Conformal Risk Control

Published: 16 Jan 2024, Last Modified: 13 Apr 2024ICLR 2024 spotlightEveryoneRevisionsBibTeX
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Keywords: conformal prediction, uncertainty quantification
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2024/AuthorGuide.
TL;DR: Generalizing the conformal guarantee to control risks (expectations of losses).
Abstract: We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control procedure is tight up to an $\mathcal{O}(1/n)$ factor. We also introduce extensions of the idea to distribution shift, quantile risk control, multiple and adversarial risk control, and expectations of U-statistics. Worked examples from computer vision and natural language processing demonstrate the usage of our algorithm to bound the false negative rate, graph distance, and token-level F1-score.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors' identity.
Supplementary Material: zip
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
Submission Number: 1833
Loading