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Conformal Bayesian Computation

NeurIPS 2021 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Conformal prediction methods · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply CB conformalization to a misspecified (c = 0.02) Bayesian modelBayesian lasso regression · Diabetescoverage: 0.563 -> 0.809Helped
Apply CB to a Bayesian model with tight prior on residual scaleBayesian lasso regression · Boston, c = 0.02coverage: 0.728 -> 0.799Helped
Apply CB to a well-specified Bayesian modelBayesian lasso regression · Diabetes, c = 1coverage: 0.806 -> 0.808No clear effect
Apply CB to an over-covering Bayesian modelBayesian lasso regression · Boston, c = 1interval length: 1.35 -> 1.12Helped
Apply CB to over-covering Bayesian classifierBayesian logistic regression · Breast Cancercoverage: 0.990 -> 0.812Helped
Apply CB to Bayesian classifierBayesian logistic regression · Parkinson'sset size: 1.31 -> 0.93Helped
Replace Laplace-prior model with ridge-type prior d = 0.001 (strong shrinkage) (ablation)Bayesian regression · DiabetesBayes coverage: 0.805 -> 0.779Hurt
Use CB instead of full conformal lasso for speedFull conformal · Diabetesrun-time (s): 11.529 -> 0.702Helped
Use CB instead of Bayes in hierarchical misspecified settingHierarchical Bayes · Simulated Scenario 2 group 2coverage: 0.522 -> 0.812Helped
Use CB in the heteroscedastic scenarioHierarchical Bayes · Simulated Scenario 2 group 2interval length: 3.61 -> 7.27Hurt
Use CB in the well-specified hierarchical scenarioHierarchical Bayes · Simulated Scenario 1overall length: 2.77 -> 3.13Hurt
Use CB on classification, measured by misclassification among singleton setsBayesian logistic regression · Breast Cancermisclassification rate: 0.011 -> 0.002Helped

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