Robust and Equitable Uncertainty Estimation
Aaron Roth, Ph.D.Professor, Computer and Information Science Penn Engineering, University of Pennsylvania
Simons Foundation Presidential Lectures are free public colloquia centered on four main themes: Biology, Physics, Mathematics and Computer Science, and Neuroscience and Autism Science. These curated, high-level scientific talks feature leading scientists and mathematicians and are intended to foster discourse and drive discovery among the broader NYC-area research community. We invite those interested in the topic to join us for this weekly lecture series.
Machine learning provides us with an amazing set of tools to make predictions, but how much should we trust particular predictions? To answer this, we need a way of estimating the confidence we should have in particular predictions of black-box models. Standard tools for doing this give guarantees that are averages over predictions. For instance, in a medical application, such tools might paper over poor performance on one medically relevant demographic group if it is made up for by higher performance on another group. Standard methods also depend on the data distribution being static — in other words, the future should be like the past.
In this lecture, Aaron Roth will describe a new technique to address both these problems: a way to produce prediction sets for arbitrary black-box prediction methods that have correct empirical coverage even when the data distribution might change in arbitrary, unanticipated ways and such that we have correct coverage even when we zoom in to focus on demographic groups that can be arbitrary and intersecting.
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