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Transductive Conformal Inference With Adaptive Scores: Conclusion, Acknowledgements and References by@transduction

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by Transduction University PapersFebruary 28th, 2024

This paper is available on arxiv under CC 4.0 license.

**Authors:**

(1) Ulysse Gazin, Universit´e Paris Cit´e and Sorbonne Universit´e, CNRS, Laboratoire de Probabilit´es, Statistique et Mod´elisation,

(2) Gilles Blanchard, Universit´e Paris Saclay, Institut Math´ematique d’Orsay,

(3) Etienne Roquain, Sorbonne Universit´e and Universit´e Paris Cit´e, CNRS, Laboratoire de Probabilit´es, Statistique et Mod´elisation.

- Abstract & Introduction
- Main results
- Application to prediction intervals
- Application to novelty detection
- Conclusion, Acknowledgements and References
- Appendix A: Exact formulas for Pn,m
- Appendix B: Numerical bounds and templates
- Appendix C: Proof
- Appendix D: Explicit control of (16) for α=0
- Appendix E: Proof of Corollary 4.1
- Appendix F: The Simes inequality
- Appendix G: Uniform FDP bound for AdaDetect
- Appendix H: Additional experiments

The main takeaway from this work is the characterization of a “universal” joint distribution Pn,m for conformal p-values based on n calibration points and m test points. We derived as a consequence a non-asymptotic concentration inequality for the p-value empirical distribution function; numerical procedures can also be of use for calibration in practice. This entails uniform error bounds on the false coverage/false discovery proportion that hold with high probability, while standard results are only marginal or in expectation and not uniform in the decision. Since the results hold under the score exchangeability assumption only, they are applicable to adaptive score procedures using the calibration and test sets for training.

We would like to thank Anna Ben-Hamou and Claire Boyer for constructive discussions and Ariane Marandon for her support with the code. The authors acknowledge the grants ANR-21-CE23-0035 (ASCAI) and ANR-19-CHIA-0021-01 (BISCOTTE) of the French National Research Agency ANR and the Emergence project MARS.

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