Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial assumption of data exchangeability, which hinders many real-world applications. In this paper, we present a novel theoretical framework based on concentration inequalities and decoupling properties of the data, proving that split CP remains valid for many non-exchangeable processes by adding a small coverage penalty. Through experiments with both real and synthetic data, we show that our theoretical results translate to good empirical performance under non-exchangeability, e.g., for time series and spatiotemporal data. Compared to recent conformal algorithms designed to counter specific exchangeability violations, we show that split CP is competitive in terms of coverage and interval size, with the benefit of being extremely simple and orders of magnitude faster than alternatives.
BlockBoost: Scalable and Efficient Blocking through Boosting
Thiago Ramos, Rodrigo Loro Schuller, Alex Akira Okuno, Lucas Nissenbaum, Roberto I Oliveira, and Paulo Orenstein
In Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, 02–04 may 2024
As datasets grow larger, matching and merging entries from different databases has become a costly task in modern data pipelines. To avoid expensive comparisons between entries, blocking similar items is a popular preprocessing step. In this paper, we introduce BlockBoost, a novel boosting-based method that generates compact binary hash codes for database entries, through which blocking can be performed efficiently. The algorithm is fast and scalable, resulting in computational costs that are orders of magnitude lower than current benchmarks. Unlike existing alternatives, BlockBoost comes with associated feature importance measures for interpretability, and possesses strong theoretical guarantees, including lower bounds on critical performance metrics like recall and reduction ratio. Finally, we show that BlockBoost delivers great empirical results, outperforming state-of-the-art blocking benchmarks in terms of both performance metrics and computational cost.
PersonalizedUS: Interpretable Breast Cancer Risk Assessment with Local Coverage Uncertainty Quantification
Alek Fröhlich, Thiago Ramos, Gustavo Cabello, Isabela Buzatto, Rafael Izbicki, and Daniel Tiezzi
Crime prediction is a critical research area for enhancing public safety and optimizing law enforcement resource allocation, and machine learning techniques have had a significant impact in this field. Traditional machine learning models have long struggled to capture complex crime patterns, primarily due to the intricate interdependence of spatial and temporal data. However, recent advancements in machine learning, particularly with Graph Neural Networks (GNNs), offer a new perspective. GNNs have demonstrated remarkable success in various applications and they can also play a significant role in crime analysis and prediction. Therefore, in this work, we explore such a potential by examining two distinct spatiotemporal GNN architectures, namely Dynamic Self-Attention Network (DySAT) and Evolving Graph Convolutional Network (EvolveGCN), assessing and comparing their effectiveness for crime prediction. Moreover, we propose a data modeling framework that integrates crime, street map graphs, and urban data, which is fundamental to properly train the GNN models. As far as we know, there is no consolidated methodology to integrate those three modalities of data, being a relevant contribution of this work. Our findings underscore the effectiveness of GNNs in crime prediction tasks, offering valuable insights for researchers and practitioners in the field of crime prevention and public safety enhancement.
2023
AmnioML: Amniotic Fluid Segmentation and Volume Prediction with Uncertainty Quantification
Daniel Csillag, Lucas Monteiro Paes, Thiago Ramos, João Vitor Romano, Rodrigo Schuller, Roberto B. Seixas, Roberto I. Oliveira, and Paulo Orenstein
Proceedings of the AAAI Conference on Artificial Intelligence, Jul 2023
Innovative Application Award: Recognizes deployed AI applications with measurable benefits, judged on the problem description, innovative use of AI, application impact, and lessons learned. Awarded to papers showcasing real-world AI applications in production.
Accurately predicting the volume of amniotic fluid is fundamental to assessing pregnancy risks, though the task usually requires many hours of laborious work by medical experts. In this paper, we present AmnioML, a machine learning solution that leverages deep learning and conformal prediction to output fast and accurate volume estimates and segmentation masks from fetal MRIs with Dice coefficient over 0.9. Also, we make available a novel, curated dataset for fetal MRIs with 853 exams and benchmark the performance of many recent deep learning architectures. In addition, we introduce a conformal prediction tool that yields narrow predictive intervals with theoretically guaranteed coverage, thus aiding doctors in detecting pregnancy risks and saving lives. A successful case study of AmnioML deployed in a medical setting is also reported. Real-world clinical benefits include up to 20x segmentation time reduction, with most segmentations deemed by doctors as not needing any further manual refinement. Furthermore, AmnioML’s volume predictions were found to be highly accurate in practice, with mean absolute error below 56mL and tight predictive intervals, showcasing its impact in reducing pregnancy complications.
2022
Split Conformal Prediction for Dependent Data
Roberto I. Oliveira, Paulo Orenstein, Thiago Ramos, and João Vitor Romano
Many classification algorithms require the use of surrogate losses when the intended loss function is combinatorial or non-decomposable. This paper introduces a fast and exact stagewise optimization algorithm, dubbed ExactBoost, that boosts stumps to the actual loss function. By developing a novel extension of margin theory to the non-decomposable setting, it is possible to provably bound the generalization error of ExactBoost for many important metrics with different levels of non-decomposability. Through extensive examples, it is shown that such theoretical guarantees translate to competitive empirical performance. In particular, when used as an ensembler, ExactBoost is able to significantly outperform other surrogate-based and exact algorithms available.