LEC: Linear Expectation Constraints for False-Discovery Control in Selective Prediction and Routing Systems
- URL: http://arxiv.org/abs/2512.01556v1
- Date: Mon, 01 Dec 2025 11:27:09 GMT
- Title: LEC: Linear Expectation Constraints for False-Discovery Control in Selective Prediction and Routing Systems
- Authors: Zhiyuan Wang, Aniri, Tianlong Chen, Yue Zhang, Heng Tao Shen, Xiaoshuang Shi, Kaidi Xu,
- Abstract summary: Large language models (LLMs) often generate unreliable answers, while uncertainty methods fail to fully distinguish correct from incorrect predictions.<n>We address this issue through the lens of false discovery rate (FDR) control, ensuring that among all accepted predictions, the proportion of errors does not exceed a target risk level.<n>We propose LEC, which reinterprets selective prediction as a constrained decision problem by enforcing a Linear Expectation Constraint.
- Score: 95.35293543918762
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Large language models (LLMs) often generate unreliable answers, while heuristic uncertainty methods fail to fully distinguish correct from incorrect predictions, causing users to accept erroneous answers without statistical guarantees. We address this issue through the lens of false discovery rate (FDR) control, ensuring that among all accepted predictions, the proportion of errors does not exceed a target risk level. To achieve this in a principled way, we propose LEC, which reinterprets selective prediction as a constrained decision problem by enforcing a Linear Expectation Constraint over selection and error indicators. Then, we establish a finite-sample sufficient condition, which relies only on a held-out set of exchangeable calibration samples, to compute an FDR-constrained, coverage-maximizing threshold. Furthermore, we extend LEC to a two-model routing mechanism: given a prompt, if the current model's uncertainty exceeds its calibrated threshold, we delegate it to a stronger model, while maintaining a unified FDR guarantee. Evaluations on closed-ended and open-ended question-answering (QA) datasets show that LEC achieves tighter FDR control and substantially improves sample retention over prior methods. Moreover, the two-model routing mechanism achieves lower risk levels while accepting more correct samples than each individual model.
Related papers
- SAFER: Risk-Constrained Sample-then-Filter in Large Language Models [38.97678256807034]
We introduce a two-stage risk control framework comprising abstention-aware sampling and conformalized filtering.<n>We show that SAFER is compatible with various task-specific admission criteria and calibration-test split ratios.
arXiv Detail & Related papers (2025-10-11T12:12:41Z) - Trusted Uncertainty in Large Language Models: A Unified Framework for Confidence Calibration and Risk-Controlled Refusal [31.458406135473805]
We present UniCR, a unified framework that turns heterogeneous uncertainty evidence into a calibrated probability of correctness.<n>UniCR learns a lightweight calibration head with temperature scaling and proper scoring.<n>Experiments on short-form QA, code generation with execution tests, and retrieval-augmented long-form QA show consistent improvements in calibration metrics.
arXiv Detail & Related papers (2025-09-01T13:14:58Z) - COIN: Uncertainty-Guarding Selective Question Answering for Foundation Models with Provable Risk Guarantees [51.5976496056012]
COIN is an uncertainty-guarding selection framework that calibrates statistically valid thresholds to filter a single generated answer per question.<n>COIN estimates the empirical error rate on a calibration set and applies confidence interval methods to establish a high-probability upper bound on the true error rate.<n>We demonstrate COIN's robustness in risk control, strong test-time power in retaining admissible answers, and predictive efficiency under limited calibration data.
arXiv Detail & Related papers (2025-06-25T07:04:49Z) - SConU: Selective Conformal Uncertainty in Large Language Models [59.25881667640868]
We propose a novel approach termed Selective Conformal Uncertainty (SConU)<n>We develop two conformal p-values that are instrumental in determining whether a given sample deviates from the uncertainty distribution of the calibration set at a specific manageable risk level.<n>Our approach not only facilitates rigorous management of miscoverage rates across both single-domain and interdisciplinary contexts, but also enhances the efficiency of predictions.
arXiv Detail & Related papers (2025-04-19T03:01:45Z) - COPU: Conformal Prediction for Uncertainty Quantification in Natural Language Generation [14.461333001997449]
Uncertainty Quantification (UQ) for Natural Language Generation (NLG) is crucial for assessing the performance of Large Language Models (LLMs)<n>We propose ourmethod, a method that explicitly adds the ground truth to the candidate outputs and uses logit scores to measure nonconformity.
arXiv Detail & Related papers (2025-02-18T07:25:12Z) - Equal Opportunity of Coverage in Fair Regression [50.76908018786335]
We study fair machine learning (ML) under predictive uncertainty to enable reliable and trustworthy decision-making.
We propose Equal Opportunity of Coverage (EOC) that aims to achieve two properties: (1) coverage rates for different groups with similar outcomes are close, and (2) the coverage rate for the entire population remains at a predetermined level.
arXiv Detail & Related papers (2023-11-03T21:19:59Z) - Reliability-Aware Prediction via Uncertainty Learning for Person Image
Retrieval [51.83967175585896]
UAL aims at providing reliability-aware predictions by considering data uncertainty and model uncertainty simultaneously.
Data uncertainty captures the noise" inherent in the sample, while model uncertainty depicts the model's confidence in the sample's prediction.
arXiv Detail & Related papers (2022-10-24T17:53:20Z) - Error-based Knockoffs Inference for Controlled Feature Selection [49.99321384855201]
We propose an error-based knockoff inference method by integrating the knockoff features, the error-based feature importance statistics, and the stepdown procedure together.
The proposed inference procedure does not require specifying a regression model and can handle feature selection with theoretical guarantees.
arXiv Detail & Related papers (2022-03-09T01:55:59Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.