arXiv subjects

Ariane Marandon

Publications and source records attributed to Ariane Marandon.

5 recordsLinked to original sources

arXiv2024

Two-sided conformalized survival analysis

This paper presents a conformal prediction procedure to generate two-sided or one-sided prediction intervals for survival times in the presence of right censoring. Specifically, the method provides two-sided predictive bounds for individuals deemed sufficiently similar to the uncensored population, while returning a lower predictive bound for others. The prediction intervals offer finite-sample coverage guarantees, requiring no distributional assumptions other than the sampled data points are independent and identically distributed. The performance and validity of the procedure is evaluated on both synthetic and real-world datasets.

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arXiv2024

Conformal link prediction for false discovery rate control

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 a true edge, but does not directly provide a classification into true and non-existent. In this work, we consider the problem of identifying a set of true edges with a control of the false discovery rate (FDR). We propose a novel method based on high-level ideas from the literature on conformal inference. The graph structure induces intricate dependence in the data, which we carefully take into account, as this makes the setup different from the usual setup in conformal inference, where data exchangeability is assumed. The FDR control is empirically demonstrated for both simulated and real data.

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arXiv2024

Selecting informative conformal prediction sets with false coverage rate control

In supervised learning, including regression and classification, conformal methods provide prediction sets for the outcome/label with finite sample coverage for any machine learning predictor. We consider here the case where such prediction sets come after a selection process. The selection process requires that the selected prediction sets be `informative' in a well defined sense. We consider both the classification and regression settings where the analyst may consider as informative only the sample with prediction sets small enough, excluding null values, or obeying other appropriate `monotone' constraints. We develop a unified framework for building such informative conformal prediction sets while controlling the false coverage rate (FCR) on the selected sample. While conformal prediction sets after selection have been the focus of much recent literature in the field, the new introduced procedures, called InfoSP and InfoSCOP, are to our knowledge the first ones providing FCR control for informative prediction sets. We show the usefulness of our resulting procedures on real and simulated data.

math.ST↗

arXiv2023

False membership rate control in mixture models

The clustering task consists in partitioning elements of a sample into homogeneous groups. Most datasets contain individuals that are ambiguous and intrinsically difficult to attribute to one or another cluster. However, in practical applications, misclassifying individuals is potentially disastrous and should be avoided. To keep the misclassification rate small, one can decide to classify only a part of the sample. In the supervised setting, this approach is well known and referred to as classification with an abstention option. In this paper the approach is revisited in an unsupervised mixture model framework and the purpose is to develop a method that comes with the guarantee that the false membership rate (FMR) does not exceed a pre-defined nominal level $α$. A plug-in procedure is proposed, for which a theoretical analysis is provided, by quantifying the FMR deviation with respect to the target level $α$ with explicit remainder terms. Bootstrap versions of the procedure are shown to improve the performance in numerical experiments.

math.ST↗

arXiv2023

Adaptive novelty detection with false discovery rate guarantee

This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher. Motivated by recent advances in multiple testing and conformal inference, we propose AdaDetect, a flexible method that is able to wrap around any probabilistic classification algorithm and control the false discovery rate (FDR) on detected novelties in finite samples without any distributional assumption other than exchangeability. In contrast to classical FDR-controlling procedures that are often committed to a pre-specified p-value function, AdaDetect learns the transformation in a data-adaptive manner to focus the power on the directions that distinguish between inliers and outliers. Inspired by the multiple testing literature, we further propose variants of AdaDetect that are adaptive to the proportion of nulls while maintaining the finite-sample FDR control. The methods are illustrated on synthetic datasets and real-world datasets, including an application in astrophysics.

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