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Class conditional conformal prediction for multiple inputs by p-value aggregation
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Proposes class-conditional conformal prediction for multi-input (multiple images of one instance) classification by aggregating per-observation conformal p-values using their exact joint distribution, with score-based envelopes and refined majority voting.
Problem
Class-conditional conformal prediction sets become large when multiple observations of the same instance are available at test time and naive aggregation of softmax scores breaks exchangeability; classes with few calibration points make class-conditional calibration hard.
Approach
Perform class-conditional conformal p-values per observation, derive their exact joint distribution (with ties handled via randomization), and aggregate the p-value vector with envelope score functions (quantile, l_q-area, l_q distance to identity) calibrated by Monte Carlo; also refine majority voting with Beta-Binomial quantiles.
Key results
- On the synthetic data with m=20 observations and the l2-envelope method, average set size drops to 3.6 versus 6.6 for the original baseline at alpha=0.1.
- On LifeCLEF 2015 (K=688 classes), p-value aggregation methods give consistently narrower sets than majority vote after a few observations, while majority vote with Temp=1 tends to predict nearly all classes.
- The exchangeability assumption fails on the original LifeCLEF multi-input structure (correlated images from same user submission), causing coverage loss for p-value methods.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Aggregate the class-conditional conformal p-values with the ℓ2 envelope | Conformal prediction with multiple inputs · Synthetic data, m=20 | average prediction set size: 6.6 -> 3.6 | Helped |
| Use p-value aggregation instead of majority-vote aggregation | Multiple-input conformal prediction · Synthetic data | prediction set size | Helped |
| Replace the ordinary majority-vote threshold with the Beta-Binomial quantile | Majority-vote conformal prediction · Synthetic data | prediction set size | Helped |
| Approximate the Beta-Binomial quantile with a Binomial quantile | Majority-vote conformal prediction · Synthetic data, large m | class-conditional coverage | Hurt |
| Use temperature 1 rather than temperature 20 (ablation) | LifeCLEF prediction methods · LifeCLEF Plant Identification Task 2015 | prediction set size | Mixed |
| Replace the softmax score with the APS score (ablation) | P-value aggregation methods · LifeCLEF Plant Identification Task 2015 | prediction set size | No clear effect |
| Use p-value aggregation when multi-input observations violate exchangeability (ablation) | P-value aggregation methods · LifeCLEF Plant Identification Task 2015, correlated multi-inputs | coverage | Hurt |
| Use majority-vote methods instead of p-value aggregation under strong within-input dependence | Multiple-input conformal prediction · LifeCLEF Plant Identification Task 2015, correlated multi-inputs | coverage | Helped |
| Calibrate on aggregated multi-input scores rather than individual observations (ablation) | Class-conditional conformal prediction · LifeCLEF Plant Identification Task 2015 | prediction set length | Hurt |
Surprising findings
- Naive conformal prediction on aggregated softmax scores or aggregated calibration scores severely breaks exchangeability and yields excessively large or uninformative sets.
- On the original LifeCLEF multi-input data, the exchangeability assumption does not hold and p-value-based methods lose coverage, while majority-vote methods remain more robust.
Limitations
- Validity relies on exchangeability between multi-inputs and same-class calibration scores, which fails for strongly correlated images within one submission (e.g., LifeCLEF).
- Class-conditional calibration requires enough calibration points per class; classes with few points make sets uninformative, so the Binomial approximation loses coverage for large m or small classes.
- Simulation-based calibration of the envelope threshold adds Monte Carlo variability and computation.
Experimental setup
Datasets: LifeCLEF Plant Identification Task 2015 Pl@ntNet-300K synthetic Gaussian mixture
Benchmarks: LifeCLEF Plant Identification Task 2015 synthetic Gaussian mixture
Metrics: marginal coverage class-conditional coverage average prediction set size
Baselines: Majority vote Exchangeable majority Binomial quantile voting Naive aggregation of softmax scores
Builds on: split conformal prediction class-conditional conformal prediction conformal majority voting (Gasparin et al.) template methods for multiple testing
Closest papers by meaning
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