Conformal Frequency Estimation with Sketched Data
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Abstract (arXiv)
A flexible conformal inference method is developed to construct confidence intervals for the frequencies of queried objects in very large data sets, based on a much smaller sketch of those data. The approach is data-adaptive and requires no knowledge of the data distribution or of the details of the sketching algorithm; instead, it constructs provably valid frequentist confidence intervals under the sole assumption of data exchangeability. Although our solution is broadly applicable, this paper focuses on applications involving the count-min sketch algorithm and a non-linear variation thereof. The performance is compared to that of frequentist and Bayesian alternatives through simulations and experiments with data sets of SARS-CoV-2 DNA sequences and classic English literature.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 18 of its 52 references that are in the map. First posted on arXiv 8 Apr 2022.
Builds on
18 of 52 references.
References · 18
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- 2020Classification with Valid and Adaptive Coveragecited by 390
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- 2019A comparison of some conformal quantile regression methodscited by 76
- 2019Flexible distribution-free conditional predictive bands using density estimatorscited by 64
6 more
- 2021Conformalized Survival Analysiscited by 53
- 2019Isotonic Distributional Regressioncited by 28
- 2021Distribution-Free Conditional Median Inferencecited by 7
- 2015Count-Min-Log sketch: Approximately counting with approximate counterscited by 6
- 2018Count-Min: Optimal Estimation and Tight Error Bounds using Empirical Error Distributionscited by 5
- 2021A Bayesian nonparametric approach to count-min sketch under power-law data streamscited by 3
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Citing papers per year: 2022: 1; 2023: 2; 2024: 1.
4 papers.
- 2023Adaptive conformal classification with noisy labelscited by 24
- 2023Conformal inference is (almost) free for neural networks trained with early stoppingcited by 14
- 2022Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queriescited by 10
- 2024Towards Modeling Uncertainties of Self-explaining Neural Networks via Conformal Predictioncited by 10
- 2024Towards Modeling Uncertainties of Self-explaining Neural Networks via Conformal Prediction3 Jan 2024
- 2023Adaptive conformal classification with noisy labels10 Sep 2023
- 2023Conformal inference is (almost) free for neural networks trained with early stopping27 Jan 2023
- 2022Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queries9 Nov 2022