# Efficiently Controlling Multiple Risks with Pareto Testing

arXiv: https://arxiv.org/abs/2210.07913 · HTML: https://mlsanity.com/paper/2210.07913/

## Key facts

- Cited by 22 papers in the map (data through 14 Oct 2026).
- Builds on 44 of its 71 references that are in the map.
- First posted on arXiv 14 Oct 2022.

## Builds on (most cited first, 30 of 44)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [DistilBERT, a distilled version of BERT: smaller, faster, cheaper and lighter](https://mlsanity.com/paper/1910.01108/) (2019)
- [SQuAD: 100,000+ Questions for Machine Comprehension of Text](https://mlsanity.com/paper/1606.05250/) (2016)
- [A Broad-Coverage Challenge Corpus for Sentence Understanding through Inference](https://mlsanity.com/paper/1704.05426/) (2017)
- [Character-level Convolutional Networks for Text Classification](https://mlsanity.com/paper/1509.01626/) (2015)
- [Distributionally Robust Neural Networks for Group Shifts: On the Importance of Regularization for Worst-Case Generalization](https://mlsanity.com/paper/1911.08731/) (2019)
- [TinyBERT: Distilling BERT for Natural Language Understanding](https://mlsanity.com/paper/1909.10351/) (2019)
- [Beyond Accuracy: Behavioral Testing of NLP models with CheckList](https://mlsanity.com/paper/2005.04118/) (2020)
- [Are Sixteen Heads Really Better than One?](https://mlsanity.com/paper/1905.10650/) (2019)
- [Once-for-All: Train One Network and Specialize it for Efficient Deployment](https://mlsanity.com/paper/1908.09791/) (2019)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [BranchyNet: Fast Inference via Early Exiting from Deep Neural Networks](https://mlsanity.com/paper/1709.01686/) (2017)
- [Adaptive Computation Time for Recurrent Neural Networks](https://mlsanity.com/paper/1603.08983/) (2016)
- [MobileBERT: a Compact Task-Agnostic BERT for Resource-Limited Devices](https://mlsanity.com/paper/2004.02984/) (2020)
- [DeeBERT: Dynamic Early Exiting for Accelerating BERT Inference](https://mlsanity.com/paper/2004.12993/) (2020)
- [Confident Adaptive Language Modeling](https://mlsanity.com/paper/2207.07061/) (2022)
- [Slimmable Neural Networks](https://mlsanity.com/paper/1812.08928/) (2018)
- [Conformal Risk Control](https://mlsanity.com/paper/2208.02814/) (2022)
- [Distribution-Free, Risk-Controlling Prediction Sets](https://mlsanity.com/paper/2101.02703/) (2021)
- [Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control](https://mlsanity.com/paper/2110.01052/) (2021)
- [DynaBERT: Dynamic BERT with Adaptive Width and Depth](https://mlsanity.com/paper/2004.04037/) (2020)
- [SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization](https://mlsanity.com/paper/2109.09831/) (2021)
- [FastBERT: a Self-distilling BERT with Adaptive Inference Time](https://mlsanity.com/paper/2004.02178/) (2020)
- [Predictive inference with the jackknife+](https://mlsanity.com/paper/1905.02928/) (2019)
- [Structured Pruning Learns Compact and Accurate Models](https://mlsanity.com/paper/2204.00408/) (2022)
- [Efficient Multi-objective Neural Architecture Search via Lamarckian Evolution](https://mlsanity.com/paper/1804.09081/) (2018)
- [Learned Token Pruning for Transformers](https://mlsanity.com/paper/2107.00910/) (2021)
- [Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints](https://mlsanity.com/paper/2009.01721/) (2020)
- [Distribution-free binary classification: prediction sets, confidence intervals and calibration](https://mlsanity.com/paper/2006.10564/) (2020)

