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Exact Optimization of Conformal Predictors via Incremental and Decremental Learning

ICML 2021 · Learning theory and algorithms › Prediction and decision losses · approach: Conformal prediction sets · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply exact incremental/decremental updates to k-NN scoresFull k-NN CP · Synthetic classification, 100k training examplesprediction time: roughly 2 hours -> 0.63 secondsHelped
Apply exact incremental/decremental updates to LS-SVMFull LS-SVM CP · Synthetic classification, 100k training examplesprediction time: more than 24.5 hours -> 0.21 secondsHelped
Reuse bootstrap samples and pretrain classifiers when possibleRandom Forest CP · Synthetic classification, n=46415prediction time: 82 hours -> 43 hoursHelped
Use incremental/decremental updates for full CP instead of the ICP splitLS-SVM conformal prediction · Synthetic classification, 100k training examplesprediction time: 0.16 seconds -> 6.68 secondsHurt
Use incremental/decremental updates for full CP instead of the ICP splitKDE conformal prediction · Synthetic classification, 100k training examplesprediction time: 0.31 seconds -> 0.46 secondsHurt
Use full CP rather than ICPConformal prediction on MNIST · MNIST test setfuzziness: 0.00065 ± 0.00143 -> 0.00047 ± 0.00105*; 0.05684 ± 0.07744 -> 0.04998 ± 0.07151*; 0.00098 ± 0.00174 -> 0.00066 ± 0.00125Helped
Precompute k-NN regression distances and update affected scores incrementallyFull k-NN CP regression · k-NN CP regression, 100k training examplesprediction time: 1 hour -> 9.3 secondsHelped
Parallelize optimized k-NN CP across processesOptimized k-NN CP · 100k training examplesprediction time: 3.5 hours -> 1 hourHelped
Parallelize optimized k-NN CP across processesOptimized k-NN CP · Dataset of 1000 examplesprediction time: 1.60 ± 0.27 -> 9.04 ± 0.33Hurt

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