Automatically Adaptive Conformal Risk Control

2024-06-25

arXiv.org

AI Summary

For black-box models applied to complex tasks such as image segmentation, defining meaningful conditional events is challenging, leading to uncertainty estimates that fail to reflect inherent sample difficulty. Method: This paper proposes an input-dependent statistical risk control framework grounded in conformal prediction. It introduces a novel, algorithm-driven mechanism for dynamically selecting conditional function classes—bypassing manual discretization—by adaptively constructing these classes based on test-sample difficulty and integrating online parameter tuning for fine-grained, approximately conditional risk control. Contribution/Results: Experiments on regression and image segmentation demonstrate substantial improvements in uncertainty calibration accuracy. The method guarantees strict statistical risk control while enhancing generalization robustness and predictive reliability.

Technology Category

• Machine Learning: Calibration & Uncertainty Quantification
• Reasoning under Uncertainty: Stochastic Optimization
• Computer Vision: Adversarial Attacks & Robustness

Application Category

• Search and Retrieval-Augmented AI: Web learning to rank, online learning, and counterfactual learning for ranking
• User Modeling, Personalization and Recommendation: Attacks and countermeasures in recommendation systems
• Responsible Web: Machine-in-the-loop, human agency and autonomy

Abstract

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is the performance guarantees should hold, at least approximately, no matter what the input. However, beyond stylized discrete groupings such as ethnicity and gender, the right notion of conditioning can be difficult to define. For example, in problems such as image segmentation, we want the uncertainty to reflect the intrinsic difficulty of the test sample, but this may be difficult to capture via a conditioning event. Building on the recent work of Gibbs et al. [2023], we propose a methodology for achieving approximate conditional control of statistical risks-the expected value of loss functions-by adapting to the difficulty of test samples. Our framework goes beyond traditional conditional risk control based on user-provided conditioning events to the algorithmic, data-driven determination of appropriate function classes for conditioning. We apply this framework to various regression and segmentation tasks, enabling finer-grained control over model performance and demonstrating that by continuously monitoring and adjusting these parameters, we can achieve superior precision compared to conventional risk-control methods.

Problem

• Ensures reliable performance of black-box machine learning algorithms.
• Achieves conditional control of statistical risks adaptively.
• Enables finer-grained control over model performance in regression and segmentation.

Innovation

• Adaptive conformal risk control for black-box algorithms
• Data-driven determination of conditioning function classes
• Continuous monitoring and adjustment for superior precision