Trustworthy Classification through Rank-Based Conformal Prediction Sets

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Luo, Rui, Zhou, Zhixin
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866913418457382912
author Luo, Rui
Zhou, Zhixin
author_facet Luo, Rui
Zhou, Zhixin
contents Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of well-calibrated probabilities from modern classification models. We propose a novel conformal prediction method that employs a rank-based score function suitable for classification models that predict the order of labels correctly, even if not well-calibrated. Our approach constructs prediction sets that achieve the desired coverage rate while managing their size. We provide a theoretical analysis of the expected size of the conformal prediction sets based on the rank distribution of the underlying classifier. Through extensive experiments, we demonstrate that our method outperforms existing techniques on various datasets, providing reliable uncertainty quantification. Our contributions include a novel conformal prediction method, theoretical analysis, and empirical evaluation. This work advances the practical deployment of machine learning systems by enabling reliable uncertainty quantification.
format Preprint
id arxiv_https___arxiv_org_abs_2407_04407
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Trustworthy Classification through Rank-Based Conformal Prediction Sets
Luo, Rui
Zhou, Zhixin
Machine Learning
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of well-calibrated probabilities from modern classification models. We propose a novel conformal prediction method that employs a rank-based score function suitable for classification models that predict the order of labels correctly, even if not well-calibrated. Our approach constructs prediction sets that achieve the desired coverage rate while managing their size. We provide a theoretical analysis of the expected size of the conformal prediction sets based on the rank distribution of the underlying classifier. Through extensive experiments, we demonstrate that our method outperforms existing techniques on various datasets, providing reliable uncertainty quantification. Our contributions include a novel conformal prediction method, theoretical analysis, and empirical evaluation. This work advances the practical deployment of machine learning systems by enabling reliable uncertainty quantification.
title Trustworthy Classification through Rank-Based Conformal Prediction Sets
topic Machine Learning
url https://arxiv.org/abs/2407.04407