Jeremy Qin

LG
3papers
23citations
Novelty43%
AI Score41

3 Papers

CLSep 5, 2024
Enhancing Healthcare LLM Trust with Atypical Presentations Recalibration

Jeremy Qin, Bang Liu, Quoc Dinh Nguyen

Black-box large language models (LLMs) are increasingly deployed in various environments, making it essential for these models to effectively convey their confidence and uncertainty, especially in high-stakes settings. However, these models often exhibit overconfidence, leading to potential risks and misjudgments. Existing techniques for eliciting and calibrating LLM confidence have primarily focused on general reasoning datasets, yielding only modest improvements. Accurate calibration is crucial for informed decision-making and preventing adverse outcomes but remains challenging due to the complexity and variability of tasks these models perform. In this work, we investigate the miscalibration behavior of black-box LLMs within the healthcare setting. We propose a novel method, \textit{Atypical Presentations Recalibration}, which leverages atypical presentations to adjust the model's confidence estimates. Our approach significantly improves calibration, reducing calibration errors by approximately 60\% on three medical question answering datasets and outperforming existing methods such as vanilla verbalized confidence, CoT verbalized confidence and others. Additionally, we provide an in-depth analysis of the role of atypicality within the recalibration framework.

LGApr 17
QuantSightBench: Evaluating LLM Quantitative Forecasting with Prediction Intervals

Jeremy Qin, Maksym Andriushchenko

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice, however, forecasting spans a far broader scope. Across domains such as economics, public health, and social demographics, decisions hinge on numerical estimates over continuous quantities, a capability that current benchmarks do not capture. Evaluating such estimates requires a format that makes uncertainty explicit and testable. We propose prediction intervals as a natural and rigorous interface for this purpose. They demand scale awareness, internal consistency across confidence levels, and calibration over a continuum of outcomes, making them a more suitable evaluation format than point estimates for numerical forecasting. To assess this capability, we introduce a new benchmark QuantSightBench, and evaluate frontier models under multiple settings, assessing both empirical coverage and interval sharpness. Our results show that none of the 11 evaluated frontier and open-weight models achieves the 90\% coverage target, with the top performers Gemini 3.1 Pro (79.1\%), Grok 4 (76.4\%), and GPT-5.4 (75.3\%) all falling at least 10 percentage points short. Calibration degrades sharply at extreme magnitudes, revealing systematic overconfidence across all evaluated models.

LGMay 21, 2025Code
Robust Multi-Modal Forecasting: Integrating Static and Dynamic Features

Jeremy Qin

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and explainability of the models responsible for these tasks is essential for their adoption in critical settings. Recent work has explored a top-down approach to bi-level transparency, focusing on understanding trends and properties of predicted time series using static features. In this work, we extend this framework by incorporating exogenous time series features alongside static features in a structured manner, while maintaining cohesive interpretation. Our approach leverages the insights of trajectory comprehension to introduce an encoding mechanism for exogenous time series, where they are decomposed into meaningful trends and properties, enabling the extraction of interpretable patterns. Through experiments on several synthetic datasets, we demonstrate that our approach remains predictive while preserving interpretability and robustness. This work represents a step towards developing robust, and generalized time series forecasting models. The code is available at https://github.com/jeremy-qin/TIMEVIEW