This article is meant as an ad-hoc response to Ben Recht’s recent blog series on whether we need conformal prediction intervals. I have been thinking a lot about the use of conformal prediction myself and this seems like a good opportunity to share some thoughts and learnings from working on conformal prediction the past few years.
Last week, I presented our work on Monte Carlo conformal prediction — conformal prediction with ambiguous and uncertain ground truth — at the Vanderbilt Machine Learning Seminar Series. In this work, we show how to adapt standard conformal prediction if there are no unique ground truth labels available due to disagreement among experts during annotation. In this article, I want to share the slides of my talk.
I had the pleasure to present our work on evaluating and calibrating with uncertain ground truth at the seminar series of the PRECISE center at the University of Pennsylvania. Besides talking about our recent papers on evaluating AI models in health with uncertain ground truth and conformal prediction with uncertain ground truth, I also got to learn more about the research at PRECISE through post-doc and student presentations. In this article, I want to share the corresponding slides.
Conformal prediction uses a held-out, labeled set of examples to calibrate a classifier to yield confidence sets that include the true label with user-specified probability. But what happens if even experts disagree on the ground truth labels. Commonly, this is resolved by taking the majority voted label from multiple expert. However, in difficult and ambiguous tasks, the majority voted label might be misleading and a bad representation of the underlying true posterior distribution. In this paper, we introduce Monte Carlo conformal prediction which allows to perform conformal calibration directly against expert opinions or aggregate statistics thereof.
Conformal calibration with uncertain ground truth.
With our paper on conformal training, we showed how conformal prediction can be integrated into end-to-end training pipelines. There are so many interesting directions of how to improve and build upon conformal training. Unfortunately, I just do not have the bandwidth to pursue all of them. So, in this article, I want to share some research ideas so others can pick them up.