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When Can We Reuse a Calibration Set for Multiple Conformal Predictions?

Created by
  • Haebom

Author

AA Balinsky, AD Balinsky

Outline

This paper highlights the importance of reliable uncertainty quantification for the reliability of machine learning applications. Inductive Conformal Prediction (ICP) provides a distribution-free framework for generating prediction sets or intervals with user-specified confidence levels, but standard ICP guarantees are limited and typically require a new calibration set for each new prediction to maintain validity. This paper addresses these practical limitations by demonstrating that a single calibration set can be repeatedly used with high probability to maintain the desired coverage using e-conformal prediction in conjunction with Hoeffding’s inequality. Using a case study on the CIFAR-10 dataset, we train a deep neural network and estimate the Hoeffding correction using the calibration set. This correction allows us to construct a set of predictions with quantifiable confidence by applying a modified Markov’s inequality. The results demonstrate the feasibility of maintaining demonstrable performance while improving the practicality of conformal prediction by reducing the need for repeated calibration. The code for this study is publicly available.

Takeaways, Limitations

Takeaways:
We present a method to improve the practicality of ICP by repeatedly using a single set of corrections.
Combining Hoeffding's inequality and e-conformal prediction provides a high probability of maintaining the desired coverage.
We use modified Markov inequalities to construct a set of predictions with quantifiable confidence.
We verify the effectiveness of the proposed method through experimental results using the CIFAR-10 dataset.
Reproducibility is ensured through code disclosure.
Limitations:
The performance of the proposed method relies on the accuracy of the Hoeffding correction, and its performance may vary depending on the size of the correction set and the data distribution.
Only experimental results on the CIFAR-10 dataset are presented, and generalization performance on other datasets or tasks requires further study.
Because it uses Hoeffding's inequality, it may be inefficient when applied to high-dimensional data.
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