h-index18
2papers

2 Papers

CVFeb 10
Conformal Prediction Sets for Instance Segmentation

Kerri Lu, Dan M. Kluger, Stephen Bates et al.

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground truth. To address this limitation, we introduce a conformal prediction algorithm to generate adaptive confidence sets for instance segmentation. Given an image and a pixel coordinate query, our algorithm generates a confidence set of instance predictions for that pixel, with a provable guarantee for the probability that at least one of the predictions has high Intersection-Over-Union (IoU) with the true object instance mask. We apply our algorithm to instance segmentation examples in agricultural field delineation, cell segmentation, and vehicle detection. Empirically, we find that our prediction sets vary in size based on query difficulty and attain the target coverage, outperforming existing baselines such as Learn Then Test, Conformal Risk Control, and morphological dilation-based methods. We provide versions of the algorithm with asymptotic and finite sample guarantees.

MEJan 30, 2025
Prediction-Powered Inference with Imputed Covariates and Nonuniform Sampling

Dan M. Kluger, Kerri Lu, Tijana Zrnic et al.

Machine learning models are increasingly used to produce predictions that serve as input data in subsequent statistical analyses. For example, computer vision predictions of economic and environmental indicators based on satellite imagery are used in downstream regressions; similarly, language models are widely used to approximate human ratings and opinions in social science research. However, failure to properly account for errors in the machine learning predictions renders standard statistical procedures invalid. Prior work uses what we call the Predict-Then-Debias estimator to give valid confidence intervals when machine learning algorithms impute missing variables, assuming a small complete sample from the population of interest. We expand the scope by introducing bootstrap confidence intervals that apply when the complete data is a nonuniform (i.e., weighted, stratified, or clustered) sample and to settings where an arbitrary subset of features is imputed. Importantly, the method can be applied to many settings without requiring additional calculations. We prove that these confidence intervals are valid under no assumptions on the quality of the machine learning model and are no wider than the intervals obtained by methods that do not use machine learning predictions.