Deep Neural Network Benchmarks for Selective Classification

With the increasing deployment of machine learning models in many socially-sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from making a prediction when there is a high risk of making an error. This requires adding a selection mechanism to the model, which selects those examples for which the model will provide a prediction. The selective classification framework aims to design a mechanism that balances the fraction of rejected predictions (i.e., the proportion of examples for which the model does not make a prediction) versus the improvement in predictive performance on the selected predictions. Multiple selective classification frameworks exist, most of which rely on deep neural network architectures. However, the empirical evaluation of the existing approaches is still limited to partial comparisons among methods and settings, providing practitioners with little insight into their relative merits. We fill this gap by benchmarking 18 baselines on a diverse set of 44 datasets that includes both image and tabular data. Moreover, there is a mix of binary and multiclass tasks. We evaluate these approaches using several criteria, including selective error rate, empirical coverage, distribution of rejected instance's classes, and performance on out-of-distribution instances. The results indicate that there is not a single clear winner among the surveyed baselines, and the best method depends on the users' objectives.

Model Agnostic Explainable Selective Regression via Uncertainty Estimation

With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to refrain from predicting. Such a framework is known as selective prediction. While selective prediction for classification tasks has been widely analyzed, the problem of selective regression is understudied. This paper presents a novel approach to selective regression that utilizes model-agnostic non-parametric uncertainty estimation. Our proposed framework showcases superior performance compared to state-of-the-art selective regressors, as demonstrated through comprehensive benchmarking on 69 datasets. Finally, we use explainable AI techniques to gain an understanding of the drivers behind selective regression. We implement our selective regression method in the open-source Python package doubt and release the code used to reproduce our experiments.

AUC-based Selective Classification

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a prediction) with predictive performance, typically measured by distributive loss functions. In many application scenarios, such as credit scoring, performance is instead measured by ranking metrics, such as the Area Under the ROC Curve (AUC). We propose a model-agnostic approach to associate a selection function to a given probabilistic binary classifier. The approach is specifically targeted at optimizing the AUC. We provide both theoretical justifications and a novel algorithm, called $AUCross$, to achieve such a goal. Experiments show that $AUCross$ succeeds in trading-off coverage for AUC, improving over existing selective classification methods targeted at optimizing accuracy.