Conformalised data synthesis

With the proliferation of increasingly complicated Deep Learning architectures, data synthesis is a highly promising technique to address the demand of data-hungry models. However, reliably assessing the quality of a 'synthesiser' model's output is an open research question with significant associated risks for high-stake domains. To address this challenge, we propose a unique synthesis algorithm that generates data from high-confidence feature space regions based on the Conformal Prediction framework. We support our proposed algorithm with a comprehensive exploration of the core parameter's influence, an in-depth discussion of practical advice, and an extensive empirical evaluation of five benchmark datasets. To show our approach's versatility on ubiquitous real-world challenges, the datasets were carefully selected for their variety of difficult characteristics: low sample count, class imbalance, and non-separability. In all trials, training sets extended with our confident synthesised data performed at least as well as the original set and frequently significantly improved Deep Learning performance by up to 61 percentage points F1-score.