Search Results for author: Matteo Sesia

Found 18 papers, 15 papers with code

Conformalized Adaptive Forecasting of Heterogeneous Trajectories

1 code implementation14 Feb 2024 Yanfei Zhou, Lars Lindemann, Matteo Sesia

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability.

Conformal Prediction Motion Planning +2

Frequency and cardinality recovery from sketched data: a novel approach bridging Bayesian and frequentist views

no code implementations27 Sep 2023 Mario Beraha, Stefano Favaro, Matteo Sesia

We study how to recover the frequency of a symbol in a large discrete data set, using only a compressed representation, or sketch, of those data obtained via random hashing.

Adaptive conformal classification with noisy labels

1 code implementation10 Sep 2023 Matteo Sesia, Y. X. Rachel Wang, Xin Tong

This paper develops novel conformal prediction methods for classification tasks that can automatically adapt to random label contamination in the calibration sample, leading to more informative prediction sets with stronger coverage guarantees compared to state-of-the-art approaches.

Classification Conformal Prediction

Derandomized Novelty Detection with FDR Control via Conformal E-values

1 code implementation NeurIPS 2023 Meshi Bashari, Amir Epstein, Yaniv Romano, Matteo Sesia

Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection.

Novelty Detection

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

1 code implementation27 Jan 2023 Ziyi Liang, Yanfei Zhou, Matteo Sesia

Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks.

Multi-class Classification Outlier Detection

Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queries

1 code implementation9 Nov 2022 Matteo Sesia, Stefano Favaro, Edgar Dobriban

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 lower memory footprint.

valid

Bayesian nonparametric estimation of coverage probabilities and distinct counts from sketched data

no code implementations5 Sep 2022 Stefano Favaro, Matteo Sesia

The estimation of coverage probabilities, and in particular of the missing mass, is a classical statistical problem with applications in numerous scientific fields.

Data Compression

Integrative conformal p-values for powerful out-of-distribution testing with labeled outliers

1 code implementation23 Aug 2022 Ziyi Liang, Matteo Sesia, Wenguang Sun

This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set.

Coordinated Double Machine Learning

1 code implementation2 Jun 2022 Nitai Fingerhut, Matteo Sesia, Yaniv Romano

Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a partially linear model.

BIG-bench Machine Learning

Training Uncertainty-Aware Classifiers with Conformalized Deep Learning

1 code implementation12 May 2022 Bat-Sheva Einbinder, Yaniv Romano, Matteo Sesia, Yanfei Zhou

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities.

Conformal Prediction Multi-class Classification

Conformal Frequency Estimation with Sketched Data

1 code implementation8 Apr 2022 Matteo Sesia, Stefano Favaro

A flexible conformal inference method is developed to construct confidence intervals for the frequencies of queried objects in very large data sets, based on a much smaller sketch of those data.

valid

Conformal Prediction using Conditional Histograms

1 code implementation NeurIPS 2021 Matteo Sesia, Yaniv Romano

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data.

BIG-bench Machine Learning Conformal Prediction +2

Testing for Outliers with Conformal p-values

1 code implementation16 Apr 2021 Stephen Bates, Emmanuel Candès, Lihua Lei, Yaniv Romano, Matteo Sesia

We then introduce a new method to compute p-values that are both valid conditionally on the training data and independent of each other for different test points; this paves the way to stronger type-I error guarantees.

Outlier Detection valid

Interpretable Classification of Bacterial Raman Spectra with Knockoff Wavelets

1 code implementation8 Jun 2020 Charmaine Chia, Matteo Sesia, Chi-Sing Ho, Stefanie S. Jeffrey, Jennifer Dionne, Emmanuel J. Candès, Roger T. Howe

Deep neural networks and other sophisticated machine learning models are widely applied to biomedical signal data because they can detect complex patterns and compute accurate predictions.

Classification General Classification +2

Classification with Valid and Adaptive Coverage

2 code implementations NeurIPS 2020 Yaniv Romano, Matteo Sesia, Emmanuel J. Candès

Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with guaranteed marginal coverage.

Classification General Classification +1

A comparison of some conformal quantile regression methods

1 code implementation12 Sep 2019 Matteo Sesia, Emmanuel J. Candès

We compare two recently proposed methods that combine ideas from conformal inference and quantile regression to produce locally adaptive and marginally valid prediction intervals under sample exchangeability (Romano et al., 2019; Kivaranovic et al., 2019).

Prediction Intervals regression +1

Deep Knockoffs

4 code implementations16 Nov 2018 Yaniv Romano, Matteo Sesia, Emmanuel J. Candès

This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models.

Variable Selection

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