## Built on by (most cited first, 22 of 22)

- [Conformal Language Modeling](https://mlsanity.com/paper/2306.10193/) (2023)
- [Conformal Prediction for Natural Language Processing: A Survey](https://mlsanity.com/paper/2405.01976/) (2024)
- [How to Trust Your Diffusion Model: A Convex Optimization Approach to Conformal Risk Control](https://mlsanity.com/paper/2302.03791/) (2023)
- [Fast yet Safe: Early-Exiting with Risk Control](https://mlsanity.com/paper/2405.20915/) (2024)
- [Conformal Prediction: A Data Perspective](https://mlsanity.com/paper/2410.06494/) (2024)
- [Semi-Supervised Risk Control via Prediction-Powered Inference](https://mlsanity.com/paper/2412.11174/) (2024)
- [Early Time Classification with Accumulated Accuracy Gap Control](https://mlsanity.com/paper/2402.00857/) (2024)
- [PROSAC: Provably Safe Certification for Machine Learning Models under Adversarial Attacks](https://mlsanity.com/paper/2402.02629/) (2024)
- [Conformal Generative Modeling with Improved Sample Efficiency through Sequential Greedy Filtering](https://mlsanity.com/paper/2410.01660/) (2024)
- [Conformal Risk Control for Non-Monotonic Losses](https://mlsanity.com/paper/2602.20151/) (2026)
- [Risk-Controlling Model Selection via Guided Bayesian Optimization](https://mlsanity.com/paper/2312.01692/) (2023)
- [A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control](https://mlsanity.com/paper/2606.08517/) (2026)
- [Ensuring Reliability via Hyperparameter Selection: Review and Advances](https://mlsanity.com/paper/2502.04206/) (2025)
- [Calibrate-Then-Delegate: Safety Monitoring with Risk and Budget Guarantees via Model Cascades](https://mlsanity.com/paper/2604.14251/) (2026)
- [Statistically Valid Information Bottleneck via Multiple Hypothesis Testing](https://mlsanity.com/paper/2409.07325/) (2024)
- [Data-Adaptive Tradeoffs among Multiple Risks in Distribution-Free Prediction](https://mlsanity.com/paper/2403.19605/) (2024)
- [Confident magnitude-based neural network pruning](https://mlsanity.com/paper/2408.04759/) (2024)
- [Multi-Objective Hyperparameter Selection via Hypothesis Testing on Reliability Graphs](https://mlsanity.com/paper/2501.13018/) (2025)
- [Conf-Gen: Conformal Uncertainty Quantification for Generative Models](https://mlsanity.com/paper/2605.28920/) (2026)
- [Safe to Stop? Risk-Constrained Stopping for Sequential Clinical Diagnosis Agents](https://mlsanity.com/paper/2609.09678/) (2026)
- [Online Safety Monitoring for LLMs](https://mlsanity.com/paper/2607.02510/) (2026)
- [CARE: Certifying Acceleration for Vision-Language-Action Inference](https://mlsanity.com/paper/2610.08917/) (2026)

## Abstract (arXiv)

Machine learning applications frequently come with multiple diverse objectives and constraints that can change over time. Accordingly, trained models can be tuned with sets of hyper-parameters that affect their predictive behavior (e.g., their run-time efficiency versus error rate). As the number of constraints and hyper-parameter dimensions grow, naively selected settings may lead to sub-optimal and/or unreliable results. We develop an efficient method for calibrating models such that their predictions provably satisfy multiple explicit and simultaneous statistical guarantees (e.g., upper-bounded error rates), while also optimizing any number of additional, unconstrained objectives (e.g., total run-time cost). Building on recent results in distribution-free, finite-sample risk control for general losses, we propose Pareto Testing: a two-stage process which combines multi-objective optimization with multiple hypothesis testing. The optimization stage constructs a set of promising combinations on the Pareto frontier. We then apply statistical testing to this frontier only to identify configurations that have (i) high utility with respect to our objectives, and (ii) guaranteed risk levels with respect to our constraints, with specifiable high probability. We demonstrate the effectiveness of our approach to reliably accelerate the execution of large-scale Transformer models in natural language processing (NLP) applications. In particular, we show how Pareto Testing can be used to dynamically configure multiple inter-dependent model attributes -- including the number of layers computed before exiting, number of attention heads pruned, or number of text tokens considered -- to simultaneously control and optimize various accuracy and cost metrics.
