Automatically Adaptive Conformal Risk Control

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Blot, Vincent, Angelopoulos, Anastasios N, Jordan, Michael I, Brunel, Nicolas J-B
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866910895656927232
author Blot, Vincent
Angelopoulos, Anastasios N
Jordan, Michael I
Brunel, Nicolas J-B
author_facet Blot, Vincent
Angelopoulos, Anastasios N
Jordan, Michael I
Brunel, Nicolas J-B
contents Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is the performance guarantees should hold, at least approximately, no matter what the input. However, beyond stylized discrete groupings such as ethnicity and gender, the right notion of conditioning can be difficult to define. For example, in problems such as image segmentation, we want the uncertainty to reflect the intrinsic difficulty of the test sample, but this may be difficult to capture via a conditioning event. Building on the recent work of Gibbs et al. [2023], we propose a methodology for achieving approximate conditional control of statistical risks-the expected value of loss functions-by adapting to the difficulty of test samples. Our framework goes beyond traditional conditional risk control based on user-provided conditioning events to the algorithmic, data-driven determination of appropriate function classes for conditioning. We apply this framework to various regression and segmentation tasks, enabling finer-grained control over model performance and demonstrating that by continuously monitoring and adjusting these parameters, we can achieve superior precision compared to conventional risk-control methods.
format Preprint
id arxiv_https___arxiv_org_abs_2406_17819
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Automatically Adaptive Conformal Risk Control
Blot, Vincent
Angelopoulos, Anastasios N
Jordan, Michael I
Brunel, Nicolas J-B
Machine Learning
Artificial Intelligence
Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is the performance guarantees should hold, at least approximately, no matter what the input. However, beyond stylized discrete groupings such as ethnicity and gender, the right notion of conditioning can be difficult to define. For example, in problems such as image segmentation, we want the uncertainty to reflect the intrinsic difficulty of the test sample, but this may be difficult to capture via a conditioning event. Building on the recent work of Gibbs et al. [2023], we propose a methodology for achieving approximate conditional control of statistical risks-the expected value of loss functions-by adapting to the difficulty of test samples. Our framework goes beyond traditional conditional risk control based on user-provided conditioning events to the algorithmic, data-driven determination of appropriate function classes for conditioning. We apply this framework to various regression and segmentation tasks, enabling finer-grained control over model performance and demonstrating that by continuously monitoring and adjusting these parameters, we can achieve superior precision compared to conventional risk-control methods.
title Automatically Adaptive Conformal Risk Control
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2406.17819