mlsanityData to 7 Oct 2026

Conformal Risk Minimization with Variance Reduction

arXiv 2411.01696 ↗First posted 3 Nov 2024cs.LG stat.MLcited by 10

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Abstract (arXiv)

Conformal prediction (CP) is a distribution-free framework for achieving probabilistic guarantees on black-box models. CP is generally applied to a model post-training. Recent research efforts, on the other hand, have focused on optimizing CP efficiency during training. We formalize this concept as the problem of conformal risk minimization (CRM). In this direction, conformal training (ConfTr) by Stutz et al.(2022) is a technique that seeks to minimize the expected prediction set size of a model by simulating CP in-between training updates. Despite its potential, we identify a strong source of sample inefficiency in ConfTr that leads to overly noisy estimated gradients, introducing training instability and limiting practical use. To address this challenge, we propose variance-reduced conformal training (VR-ConfTr), a CRM method that incorporates a variance reduction technique in the gradient estimation of the ConfTr objective function. Through extensive experiments on various benchmark datasets, we demonstrate that VR-ConfTr consistently achieves faster convergence and smaller prediction sets compared to baselines.

Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 29 of its 44 references that are in the map. First posted on arXiv 3 Nov 2024.

Builds on

29 of 44 references.

References · 29

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  3. 2021MedMNIST v2 -- A large-scale lightweight benchmark for 2D and 3D biomedical image classificationcited by 682
  4. 2018Deep Learning for Classical Japanese Literaturecited by 415
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  6. 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 365
  7. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
  8. 2022Conformal Risk Controlcited by 290
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  10. 2020Fast Differentiable Sorting and Rankingcited by 196
  11. 2023Conformal Prediction with Large Language Models for Multi-Choice Question Answeringcited by 131
  12. 2024Language Models with Conformal Factuality Guaranteescited by 128
17 more
  1. 2020Conformal Prediction: a Unified Review of Theory and New Challengescited by 118
  2. 2019Differentiable Ranks and Sorting using Optimal Transportcited by 113
  3. 2022Safe Planning in Dynamic Environments using Conformal Predictioncited by 112
  4. 2021Learning Optimal Conformal Classifierscited by 108
  5. 2024Large language model validity via enhanced conformal prediction methodscited by 91
  6. 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 62
  7. 2021Selection and Aggregation of Conformal Prediction Setscited by 46
  8. 2024Length Optimization in Conformal Predictioncited by 39
  9. 2021Optimized conformal classification using gradient descent approximationcited by 27
  10. 2024Provably Robust Conformal Prediction with Improved Efficiencycited by 27
  11. 2022Efficient and Differentiable Conformal Prediction with General Function Classescited by 25
  12. 2024An Information Theoretic Perspective on Conformal Predictioncited by 21
  13. 2020Training conformal predictorscited by 20
  14. 2023Adaptive Conformal Prediction by Reweighting Nonconformity Scorecited by 16
  15. 2024Weighted Aggregation of Conformity Scores for Classificationcited by 11
  16. 2024C-Adapter: Adapting Deep Classifiers for Efficient Conformal Prediction Setscited by 7
  17. 2024Probabilistic Calibration by Design for Neural Network Regressioncited by 6

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 7; 2026: 3.

10 papers.

  1. 2025Decision Theoretic Foundations for Conformal Prediction: Optimal Uncertainty Quantification for Risk-Averse Agentscited by 37
  2. 2025Backward Conformal Predictioncited by 13
  3. 2025Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularizationcited by 11
  4. 2025Parametric Scaling Law of Tuning Bias in Conformal Predictioncited by 7
  5. 2025Conformal Prediction Beyond the Seen: A Missing Mass Perspective for Uncertainty Quantification in Generative Modelscited by 6
  6. 2025Human-AI Collaborative Uncertainty Quantificationcited by 6
  7. 2026Multi-Round Human-AI Collaboration with User-Specified Requirementscited by 2
  8. 2026Conformal Risk-Averse Decision Making with Action Conditional Guaranteecited by 1
  9. 2025CoFineLLM: Conformal Finetuning of LLMs for Language-Instructed Robot Planningcited by 0
  10. 2026Conformal Risk Minimization for Semi-Supervised Domain Adaptation via Optimal Transportcited by 0