Risk-Controlled Post-Processing of Decision Policies

• URL: http://arxiv.org/abs/2605.06479v1
• Date: Thu, 07 May 2026 16:03:24 GMT
• Title: Risk-Controlled Post-Processing of Decision Policies
• Abstract summary: We study risk-controlled post-processing: given a deterministic baseline policy, choose a new policy that maximizes agreement with the baseline subject to a chance constraint on a user-specified loss.<n>We show that the optimal policy has a threshold structure: it follows the baseline except on contexts where switching to the fallback policy yields a large reduction in conditional violation risk.<n>Experiments on a COVID-19 radiograph diagnosis task, an LLM routing problem, and a synthetic multiclass decision task show that targeted post-processing can meet or nearly meet risk budgets while preserving substantially more agreement with the baseline than score-blind random mixing
• Score: 38.38357747696667
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Predictive models are often deployed through existing decision policies that stakeholders are reluctant to change unless a risk constraint requires intervention. We study risk-controlled post-processing: given a deterministic baseline policy, choose a new policy that maximizes agreement with the baseline subject to a chance constraint on a user-specified loss. At the population level, we show that the optimal policy has a threshold structure: it follows the baseline except on contexts where switching to the oracle fallback policy yields a large reduction in conditional violation risk. At the finite-sample level, given a fitted fallback policy and score, we develop a post-processing algorithm that uses calibration data to select a threshold. Leveraging tools from algorithmic stability and stochastic processes, we show that under regularity conditions, in the i.i.d. setting, the expected excess risk of the post-processed policy is $O(\log n/n)$. In the special case when an exact-safe fallback policy is available, the algorithm achieves precise expected risk control under exchangeability. In this setting, we also give high-probability near-optimality guarantees on the post-processed policy. Experiments on a COVID-19 radiograph diagnosis task, an LLM routing problem, and a synthetic multiclass decision task show that targeted post-processing can meet or nearly meet risk budgets while preserving substantially more agreement with the baseline than score-blind random mixing.

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