arXiv:2502.17264cs.LGstat.ML2025-02ICML被引 12

提出新型置信预测框架,实现更灵活的覆盖率保障。

Kandinsky Conformal Prediction: Beyond Class- and Covariate-Conditional Coverage

  • 基于协变量与标签联合定义的重叠分组,支持柔性条件覆盖
  • 统一现有方法并达到最优高概率覆盖率边界
  • 适合需公平性保障的高风险场景如医疗诊断

置信预测是一种强大的无分布框架,可生成具有覆盖率保证的预测集。经典方法(如分割置信预测)仅提供边际覆盖率,确保随机测试点的标签落在预测集中的概率达到目标值。但此类保证在不同子群体间可能不一致,导致覆盖率差异。先前工作探索了基于测试点协变量和标签事件的条件覆盖率。本文提出Kandinsky置信预测框架,显著拓展了条件覆盖率的适用范围。与仅限于互斥分组(类似皮特·蒙德里安艺术中刚性网格)的蒙德里安置信预测不同,本框架能灵活处理协变量与标签共同定义的重叠及分数级分组,体现瓦西里·康定斯基作品中层叠交错的构图特征。算法统一并扩展了现有方法,涵盖基于协变量的分组条件、类别条件及蒙德里安置信预测作为特例,同时实现极小极大最优的高概率条件覆盖率界。最后通过真实数据集实证验证了该方法的实用性。

原文摘要 · Abstract (English)

Conformal prediction is a powerful distribution-free framework for constructing prediction sets with coverage guarantees. Classical methods, such as split conformal prediction, provide marginal coverage, ensuring that the prediction set contains the label of a random test point with a target probability. However, these guarantees may not hold uniformly across different subpopulations, leading to disparities in coverage. Prior work has explored coverage guarantees conditioned on events related to the covariates and label of the test point. We present Kandinsky conformal prediction, a framework that significantly expands the scope of conditional coverage guarantees. In contrast to Mondrian conformal prediction, which restricts its coverage guarantees to disjoint groups -- reminiscent of the rigid, structured grids of Piet Mondrian's art -- our framework flexibly handles overlapping and fractional group memberships defined jointly on covariates and labels, reflecting the layered, intersecting forms in Wassily Kandinsky's compositions. Our algorithm unifies and extends existing methods, encompassing covariate-based group conditional, class conditional, and Mondrian conformal prediction as special cases, while achieving a minimax-optimal high-probability conditional coverage bound. Finally, we demonstrate the practicality of our approach through empirical evaluation on real-world datasets.

置信预测覆盖率公平性

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