Geometry-Aware Uncertainty Quantification via Conformal Prediction on Manifolds

Fuente: arXiv
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Auteurs principaux: Shahbazi, Marzieh Amiri, Baheri, Ali
Format: Preprint
Publié: 2026
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author Shahbazi, Marzieh Amiri
Baheri, Ali
author_facet Shahbazi, Marzieh Amiri
Baheri, Ali
contents Conformal prediction provides distribution-free coverage guaranties for regression; yet existing methods assume Euclidean output spaces and produce prediction regions that are poorly calibrated when responses lie on Riemannian manifolds. We propose \emph{adaptive geodesic conformal prediction}, a framework that replaces Euclidean residuals with geodesic nonconformity scores and normalizes them by a cross-validated difficulty estimator to handle heteroscedastic noise. The resulting prediction regions, geodesic caps on the sphere, have position-independent area and adapt their size to local prediction difficulty, yielding substantially more uniform conditional coverage than non-adaptive alternatives. In a synthetic sphere experiment with strong heteroscedasticity and a real-world geomagnetic field forecasting task derived from IGRF-14 satellite data, the adaptive method markedly reduces conditional coverage variability and raises worst-case coverage much closer to the nominal level, while coordinate-based baselines waste a large fraction of coverage area due to chart distortion.
format Preprint
id arxiv_https___arxiv_org_abs_2602_16015
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Geometry-Aware Uncertainty Quantification via Conformal Prediction on Manifolds
Shahbazi, Marzieh Amiri
Baheri, Ali
Machine Learning
Conformal prediction provides distribution-free coverage guaranties for regression; yet existing methods assume Euclidean output spaces and produce prediction regions that are poorly calibrated when responses lie on Riemannian manifolds. We propose \emph{adaptive geodesic conformal prediction}, a framework that replaces Euclidean residuals with geodesic nonconformity scores and normalizes them by a cross-validated difficulty estimator to handle heteroscedastic noise. The resulting prediction regions, geodesic caps on the sphere, have position-independent area and adapt their size to local prediction difficulty, yielding substantially more uniform conditional coverage than non-adaptive alternatives. In a synthetic sphere experiment with strong heteroscedasticity and a real-world geomagnetic field forecasting task derived from IGRF-14 satellite data, the adaptive method markedly reduces conditional coverage variability and raises worst-case coverage much closer to the nominal level, while coordinate-based baselines waste a large fraction of coverage area due to chart distortion.
title Geometry-Aware Uncertainty Quantification via Conformal Prediction on Manifolds
topic Machine Learning
url https://arxiv.org/abs/2602.16015