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Abstract:Machine learning algorithms are often used in environments which are not captured accurately even by the most carefully obtained training data, either due to the possibility of `adversarial' test-time attacks, or on account of `natural' distribution shift. For test-time attacks, we introduce and analyze a novel robust reliability guarantee, which requires a learner to output predictions along with a reliability radius $\eta$, with the meaning that its prediction is guaranteed to be correct as long as the adversary has not perturbed the test point farther than a distance $\eta$. We provide learners that are optimal in the sense that they always output the best possible reliability radius on any test point, and we characterize the reliable region, i.e. the set of points where a given reliability radius is attainable. We additionally analyze reliable learners under distribution shift, where the test points may come from an arbitrary distribution Q different from the training distribution P. For both cases, we bound the probability mass of the reliable region for several interesting examples, for linear separators under nearly log-concave and s-concave distributions, as well as for smooth boundary classifiers under smooth probability distributions.