Conformal Prediction for Compositional Data

• URL: http://arxiv.org/abs/2511.18141v1
• Date: Sat, 22 Nov 2025 17:57:39 GMT
• Title: Conformal Prediction for Compositional Data
• Authors: Lucas P. Amaral, Luben M. C. Cabezas, Thiago R. Ramos, Gustavo H. G. A. Pereira,
• Abstract summary: We introduce a split conformal approach based on quantile residuals and a highest-density region strategy that combines a fast coordinate-floor approximation with an internal grid refinement to restore sharpness.<n>A comprehensive Monte Carlo study spanning homoscedastic and heteroscedastic designs shows that the quantile residual and grid-refined HDR methods achieve empirical coverage close to the nominal 90% level.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: In this work, we propose a set of conformal prediction procedures tailored to compositional responses, where outcomes are proportions that must be positive and sum to one. Building on Dirichlet regression, we introduce a split conformal approach based on quantile residuals and a highest-density region strategy that combines a fast coordinate-floor approximation with an internal grid refinement to restore sharpness. Both constructions are model-agnostic at the conformal layer and guarantee finite-sample marginal coverage under exchangeability, while respecting the geometry of the simplex. A comprehensive Monte Carlo study spanning homoscedastic and heteroscedastic designs shows that the quantile residual and grid-refined HDR methods achieve empirical coverage close to the nominal 90\% level and produce substantially narrower regions than the coordinate-floor approximation, which tends to be conservative. We further demonstrate the methods on household budget shares from the BudgetItaly dataset, using standardized socioeconomic and price covariates with a train, calibration, and test split. In this application, the grid-refined HDR attains coverage closest to the target with the smallest average widths, closely followed by the quantile residual approach, while the simple triangular HDR yields wider, less informative sets. Overall, the results indicate that conformal prediction on the simplex can be both calibrated and efficient, providing practical uncertainty quantification for compositional prediction tasks.

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