risk assessment teams

Abstract: Decision-making under uncertainty remains a key issue in Machine Learning (ML), particularly in the deployment of safety-critical systems, where reliable quantification of system behavior is essential for evaluating behavioral impacts and strengthening confidence in ML models. This contribution, influenced by fuzzy set theory and grounded in Bayesian statistics, addresses challenges related to data precision and the performance-accuracy trade-off in Bayesian inference (BI). To this end, we introduce a possibility-based contrastive grade of prediction as an alternative quantification method to existing latent posterior-based approaches for parameter estimation (approximation) and model selection. Unlike conventional Bayesian inference, which represents uncertainty within the probabilistic framework, the proposed model adopts a possibility-based representation that allows uncertain and potentially conflicting information to be characterized more flexibly. Rather than focusing on isolated aspects of a problem, the resulting mathematical framework provides a systematic approach to data mining while mitigating overly confident, yet implausible predictions generated by highly specialized deep learning architectures.

Abstract: In this paper, we study the inconsistency of matrices in multicriteria group decision making under the assumption of uncertainty in their entries. The study binds together an $n$-dimensional probabilistic product measure $P$ and the Koczkodaj indicator $K_{n}$ of order $n$ used in pairwise comparisons. In the case of $n$ greater than 3, it starts with a new definition of $K_{n}$ based on the Steiner triple system of order $n$. It is of interest that the new indicator requires only $O \left( n ^{2} \right)$ evaluations, while the old one $O \left( n ^{3} \right)$. Our study results in analytic formulae for the probabilities of events $K_{n} \leq \varepsilon$ corresponding to uniform, exponential, and normal distribution functions, whenever the remainder of $n$ divided by 6 equals 1 or 3. For the remaining values of $n$, we present analytic formulae for their strict bounds. The formulae lead to much more efficient algorithms when compared with Monte Carlo simulations. This unexpected feature is illustrated by a few numerical experiments.

Abstract: While statistical learning has made remarkable progress in recent decades, driven by large datasets and data-driven protocols that have transformed scientific practice, it still faces a key limitation: it struggles to generalize beyond the data it has seen, often failing under distribution shift. Causality offers a promising solution: causal models focus on the underlying mechanisms of change rather than surface-level associations, enabling robust reasoning under external interventions. This allows systems not only to learn from data, but also to reason about hypothetical scenarios, adapt to new environments, and inform better decisions. This thesis explores how these approaches can inform each other, in two parts. The first part examines algorithmic recourse, that is, identifying which changes an individual can make to overturn an unfavorable decision. We propose an alternative perspective to the established framework, arguing for a more realistic cost function, a reformulation of the problem in causal terms, and the inclusion of a temporal dimension in policy evaluation. The second part focuses on dynamical systems, extending the notions of causal interventions and effects to discrete and continuous stochastic processes. We show that the equilibria of these processes, and how they change following an intervention, can be linked to Structural Causal Models (SCMs), viewed as compressed representations of the underlying temporal dynamics. We argue for the relevance of such temporal causal models, since in real-world scenarios actions take time to produce their effects. The common goal of both parts is practical: the utility, robustness, and trustworthiness of these models depend critically on their ability to realistically represent the underlying phenomena.

Abstract: Instead of learning a mapping from instances to outcomes in the standard way, the key idea of pairwise difference learning (PDL) is to learn a function that takes two instances as input and predicts the difference between the respective outcomes. Given a function of this kind, predictions for a query instance are derived from every training example and then averaged. We propose a version of PDL for the task of classification and propose a suitable meta-learning technique for this purpose. Moreover, we address the problem of uncertainty quantification, i.e., of representing and quantifying the uncertainty of a PDL classifier's predictions in a faithful manner. Building on recent work on the decomposition of total uncertainty into aleatoric and epistemic components, we propose different ways of extending corresponding measures to the setting of PDL, depending on how and to what extent uncertainty is represented by the underlying base learner. In large-scale empirical studies, we analyze both the predictive accuracy and the uncertainty awareness of our PDL classifier.

Abstract: To use language models to help us make decisions we would like to understand the rationale behind the language model's outputs. In principle, the language model provides its rationale as part of its text output. However, the sheer volume of text makes this hard to use in practice. In this paper, we are interested in extracting the cruxes that lead a model to recommend one action over another. We take a crux to be a sub-question that a model's rollouts disagree on, where changing its value may have altered the conclusion. A crux is therefore a property of the distribution of a model's rollouts, not of any one rollout. We consider three strategies of increasing computational cost. First, we just ask a model to identify, a priori, what the cruxes of a decision will be. Second, we have the model actually go through the process of generating a response and then extract the cruxes that arose in its reasoning. Finally, we generate many responses and extract the cruxes by comparing the reasoning across the rollouts. We make this last procedure computationally tractable with cheap calls to a reranker, an estimated 86 times less compute than a judge. We then conduct an extensive empirical evaluation to assess whether the computationally inexpensive options are sufficient. They are not. Across domains and models, we find that a model's a priori assessment of the cruxes has little relation to the factors that are actually identified as important a posteriori. Using a single rollout helps, but is still inadequate for identifying the full set of cruxes. Accordingly, for high-stakes decisions (and to understand the space of language model decision making) the many rollout procedure is unavoidable.

