramdas - Journal of the Royal Statistical …, 2024 - academic.oup.com
We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical
problem of estimating a bounded mean. Our approach generalizes and improves on the …