BEGIN:VCALENDAR
VERSION:2.0
PRODID:-// - ECPv6.15.18//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-ORIGINAL-URL:https://tilos.ai
X-WR-CALDESC:Events for 
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:America/Los_Angeles
BEGIN:DAYLIGHT
TZOFFSETFROM:-0800
TZOFFSETTO:-0700
TZNAME:PDT
DTSTART:20210314T100000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0700
TZOFFSETTO:-0800
TZNAME:PST
DTSTART:20211107T090000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:-0800
TZOFFSETTO:-0700
TZNAME:PDT
DTSTART:20220313T100000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0700
TZOFFSETTO:-0800
TZNAME:PST
DTSTART:20221106T090000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:-0800
TZOFFSETTO:-0700
TZNAME:PDT
DTSTART:20230312T100000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0700
TZOFFSETTO:-0800
TZNAME:PST
DTSTART:20231105T090000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20221012T100000
DTEND;TZID=America/Los_Angeles:20221012T110000
DTSTAMP:20260406T083935
CREATED:20250904T172717Z
LAST-MODIFIED:20250904T172717Z
UID:7354-1665568800-1665572400@tilos.ai
SUMMARY:TILOS Seminar: Robust and Equitable Uncertainty Estimation
DESCRIPTION:Aaron Roth\, Professor\, University of Pennsylvania \nAbstract: 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.\nIn this lecture\, I will describe new techniques 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. When we just want correct group-wise coverage and are willing to assume that the future will look like the past\, our algorithms are especially simple.\nThis talk is based on two papers\, that are joint work with Osbert Bastani\, Varun Gupta\, Chris Jung\, Georgy Noarov\, and Ramya Ramalingam.
URL:https://tilos.ai/event/tilos-seminar-robust-and-equitable-uncertainty-estimation/
LOCATION:Virtual
CATEGORIES:TILOS Seminar Series
ATTACH;FMTTYPE=image/jpeg:https://tilos.ai/wp-content/uploads/2023/10/roth-aaron-e1757006825660.jpg
END:VEVENT
END:VCALENDAR