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Heckman correction improves ML model uncertainty calibration

Researchers have developed a new method for addressing epistemic uncertainty in machine learning models, particularly when training data is subject to selection bias. The proposed technique adapts the Heckman correction, originally from econometrics, to jointly model the selection process and the outcome, correcting for unobserved variables that influence both. Experiments show that standard methods like importance weighting fail to maintain accurate confidence intervals when selection bias is high, whereas the Heckman-corrected approach significantly improves calibration. AI

IMPACT This research could lead to more reliable confidence intervals in ML models trained on biased data, improving decision-making in fields like finance and healthcare.

RANK_REASON The cluster contains a research paper published on arXiv detailing a novel methodology for machine learning.

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 2 sources. How we write summaries →

Heckman correction improves ML model uncertainty calibration

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The cluster contains a research paper published on arXiv detailing a novel methodology for machine learning.
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COVERAGE [2]

  1. arXiv cs.LG TIER_1 English(EN) · Gunner Levi Howe ·

    Heckman-Corrected Epistemic Uncertainty: Selection on Unobservables Defeats Importance Weighting

    arXiv:2607.05806v1 Announce Type: new Abstract: Training data for machine learning is routinely collected by a selection process the model never sees: loans are observed only when granted, outcomes only when a test was ordered. The standard fixes -- importance weighting, covariat…

  2. arXiv cs.LG TIER_1 English(EN) · Gunner Levi Howe ·

    Heckman-Corrected Epistemic Uncertainty: Selection on Unobservables Defeats Importance Weighting

    Training data for machine learning is routinely collected by a selection process the model never sees: loans are observed only when granted, outcomes only when a test was ordered. The standard fixes -- importance weighting, covariate-shift correction, MAR imputation -- assume sel…