mlsanityData to 7 Oct 2026

Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularization

arXiv 2502.13030 ↗First posted 18 Feb 2025stat.ML cs.AI cs.LGcited by 11

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Abstract (arXiv)

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.

Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). Builds on 49 of its 74 references that are in the map. First posted on arXiv 18 Feb 2025.

Builds on

49 of 74 references.

References · 49

  1. 2015Deep Residual Learning for Image Recognitioncited by 51,809
  2. 2014Unsupervised Domain Adaptation by Backpropagationcited by 1,906
  3. 2020WILDS: A Benchmark of in-the-Wild Distribution Shiftscited by 1,366
  4. 2018BDD100K: A Diverse Driving Dataset for Heterogeneous Multitask Learningcited by 1,282
  5. 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 777
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  10. 2020Classification with Valid and Adaptive Coveragecited by 390
  11. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
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37 more
  1. 2016Least Ambiguous Set-Valued Classifiers with Bounded Error Levelscited by 270
  2. 2020Conformal Inference of Counterfactuals and Individual Treatment Effectscited by 150
  3. 2023Conformal Prediction With Conditional Guaranteescited by 146
  4. 2021Testing for Outliers with Conformal p-valuescited by 133
  5. 2023Conformal Prediction with Large Language Models for Multi-Choice Question Answeringcited by 131
  6. 2021Localized Conformal Prediction: A Generalized Inference Framework for Conformal Predictioncited by 112
  7. 2021Learning Optimal Conformal Classifierscited by 108
  8. 2013A Conformal Prediction Approach to Explore Functional Datacited by 85
  9. 2020Robust Validation: Confident Predictions Even When Distributions Shiftcited by 82
  10. 2021Conformal Prediction using Conditional Histogramscited by 77
  11. 2022Batch Multivalid Conformal Predictioncited by 66
  12. 2022Practical Adversarial Multivalid Conformal Predictioncited by 65
  13. 2018Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Datacited by 64
  14. 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 62
  15. 2023RxRx1: A Dataset for Evaluating Experimental Batch Correction Methodscited by 45
  16. 2019Prediction and outlier detection in classification problemscited by 44
  17. 2021PAC Prediction Sets Under Covariate Shiftcited by 42
  18. 2022Doubly Robust Calibration of Prediction Sets under Covariate Shiftcited by 40
  19. 2024Length Optimization in Conformal Predictioncited by 39
  20. 2018Distribution-Free Prediction Sets for Two-Layer Hierarchical Modelscited by 34
  21. 2022iDECODe: In-distribution Equivariance for Conformal Out-of-distribution Detectioncited by 27
  22. 2022Efficient and Differentiable Conformal Prediction with General Function Classescited by 25
  23. 2024Conformal Prediction with Learned Featurescited by 23
  24. 2022Prediction Sets Adaptive to Unknown Covariate Shiftcited by 22
  25. 2022Integrative conformal p-values for powerful out-of-distribution testing with labeled outlierscited by 19
  26. 2023PAC Prediction Sets Under Label Shiftcited by 19
  27. 2022PAC Prediction Sets for Meta-Learningcited by 16
  28. 2024Not all distributional shifts are equal: Fine-grained robust conformal inferencecited by 15
  29. 2023Conformal inference is (almost) free for neural networks trained with early stoppingcited by 14
  30. 2024Group-Weighted Conformal Predictioncited by 14
  31. 2022PAC-Wrap: Semi-Supervised PAC Anomaly Detectioncited by 10
  32. 2022Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queriescited by 10
  33. 2024Conformal Risk Minimization with Variance Reductioncited by 10
  34. 2023SymmPI: Predictive Inference for Data with Group Symmetriescited by 8
  35. 2024Batch Predictive Inferencecited by 7
  36. 2023A conformal test of linear models via permutation-augmented regressionscited by 4
  37. 2024Distributionally robust risk evaluation with an isotonic constraintcited by 3

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 3; 2026: 8.

11 papers.

  1. 2026SCOPE: Selective Conformal Optimized Pairwise LLM Judgingcited by 12
  2. 2026Optimal Decision-Making Based on Prediction Setscited by 4
  3. 2025Singleton-Optimized Conformal Predictioncited by 2
  4. 2025Non-Asymptotic Analysis of Efficiency in Conformalized Regressioncited by 2
  5. 2026Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approachcited by 1
  6. 2026Conformal Risk-Averse Decision Making with Action Conditional Guaranteecited by 1
  7. 2025Machine-Learning-Assisted Comparison of Regression Functionscited by 0
  8. 2026Elements of Conformal Predictioncited by 0
  9. 2026GRAPHLCP: Structure-Aware Localized Conformal Prediction on Graphscited by 0
  10. 2026The Label Complexity of Useful Class-Conditional Prediction Sets under Distribution Shiftcited by 0
  11. 2026CHOIR: heterogeneity-aware conformal prediction for crash injury severity across driver safety stratacited by 0