Make uncertainty useful to a decision

Connect predictive scores to coverage, abstention, shift checks, and operational thresholds while stating exactly which calibration guarantees apply.

10 published lessons1 module290 min of guided study
  1. 01
    Make uncertainty useful to a decisionresearch · 10 lessons

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Make uncertainty useful to a decision

Connect predictive scores to coverage, abstention, shift checks, and operational thresholds while stating exactly which calibration guarantees apply.

  1. 01

    Predictive versus parameter uncertainty

    Decompose uncertainty within a declared predictive model while separating posterior approximation, data variation, and model misspecification.

    29 min
  2. 02

    Proper scoring rules and decision costs

    Evaluate probability forecasts with proper losses and derive an action from a separate, explicit cost matrix.

    29 min
  3. 03

    Temperature scaling and calibration splits

    Fit one positive temperature on held-out logits, preserve class ordering, and reserve independent data for policy tuning and evaluation.

    29 min
  4. 04

    Calibration by class and subpopulation

    Expose cancellation of calibration gaps across classes and groups while reporting bin definitions, counts, and sampling uncertainty.

    29 min
  5. 05

    Conformal score construction and quantiles

    Implement a split-conformal rank threshold with explicit ties and the infinite-threshold boundary rather than an interpolated sample quantile.

    29 min
  6. 06

    Exchangeability and coverage boundaries

    State the randomization and exchangeability behind marginal conformal coverage, and identify subgroup, dependence, and shift claims it does not provide.

    29 min
  7. 07

    Risk-coverage curves and abstention

    Calculate error among accepted cases, retain the coverage denominator, and compare abstention policies using explicit costs.

    29 min
  8. 08

    Out-of-distribution score limitations

    Distinguish novelty from task error, expose score nonidentifiability, and evaluate alarms under deployment prevalence and explicit shift families.

    29 min
  9. 09

    Uncertainty-aware human review queues

    Combine selective routing with review capacity, reviewer errors, delay, and an auditable fallback instead of treating abstention as free correctness.

    29 min
  10. 10

    Selective prediction threshold validation

    Freeze the full selective policy before final testing, quantify accepted-case error uncertainty, and prevent threshold search from reusing the claimed test evidence.

    29 min
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