Abstract: Backward conformal prediction (BCP) fixes the size of a prediction set and estimates its miscoverage, but assumes calibration and test data are exchangeable. We extend BCP to covariate shift through importance weighting, preserving its guarantees when the density ratio is known. We show that BCP's tight miscoverage report depends only on the relative weight assigned to missed calibration examples, explaining why a better domain classifier can sometimes produce a worse estimate. Motivated by the fact that BCP depends only on nonconformity scores, we propose estimating density ratios on sorted score vectors rather than high-dimensional inputs. We prove that this approach recovers the same report asymptotically under an interpretable condition and characterize the resulting bias otherwise. Experiments with simulated and benchmark distribution shifts show that the proposed method improves BCP's miscoverage estimates, while score-based weighting consistently yields more accurate estimates than embedding-based weighting.

Abstract: We study estimating rare-event probabilities $I = \mathbb{P}(g(\mathbf{X}) > γ)$ with $\mathbf{X} \sim \mathcal{N}(\boldsymbolμ, \boldsymbolΣ)$ and general $g : \mathbb{R}^d \to \mathbb{R}$. We address this problem through importance sampling, and propose a framework that substantially improves efficiency and robustness over baselines such as crude Monte Carlo, adaptive cross-entropy, variational-inference-based methods (including reverse- and forward-KL approaches), as well as Safe-ICE, Subset Simulation, and Sequential Monte Carlo, drawing on ideas from both rare-event estimation and cross-entropy optimization. The key contribution has two parts: first, we separate the problem into coverage, to overcome the cold-start barrier, and fitting, to refine proposals once a meaningful signal is available; second, we constrain the final GMM proposal so that it has finite importance-sampling variance (since coverage alone is not sufficient -- without safeguards, importance sampling may still suffer from infinite variance). Together, these ingredients yield expressive proposals; finite variance does not by itself guarantee practical stability at a fixed sampling budget. Extensive experiments demonstrate substantial variance reduction, strong robustness across diverse benchmarks, and favorable cost--efficiency trade-offs, with the proposed approach often outperforming these baselines, particularly in high-dimensional and multimodal settings where competing methods frequently become unstable or fail. Our code is available at https://github.com/lorek/robust-cfi-is.

Abstract: This paper proposes a label-free physics-informed neural network (PINN) for non-associated Mohr-Coulomb plasticity with incremental strength reduction for the reliability of spatially variable $c$-$φ$ slopes. The PINN is trained with a virtual-work loss on the finite-element mesh and solves many random fields at once on a graphics processing unit. With a solver budget fixed on the homogeneous slopes, it reproduces the Abaqus factor of safety within 2 to 3% root-mean-square on 52 random fields and locates the failure mechanism in the same weak zones, with the plastic strain in the band under-resolved. A neural operator trained only on the PINN solutions predicts the factor of safety, displacement path and failure mode of a million fields in seconds. No finite-element solution enters the pipeline: Monte Carlo fields, importance samples and operator training data come from the PINN, and Abaqus serves only to verify the result. Monte Carlo simulation, the first-order reliability method, importance sampling and the operator give consistent failure probabilities down to $10^{-3}$ for the slope studied, but a 3% scatter in the factor of safety inflates a probability of $10^{-3}$ by up to a factor of two, and the absolute values refer to one mesh. A heterogeneous Bishop analysis gives failure probabilities 2.6 and 8.3 times lower although its critical circles follow the PINN mechanism, because a small difference in the factor of safety is amplified in the tail. The operator also yields the failure mechanism and displacement response conditional on failure.

Abstract: We provide methods for calculating the robustness of the predictions of two types of generative classifiers whose underlying distribution is a Probabilistic Graphical Model (PGM): naive Bayes classifiers and generative forests (a probabilistic extension of random forests). Following the paradigm of robustness quantification, we define the robustness of a prediction as the extent to which the distribution of the classifier can be perturbed without changing this prediction. We consider perturbations obtained by varying the local models of the PGMs within general neighborhoods and focus in particular on epsilon-contamination, total variation distance and chi-squared divergence balls. We test our methods on benchmark datasets, demonstrate that the robustness value of a prediction serves as an indicator for its trustworthiness and compare our approach with other such indicators.