arXiv subjects

Chancellor Johnstone

Publications and source records attributed to Chancellor Johnstone.

5 recordsLinked to original sources

arXiv2024

Exact and Approximate Conformal Inference for Multi-Output Regression

It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this deficiency is with conformal inference methods, which construct a set containing the unobserved response $y$ with a prescribed probability. Unfortunately, even with a one-dimensional response, conformal inference is computationally expensive despite recent encouraging advances. In this paper, we explore multi-output regression, delivering exact derivations of conformal inference $p$-values when the predictive model can be described as a linear function of $y$. Additionally, we propose \texttt{unionCP} and a multivariate extension of \texttt{rootCP} as efficient ways of approximating the conformal prediction region for a wide array of multi-output predictors, both linear and nonlinear, while preserving computational advantages. We also provide both theoretical and empirical evidence of the effectiveness of these methods using both real-world and simulated data.

stat.ML↗

arXiv2024

H2G2-Net: A Hierarchical Heterogeneous Graph Generative Network Framework for Discovery of Multi-Modal Physiological Responses

Discovering human cognitive and emotional states using multi-modal physiological signals draws attention across various research applications. Physiological responses of the human body are influenced by human cognition and commonly used to analyze cognitive states. From a network science perspective, the interactions of these heterogeneous physiological modalities in a graph structure may provide insightful information to support prediction of cognitive states. However, there is no clue to derive exact connectivity between heterogeneous modalities and there exists a hierarchical structure of sub-modalities. Existing graph neural networks are designed to learn on non-hierarchical homogeneous graphs with pre-defined graph structures; they failed to learn from hierarchical, multi-modal physiological data without a pre-defined graph structure. To this end, we propose a hierarchical heterogeneous graph generative network (H2G2-Net) that automatically learns a graph structure without domain knowledge, as well as a powerful representation on the hierarchical heterogeneous graph in an end-to-end fashion. We validate the proposed method on the CogPilot dataset that consists of multi-modal physiological signals. Extensive experiments demonstrate that our proposed method outperforms the state-of-the-art GNNs by 5%-20% in prediction accuracy.

cs.LG↗

arXiv2022

Constructing Prediction Intervals with Neural Networks: An Empirical Evaluation of Bootstrapping and Conformal Inference Methods

Artificial neural networks (ANNs) are popular tools for accomplishing many machine learning tasks, including predicting continuous outcomes. However, the general lack of confidence measures provided with ANN predictions limit their applicability. Supplementing point predictions with prediction intervals (PIs) is common for other learning algorithms, but the complex structure and training of ANNs renders constructing PIs difficult. This work provides the network design choices and inferential methods for creating better performing PIs with ANNs. A two-step experiment is executed across 11 data sets, including an imaged-based data set. Two distribution-free methods for constructing PIs, bootstrapping and conformal inference, are considered. The results of the first experimental step reveal that the choices inherent to building an ANN affect PI performance. Guidance is provided for optimizing PI performance with respect to each network feature and PI method. In the second step, 20 algorithms for constructing PIs, each using the principles of bootstrapping or conformal inference, are implemented to determine which provides the best performance while maintaining reasonable computational burden. In general, this trade-off is optimized when implementing the cross-conformal method, which maintained interval coverage and efficiency with decreased computational burden.

stat.ML↗

arXiv2022

Using Conformal Win Probability to Predict the Winners of the Cancelled 2020 NCAA Basketball Tournaments

The COVID-19 pandemic was responsible for the cancellation of both the men's and women's 2020 National Collegiate Athletic Association (NCAA) Division 1 basketball tournaments. Starting from the point at which the Division 1 tournaments and any unfinished conference tournaments were cancelled, we deliver closed-form probabilities for each team of making the Division 1 tournaments, had they not been cancelled, aided by use of conformal predictive distributions. We also deliver probabilities of a team winning March Madness, given a tournament bracket. We then compare single-game win probabilities generated with conformal predictive distributions, aptly named conformal win probabilities, to those generated through linear and logistic regression on seven years of historical college basketball data, specifically from the 2014-2015 season through the 2020-2021 season. Conformal win probabilities are shown to be better calibrated than other methods, resulting in more accurate win probability estimates, while requiring fewer distributional assumptions.

stat.AP↗

arXiv2021

Conformal Uncertainty Sets for Robust Optimization

Decision-making under uncertainty is hugely important for any decisions sensitive to perturbations in observed data. One method of incorporating uncertainty into making optimal decisions is through robust optimization, which minimizes the worst-case scenario over some uncertainty set. We connect conformal prediction regions to robust optimization, providing finite sample valid and conservative ellipsoidal uncertainty sets, aptly named conformal uncertainty sets. In pursuit of this connection we explicitly define Mahalanobis distance as a potential conformity score in full conformal prediction. We also compare the coverage and optimization performance of conformal uncertainty sets, specifically generated with Mahalanobis distance, to traditional ellipsoidal uncertainty sets on a collection of simulated robust optimization examples.

stat.ME↗