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Hauptverfasser: Zhang, William, Amin, Saurabh, Perakis, Georgia
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2510.04406
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author Zhang, William
Amin, Saurabh
Perakis, Georgia
author_facet Zhang, William
Amin, Saurabh
Perakis, Georgia
contents Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We introduce a conformal prediction framework for two-stage sequential models, where an upstream predictor generates intermediate representations for a downstream model. By decomposing the overall prediction residual into stage-specific components, our method enables practitioners to attribute uncertainty to specific pipeline stages. We develop a risk-controlled parameter selection procedure using family-wise error rate (FWER) control to calibrate stage-wise scaling parameters, and introduce an adaptive extension for non-stationary settings. Experiments on synthetic distribution shifts, as well as real-world supply chain and stock market data, demonstrate that our approach improves coverage under structural, stage-wise shifts compared to standard conformal methods, while identifying stage-wise error contribution. This framework offers diagnostic advantages and robust coverage that standard conformal methods lack.
format Preprint
id arxiv_https___arxiv_org_abs_2510_04406
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Decomposition-Based Modular Conformal Prediction for Two-Stage Modeling
Zhang, William
Amin, Saurabh
Perakis, Georgia
Machine Learning
Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We introduce a conformal prediction framework for two-stage sequential models, where an upstream predictor generates intermediate representations for a downstream model. By decomposing the overall prediction residual into stage-specific components, our method enables practitioners to attribute uncertainty to specific pipeline stages. We develop a risk-controlled parameter selection procedure using family-wise error rate (FWER) control to calibrate stage-wise scaling parameters, and introduce an adaptive extension for non-stationary settings. Experiments on synthetic distribution shifts, as well as real-world supply chain and stock market data, demonstrate that our approach improves coverage under structural, stage-wise shifts compared to standard conformal methods, while identifying stage-wise error contribution. This framework offers diagnostic advantages and robust coverage that standard conformal methods lack.
title Decomposition-Based Modular Conformal Prediction for Two-Stage Modeling
topic Machine Learning
url https://arxiv.org/abs/2510.04406