Regression
Extreme Conformal Prediction: Reliable Intervals for High-Impact Events
Pasche, Olivier C., Lam, Henry, Engelke, Sebastian
Conformal prediction is a popular method to construct prediction intervals for black-box machine learning models with marginal coverage guarantees. In applications with potentially high-impact events, such as flooding or financial crises, regulators often require very high confidence for such intervals. However, if the desired level of confidence is too large relative to the amount of data used for calibration, then classical conformal methods provide infinitely wide, thus, uninformative prediction intervals. In this paper, we propose a new method to overcome this limitation. We bridge extreme value statistics and conformal prediction to provide reliable and informative prediction intervals with high-confidence coverage, which can be constructed using any black-box extreme quantile regression method. The advantages of this extreme conformal prediction method are illustrated in a simulation study and in an application to flood risk forecasting.
Probabilistic approach to longitudinal response prediction: application to radiomics from brain cancer imaging
Cama, Isabella, Piana, Michele, Campi, Cristina, Garbarino, Sara
Longitudinal imaging analysis tracks disease progression and treatment response over time, providing dynamic insights into treatment efficacy and disease evolution. Radiomic features extracted from medical imaging can support the study of disease progression and facilitate longitudinal prediction of clinical outcomes. This study presents a probabilistic model for longitudinal response prediction, integrating baseline features with intermediate follow-ups. The probabilistic nature of the model naturally allows to handle the instrinsic uncertainty of the longitudinal prediction of disease progression. We evaluate the proposed model against state-of-the-art disease progression models in both a synthetic scenario and using a brain cancer dataset. Results demonstrate that the approach is competitive against existing methods while uniquely accounting for uncertainty and controlling the growth of problem dimensionality, eliminating the need for data from intermediate follow-ups.
Linear to Neural Networks Regression: QSPR of Drugs via Degree-Distance Indices
Arani, M. J. Nadjafi, Sorgun, S., Mirzargar, M.
This study conducts a Quantitative Structure Property Relationship (QSPR) analysis to explore the correlation between the physical properties of drug molecules and their topological indices using machine learning techniques. While prior studies in drug design have focused on degree-based topological indices, this work analyzes a dataset of 166 drug molecules by computing degree-distance-based topological indices, incorporating vertex-edge weightings with respect to different six atomic properties (atomic number, atomic radius, atomic mass, density, electronegativity, ionization). Both linear models (Linear Regression, Lasso, and Ridge Regression) and nonlinear approaches (Random Forest, XGBoost, and Neural Networks) were employed to predict molecular properties. The results demonstrate the effectiveness of these indices in predicting specific physicochemical properties and underscore the practical relevance of computational methods in molecular property estimation. The study provides an innovative perspective on integrating topological indices with machine learning to enhance predictive accuracy, highlighting their potential application in drug discovery and development processes. This predictive may also explain that establishing a reliable relationship between topological indices and physical properties enables chemists to gain preliminary insights into molecular behavior before conducting experimental analyses, thereby optimizing resource utilization in cheminformatics research.
Adaptive Learning-based Surrogate Method for Stochastic Programs with Implicitly Decision-dependent Uncertainty
We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not readily obtainable due to the latent decision dependency. To deal with such a computational difficulty, we develop an adaptive learning-based surrogate method that integrates the simulation scheme and statistical estimates to construct estimation-based surrogate functions in a way that the simulation process is adaptively guided by the algorithmic procedure. We establish the non-asymptotic convergence rate analysis in terms of $(ฮฝ, ฮด)$-near stationarity in expectation under variable proximal parameters and batch sizes, which exhibits the superior convergence performance and enhanced stability in both theory and practice. We provide numerical results with both synthetic and real data which illustrate the benefits of the proposed algorithm in terms of algorithmic stability and efficiency.
Improving Random Forests by Smoothing
Liu, Ziyi, Luong, Phuc, Boley, Mario, Schmidt, Daniel F.
