8 citations · 9 across the 9 of their papers we have counts for
9 papers
Uncertainty Quantification for Regression using Proper Scoring Rules
Alexander Fishkov, Kajetan Schweighofer, Mykyta Ielanskyi +3
Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantific…
Neural Optimal Transport Meets Multivariate Conformal Prediction
Vladimir Kondratyev, Alexander Fishkov, Nikita Kotelevskii +4
We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal…
Multidimensional Uncertainty Quantification via Optimal Transport
Nikita Kotelevskii, Maiya Goloburda, Vladimir Kondratyev +4
Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary…
Rectifying Conformity Scores for Better Conditional Coverage
Vincent Plassier, Alexander Fishkov, Victor Dheur +4
We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score…
Probabilistic Conformal Prediction with Approximate Conditional Validity
Vincent Plassier, Alexander Fishkov, Mohsen Guizani +2
We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution . Existing…
Efficient Conformal Prediction under Data Heterogeneity
Vincent Plassier, Nikita Kotelevskii, Aleksandr Rubashevskii +7
Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods…
Selective Nonparametric Regression via Testing
Fedor Noskov, Alexander Fishkov, Maxim Panov
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classifi…
Scalable computation of prediction intervals for neural networks via matrix sketching
Alexander Fishkov, Maxim Panov
Accounting for the uncertainty in the predictions of modern neural networks is a challenging and important task in many domains. Existing algorithms for uncertainty estimation requ…
Nonparametric Uncertainty Quantification for Single Deterministic Neural Network
Nikita Kotelevskii, Aleksandr Artemenkov, Kirill Fedyanin +6
This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty…