Kory D. Johnson

Pavol Harar, Dennis Elbrächter, Monika Dörfler et al.

We present an algorithm and package, Redistributor, which forces a collection of scalar samples to follow a desired distribution. When given independent and identically distributed samples of some random variable $S$ and the continuous cumulative distribution function of some desired target $T$, it provably produces a consistent estimator of the transformation $R$ which satisfies $R(S)=T$ in distribution. As the distribution of $S$ or $T$ may be unknown, we also include algorithms for efficiently estimating these distributions from samples. This allows for various interesting use cases in image processing, where Redistributor serves as a remarkably simple and easy-to-use tool that is capable of producing visually appealing results. For color correction it outperforms other model-based methods and excels in achieving photorealistic style transfer, surpassing deep learning methods in content preservation. The package is implemented in Python and is optimized to efficiently handle large datasets, making it also suitable as a preprocessing step in machine learning. The source code is available at https://github.com/paloha/redistributor.

Danijel Kivaranovic, Kory D. Johnson, Hannes Leeb

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the statistics literature that can be used efficiently with neural networks under minimal assumptions with guaranteed performance. We propose a neural network that outputs three values instead of a single point estimate and optimizes a loss function motivated by the standard quantile regression loss. We provide two prediction interval methods with finite sample coverage guarantees solely under the assumption that the observations are independent and identically distributed. The first method leverages the conformal inference framework and provides average coverage. The second method provides a new, stronger guarantee by conditioning on the observed data. Lastly, our loss function does not compromise the predictive accuracy of the network like other prediction interval methods. We demonstrate the ease of use of our procedures as well as its improvements over other methods on both simulated and real data. As most deep networks can easily be modified by our method to output predictions with valid prediction intervals, its use should become standard practice, much like reporting standard errors along with mean estimates.