Gaussian process regression is a popular model in the small data regime due to its sound uncertainty quantification and the exploitation of the smoothness of the regression function that is encountered in a wide range of practical problems. However, Gaussian processes perform sub-optimally when the degree of smoothness is non-homogeneous across the input domain. Random forest regression partially addresses this issue by providing local basis functions of variable support set sizes that are chosen in a data-driven way. However, they do so at the expense of forgoing any degree of smoothness, which often results in poor performance in the small data regime. Here, we aim to combine the advantages of both models by applying a kernel-based smoothing mechanism to a learned random forest or any other piecewise constant prediction function. As we demonstrate empirically, the resulting model consistently improves the predictive performance of the underlying random forests and, in almost all test cases, also improves the log loss of the usual uncertainty quantification based on inter-tree variance. The latter advantage can be attributed to the ability of the smoothing model to take into account the uncertainty over the exact tree-splitting locations.
Causal mediation analysis with one or multiple mediators: a comparative study
Abรฉcassis, Judith, Zenati, Houssam, Boumaรฏza, Sami, Josse, Julie, Thirion, Bertrand
Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis is hard because confounders between treatment, mediators, and outcome blur effect estimates in observational studies. Many estimators have been proposed to adjust on those confounders and provide accurate causal estimates. We consider parametric and non-parametric implementations of classical estimators and provide a thorough evaluation for the estimation of the direct and indirect effects in the context of causal mediation analysis for binary, continuous, and multi-dimensional mediators. We assess several approaches in a comprehensive benchmark on simulated data. Our results show that advanced statistical approaches such as the multiply robust and the double machine learning estimators achieve good performances in most of the simulated settings and on real data. As an example of application, we propose a thorough analysis of factors known to influence cognitive functions to assess if the mechanism involves modifications in brain morphology using the UK Biobank brain imaging cohort. This analysis shows that for several physiological factors, such as hypertension and obesity, a substantial part of the effect is mediated by changes in the brain structure. This work provides guidance to the practitioner from the formulation of a valid causal mediation problem, including the verification of the identification assumptions, to the choice of an adequate estimator.
Modelling higher education dropouts using sparse and interpretable post-clustering logistic regression
Nigri, Andrea, Bilancia, Massimo, Cafarelli, Barbara, Magro, Samuele
Higher education dropout constitutes a critical challenge for tertiary education systems worldwide. While machine learning techniques can achieve high predictive accuracy on selected datasets, their adoption by policymakers remains limited and unsatisfactory, particularly when the objective is the unsupervised identification and characterization of student subgroups at elevated risk of dropout. The model introduced in this paper is a specialized form of logistic regression, specifically adapted to the context of university dropout analysis. Logistic regression continues to serve as a foundational tool among reliable statistical models, primarily due to the ease with which its parameters can be interpreted in terms of odds ratios. Our approach significantly extends this framework by incorporating heterogeneity within the student population. This is achieved through the application of a preliminary clustering algorithm that identifies latent subgroups, each characterized by distinct dropout propensities, which are then modeled via cluster-specific effects. We provide a detailed interpretation of the model parameters within this extended framework and enhance interpretability by imposing sparsity through a tailored variant of the LASSO algorithm. To demonstrate the practical applicability of the proposed methodology, we present an extensive case study based on the Italian university system, in which all the developed tools are systematically applied
SEReDeEP: Hallucination Detection in Retrieval-Augmented Models via Semantic Entropy and Context-Parameter Fusion
Retrieval-Augmented Generation (RAG) models frequently encounter hallucination phenomena when integrating external information with internal parametric knowledge. Empirical studies demonstrate that the disequilibrium between external contextual information and internal parametric knowledge constitutes a primary factor in hallucination generation. Existing hallucination detection methodologies predominantly emphasize either the external or internal mechanism in isolation, thereby overlooking their synergistic effects. The recently proposed ReDeEP framework decouples these dual mechanisms, identifying two critical contributors to hallucinations: excessive reliance on parametric knowledge encoded in feed-forward networks (FFN) and insufficient utilization of external information by attention mechanisms (particularly copy heads). ReDeEP quantitatively assesses these factors to detect hallucinations and dynamically modulates the contributions of FFNs and copy heads to attenuate their occurrence. Nevertheless, ReDeEP and numerous other hallucination detection approaches have been employed at logit-level uncertainty estimation or language-level self-consistency evaluation, inadequately address the semantic dimensions of model responses, resulting in inconsistent hallucination assessments in RAG implementations. Building upon ReDeEP's foundation, this paper introduces SEReDeEP, which enhances computational processes through semantic entropy captured via trained linear probes, thereby achieving hallucination assessments that more accurately reflect ground truth evaluations.
