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Merging uncertainty sets via majority vote

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arxiv 2401.09379 v5 pith:24JY2QGQ submitted 2024-01-17 stat.ME

classification stat.ME
keywords setsobtainedpredictionuncertaintyconformaldifferentguaranteemajority
verification ladder T0 review T1 audit T2 compute T3 formal
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abstract

Given $K$ uncertainty sets that are arbitrarily dependent -- for example, confidence intervals for an unknown parameter obtained with $K$ different estimators, or prediction sets obtained via conformal prediction based on $K$ different algorithms on shared data -- we address the question of how to efficiently combine them in a black-box manner to produce a single uncertainty set. We present a simple and broadly applicable majority vote procedure that produces a merged set with nearly the same error guarantee as the input sets. We then extend this core idea in a few ways: we show that weighted averaging can be a powerful way to incorporate prior information, and a simple randomization trick produces strictly smaller merged sets without altering the coverage guarantee. Further improvements can be obtained if the sets are exchangeable. We also show that many modern methods, like split conformal prediction, median of means, HulC and cross-fitted ``double machine learning'', can be effectively derandomized using these ideas.

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Cited by 4 Pith papers

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

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