Test-time recalibration of conformal predictors under distribution shift based on unlabeled examples

Fatih Furkan Yilmaz, Reinhard Heckel

Keywords: classification, uncertainty estimation, conformal prediction

TL;DR: We propose a novel test-time recalibration method for conformal prediction based on unlabeled examples that provides excellent uncertainty estimates under natural distribution shifts.

Abstract: Modern image classifiers achieve high predictive accuracy, but the predictions typically come without reliable uncertainty estimates. Conformal prediction algorithms provide uncertainty estimates by predicting a set of classes based on the probability estimates of the classifier (for example, the softmax scores). To provide such sets, conformal prediction algorithms often rely on estimating a cutoff threshold for the probability estimates, and this threshold is chosen based on a calibration set. Conformal prediction methods guarantee reliability only when the calibration set is from the same distribution as the test set. Therefore, the methods need to be recalibrated for new distributions. However, in practice, labeled data from new distributions is rarely available, making calibration infeasible. In this work, we consider the problem of predicting the cutoff threshold for a new distribution only based on unlabeled examples. While it is impossible in general to guarantee reliability when calibrating based on unlabeled examples, we show that our method provides excellent uncertainty estimates under natural distribution shifts.

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