Split Conformal Classification with Unsupervised Calibration

Fuente: arXiv
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Autor principal: Mazuelas, Santiago
Formato: Preprint
Publicado: 2025
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author Mazuelas, Santiago
author_facet Mazuelas, Santiago
contents Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance guarantees with minimal computational costs. However, they require to use calibration samples composed by labeled examples different to those used for training. This requirement can be highly inconvenient, as it prevents the use of all labeled examples for training and may require acquiring additional labels solely for calibration. This paper presents an effective methodology for split conformal prediction with unsupervised calibration for classification tasks. In the proposed approach, set-prediction rules are obtained using unsupervised calibration samples together with supervised training samples previously used to learn the classification rule. Theoretical and experimental results show that the presented methods can achieve performance comparable to that with supervised calibration, at the expenses of a moderate degradation in performance guarantees and computational efficiency.
format Preprint
id arxiv_https___arxiv_org_abs_2510_07185
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Split Conformal Classification with Unsupervised Calibration
Mazuelas, Santiago
Machine Learning
Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance guarantees with minimal computational costs. However, they require to use calibration samples composed by labeled examples different to those used for training. This requirement can be highly inconvenient, as it prevents the use of all labeled examples for training and may require acquiring additional labels solely for calibration. This paper presents an effective methodology for split conformal prediction with unsupervised calibration for classification tasks. In the proposed approach, set-prediction rules are obtained using unsupervised calibration samples together with supervised training samples previously used to learn the classification rule. Theoretical and experimental results show that the presented methods can achieve performance comparable to that with supervised calibration, at the expenses of a moderate degradation in performance guarantees and computational efficiency.
title Split Conformal Classification with Unsupervised Calibration
topic Machine Learning
url https://arxiv.org/abs/2510.07185