# Data-Adaptive Tradeoffs among Multiple Risks in Distribution-Free Prediction

Source: [Data-Adaptive Tradeoffs among Multiple Risks in Distribution-Free Prediction](<https://www.sota2.com/research/paper/68fa72ae1e209131cea57d4b>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-26T02:31:50.592Z

Authors: Drew T. Nguyen, Reese Pathak, Anastasios N. Angelopoulos, Stephen Bates, Michael I. Jordan

Published: 2024-03-28T17:28:06.000Z

## Abstract

Decision-making pipelines are generally characterized by tradeoffs among various risk functions. It is often desirable to manage such tradeoffs in a data-adaptive manner. As we demonstrate, if this is done naively, state-of-the art uncertainty quantification methods can lead to significant violations of putative risk guarantees.   To address this issue, we develop methods that permit valid control of risk when threshold and tradeoff parameters are chosen adaptively. Our methodology supports monotone and nearly-monotone risks, but otherwise makes no distributional assumptions.   To illustrate the benefits of our approach, we carry out numerical experiments on synthetic data and the large-scale vision dataset MS-COCO.

## Recorded benchmark results

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## Original sources and implementation

[Original paper](<https://arxiv.org/abs/2403.19605>)

[PDF](<https://arxiv.org/pdf/2403.19605.pdf>)