Conformal Prediction

Build Prediction Sets with Conformal Prediction

Build Prediction Sets with Conformal Prediction A classifier usually returns one label even when several labels are plausible. That is convenient for software interfaces, but it can hide uncertainty exactly where mistakes are expensive. A document router might be unsure between billing and account, yet an argmax still emits one of them. Conformal prediction offers another interface: return a set of labels sized according to the evidence. Easy inputs can produce one label. Ambiguous inputs can produce several. Under specific assumptions, the procedure also gives a finite-sample coverage guarantee.