arXiv:2506.21802stat.MLcs.LG2025-06被引 7

用置信预测让模型能拒答,确保错误率可控。

Classification with Reject Option: Distribution-free Error Guarantees via Conformal Prediction

  • 用置信预测方法构造可拒答的分类器,不依赖数据分布假设。
  • 给出有限样本下错误率的严格上界,可直接用于实际设置。
  • 适合对可靠性要求高的场景,如医疗、金融决策系统。

机器学习模型总是输出预测,即使很可能出错,这在实际应用中带来信任问题。通过引入拒答机制,模型可在不确定时选择不预测。本文针对二分类问题,利用置信预测(Conformal Prediction, CP)形式化地建立了拒答分类的理论误差保证。CP 可生成包含一个、两个或无标签的预测集;仅接受单标签预测,即可转化为带拒答功能的二分类器。本文在理论上给出了该方法的误差率,并提供有限样本下的估计值。数值实验展示了不同设置下(从完整置信预测到离线批量归纳置信预测)的误差-拒答曲线,前者具有严格的有效性保证,后者虽有效性较模糊但更适用于实际。这些曲线可用于用户设定可接受的错误率或拒答率。

原文摘要 · Abstract (English)

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by abstaining from making a prediction if it is likely to be incorrect. In this work, we formalise the approach to ML with reject option in binary classification, deriving theoretical guarantees on the resulting error rate. This is achieved through conformal prediction (CP), which produce prediction sets with distribution-free validity guarantees. In binary classification, CP can output prediction sets containing exactly one, two or no labels. By accepting only the singleton predictions, we turn CP into a binary classifier with reject option. Here, CP is formally put in the framework of predicting with reject option. We state and prove the resulting error rate, and give finite sample estimates. Numerical examples provide illustrations of derived error rate through several different conformal prediction settings, ranging from full conformal prediction to offline batch inductive conformal prediction. The former has a direct link to sharp validity guarantees, whereas the latter is more fuzzy in terms of validity guarantees but can be used in practice. Error-reject curves illustrate the trade-off between error rate and reject rate, and can serve to aid a user to set an acceptable error rate or reject rate in practice.

拒答分类置信预测误差保证

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