Transductive Conformal Inference for Ranking
- URL: http://arxiv.org/abs/2501.11384v1
- Date: Mon, 20 Jan 2025 10:24:33 GMT
- Title: Transductive Conformal Inference for Ranking
- Authors: Jean-Baptiste Fermanian, Pierre Humbert, Gilles Blanchard,
- Abstract summary: We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms.
We focus on a specific scenario where $n + m$ items are to be ranked by some ''black box'' algorithm.
- Score: 8.050897403457995
- License:
- Abstract: We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n + m$ items are to be ranked by some ''black box'' algorithm. It is assumed that the relative (ground truth) ranking of n of them is known. The objective is then to quantify the error made by the algorithm on the ranks of the m new items among the total $(n + m)$. In such a setting, the true ranks of the n original items in the total $(n + m)$ depend on the (unknown) true ranks of the m new ones. Consequently, we have no direct access to a calibration set to apply a classical CP method. To address this challenge, we propose to construct distribution-free bounds of the unknown conformity scores using recent results on the distribution of conformal p-values. Using these scores upper bounds, we provide valid prediction sets for the rank of any item. We also control the false coverage proportion, a crucial quantity when dealing with multiple prediction sets. Finally, we empirically show on both synthetic and real data the efficiency of our CP method.
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