Modeling supply chain compliance response strategies based on AI synthetic data with structural path regression: A Simulation Study of EU 2027 Mandatory Labor Regulations
In the context of the new mandatory labor compliance in the European Union (EU), which will be implemented in 2027, supply chain enterprises face stringent working hour management requirements and compliance risks. In order to scientifically predict the enterprises' coping behaviors and performance outcomes under the policy impact, this paper constructs a methodological framework that integrates the AI synthetic data generation mechanism and structural path regression modeling to simulate the enterprises' strategic transition paths under the new regulations. In terms of research methodology, this paper adopts high-quality simulation data generated based on Monte Carlo mechanism and NIST synthetic data standards to construct a structural path analysis model that includes multiple linear regression, logistic regression, mediation effect and moderating effect. The variable system covers 14 indicators such as enterprise working hours, compliance investment, response speed, automation level, policy dependence, etc. The variable set with explanatory power is screened out through exploratory data analysis (EDA) and VIF multicollinearity elimination. The findings show that compliance investment has a significant positive impact on firm survival and its effect is transmitted through the mediating path of the level of intelligence; meanwhile, firms' dependence on the EU market significantly moderates the strength of this mediating effect. It is concluded that AI synthetic data combined with structural path modeling provides an effective tool for high-intensity regulatory simulation, which can provide a quantitative basis for corporate strategic response, policy design and AI-assisted decision-making in the pre-prediction stage lacking real scenario data. Keywords: AI synthetic data, structural path regression modeling, compliance response strategy, EU 2027 mandatory labor regulation
Predicting Diabetic Macular Edema Treatment Responses Using OCT: Dataset and Methods of APTOS Competition
Zhang, Weiyi, Chotcomwongse, Peranut, Li, Yinwen, Xu, Pusheng, Yao, Ruijie, Zhou, Lianhao, Zhou, Yuxuan, Feng, Hui, Zhou, Qiping, Wang, Xinyue, Huang, Shoujin, Jin, Zihao, Chung, Florence H. T., Wang, Shujun, Zheng, Yalin, He, Mingguang, Shi, Danli, Ruamviboonsuk, Paisan
Diabetic macular edema (DME) significantly contributes to visual impairment in diabetic patients. Treatment responses to intravitreal therapies vary, highlighting the need for patient stratification to predict therapeutic benefits and enable personalized strategies. To our knowledge, this study is the first to explore pre-treatment stratification for predicting DME treatment responses. To advance this research, we organized the 2nd Asia-Pacific Tele-Ophthalmology Society (APTOS) Big Data Competition in 2021. The competition focused on improving predictive accuracy for anti-VEGF therapy responses using ophthalmic OCT images. We provided a dataset containing tens of thousands of OCT images from 2,000 patients with labels across four sub-tasks. This paper details the competition's structure, dataset, leading methods, and evaluation metrics. The competition attracted strong scientific community participation, with 170 teams initially registering and 41 reaching the final round. The top-performing team achieved an AUC of 80.06%, highlighting the potential of AI in personalized DME treatment and clinical decision-making.