Current browse context:
stat.ME
Change to browse by:
References & Citations
Statistics > Methodology
Title: Data-Adaptive Tradeoffs among Multiple Risks in Distribution-Free Prediction
(Submitted on 28 Mar 2024)
Abstract: Decision-making pipelines are generally characterized by tradeoffs among various risk functions. It is often desirable to manage such tradeoffs in a data-adaptive manner. As we demonstrate, if this is done naively, state-of-the art uncertainty quantification methods can lead to significant violations of putative risk guarantees.
To address this issue, we develop methods that permit valid control of risk when threshold and tradeoff parameters are chosen adaptively. Our methodology supports monotone and nearly-monotone risks, but otherwise makes no distributional assumptions.
To illustrate the benefits of our approach, we carry out numerical experiments on synthetic data and the large-scale vision dataset MS-COCO.
Link back to: arXiv, form interface, contact.