Robust Conformal Prediction with a Single Binary Certificate

Soroush H. Zargarbashi, Aleksandar Bojchevski

Keywords: Conformal Prediction, Uncertainty Quantification, Robust Conformal Prediction

TL;DR: We define binarized conformal prediction sets for which we can gain robustness to worst case (adversarial) noise with a single certificate. Our approach produces small prediction set even with very few Monte-Carlo samples.

Abstract: Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines achieve robustness by bounding randomly smoothed conformity scores. In practice, they need expensive Monte-Carlo (MC) sampling (e.g. $\sim10^4$ samples per point) to maintain an acceptable set size. We propose a robust conformal prediction that produces smaller sets even with significantly lower MC samples (e.g. 150 for CIFAR10). Our approach binarizes samples with an adjustable (or automatically adjusted) threshold selected to preserve the coverage guarantee. Remarkably, we prove that robustness can be achieved by computing only one binary certificate, unlike previous methods that certify each calibration (or test) point. Thus, our method is faster and returns smaller robust sets. We also eliminate a previous limitation that requires a bounded score function.

Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)

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Submission Number: 2936