On Training-Conditional Conformal Prediction and Binomial Proportion Confidence Intervals

Fuente: arXiv
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Autori principali: Coppola, Rudi, Mazo Jr, Manuel
Natura: Preprint
Pubblicazione: 2025
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author Coppola, Rudi
Mazo Jr, Manuel
author_facet Coppola, Rudi
Mazo Jr, Manuel
contents Estimating the expectation of a Bernoulli random variable based on N independent trials is a classical problem in statistics, typically addressed using Binomial Proportion Confidence Intervals (BPCI). In the control systems community, many critical tasks-such as certifying the statistical safety of dynamical systems-can be formulated as BPCI problems. Conformal Prediction (CP), a distribution-free technique for uncertainty quantification, has gained significant attention in recent years and has been applied to various control systems problems, particularly to address uncertainties in learned dynamics or controllers. A variant known as training-conditional CP was recently employed to tackle the problem of safety certification. In this note, we highlight that the use of training-conditional CP in this context does not provide valid safety guarantees. We demonstrate why CP is unsuitable for BPCI problems and argue that traditional BPCI methods are better suited for statistical safety certification.
format Preprint
id arxiv_https___arxiv_org_abs_2502_07497
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On Training-Conditional Conformal Prediction and Binomial Proportion Confidence Intervals
Coppola, Rudi
Mazo Jr, Manuel
Machine Learning
Estimating the expectation of a Bernoulli random variable based on N independent trials is a classical problem in statistics, typically addressed using Binomial Proportion Confidence Intervals (BPCI). In the control systems community, many critical tasks-such as certifying the statistical safety of dynamical systems-can be formulated as BPCI problems. Conformal Prediction (CP), a distribution-free technique for uncertainty quantification, has gained significant attention in recent years and has been applied to various control systems problems, particularly to address uncertainties in learned dynamics or controllers. A variant known as training-conditional CP was recently employed to tackle the problem of safety certification. In this note, we highlight that the use of training-conditional CP in this context does not provide valid safety guarantees. We demonstrate why CP is unsuitable for BPCI problems and argue that traditional BPCI methods are better suited for statistical safety certification.
title On Training-Conditional Conformal Prediction and Binomial Proportion Confidence Intervals
topic Machine Learning
url https://arxiv.org/abs/2502.07497