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Conformal Risk Control

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arxiv 2208.02814 v4 pith:ZMPFEVMQ submitted 2022-08-04 stat.ME cs.AIcs.LGmath.STstat.MLstat.TH

Conformal Risk Control

classification stat.ME cs.AIcs.LGmath.STstat.MLstat.TH
keywords conformalcontrolriskpredictionalgorithmadversarialboundcomputer
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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.

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Forward citations

Cited by 26 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

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