Papers › Exact Optimization of Conformal Predictors via Incremental and Decremental Learning

Exact Optimization of Conformal Predictors via Incremental and Decremental Learning

5 Feb 2021arXiv:2102.03236archive 2025-07-28

Giovanni Cherubin, Konstantinos Chatzikokolakis, Martin Jaggi

Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection. Unfortunately, their very high computational complexity limits their applicability to large datasets. In this work, we show that it is possible to speed up a CP classifier considerably, by studying it in conjunction with the underlying ML method, and by exploiting incremental&decremental learning. For methods such as k-NN, KDE, and kernel LS-SVM, our approach reduces the running time by one order of magnitude, whilst producing exact solutions. With similar ideas, we also achieve a linear speed up for the harder case of bootstrapping. Finally, we extend these techniques to improve upon an optimization of k-NN CP for regression. We evaluate our findings empirically, and discuss when methods are suitable for CP optimization.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

gchers/exact-cp-optimization officialmentioned in papermentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Anomaly Detectionregression

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

k-NN

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections