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Conformal Prediction for Class-wise Coverage via Augmented Label Rank Calibration

NeurIPS 2024 · Label-efficient and robust learning › Recognition and long-tail · approach: Confidence calibration objectives · 3 citations (OpenAlex)

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Proposes RC3P, a model-agnostic class-conditional conformal prediction method that adds label-rank calibration to class-wise score thresholding, giving class-wise coverage with smaller prediction sets than CCP.

Problem

Class-conditional conformal prediction on classification tasks with many and/or imbalanced classes produces large prediction sets, and existing class-wise methods either lack model-agnostic guarantees or still yield large sets.

Approach

Augments class-wise conformal score thresholding with a per-class label-rank calibration: for each class y, only apply the class-wise threshold to test inputs where y is ranked within the top-k(y) predictions, where k(y) is chosen so the class-wise top-k error is below alpha, and adjusts the nominal error accordingly.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add calibrated label-rank filtering to class-wise conformal predictionCCP · Imbalanced datasets, four-dataset averageAPSS: 24.47%Helped
Add calibrated label-rank filtering to class-wise conformal predictionCCP · Balanced datasets, four-dataset averageAPSS: 32.826%Helped
Add calibrated label-rank filtering to class-wise conformal predictionCCP · CIFAR-10 imbalanced settingsAPSSNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CIFAR-100 mini-ImageNet Food-101 Places365 iNaturalist ImageNet

Benchmarks: CIFAR-10 CIFAR-100 mini-ImageNet Food-101 Places365 iNaturalist ImageNet

Metrics: average prediction set size (APSS) under coverage ratio (UCR) under coverage gap (UCG)

Baselines: CCP Cluster-CP APS RAPS HPS

Builds on: class-wise conformal prediction adaptive prediction sets regularized adaptive prediction sets cluster conformal prediction LDAM

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