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This research introduces Self-Organized Conformal Prediction (SOCP), an unsupervised method that uses Self-Organizing Maps to address systematic coverage gaps in heterogeneous feature spaces. By dynamically grouping data points without requiring labeled partitions, the technique improves local validity guarantees while maintaining computational efficiency across standard benchmarks. It offers a practical advancement for deploying conformal prediction in real-world scenarios where data distributions vary significantly across regions.
Self-Organized Conformal Prediction: Reducing Regional Coverage Gaps with Unsupervised Group Discovery
arXiv:2606.29403v2 Announce Type: replace-cross Abstract: Conformal prediction guarantees marginal coverage, but a pooled calibration quantile can hide systematic undercoverage across heterogeneous regions of the feature space. We introduce Self-Organized Conformal Prediction (SOCP), a calibration scheme that discovers input-space groups with an unsupervised Self-Organizing Map (SOM) trained without calibration labels. At prediction time, the query's best-matching unit (BMU) draws a calibration buffer from one cell, a fixed grid neighborhood, or a prototype-based enlargement. When fixed neighborhoods are too sparse, Regime 3 adds cells by prototype distance, using a global budget selected from training-cell occupancies and the planned calibration size before any calibration score is observed. The predictor and nonconformity score remain unchanged. Cell-only retrieval has exact cell-conditional validity, and each fixed union of cells has exact retrieved-set validity. Interpreting a neighborhood threshold at its central cell incurs an explicit Kolmogorov-Smirnov (KS) bias term. Across ten regression and classification benchmarks, SOCP reduces the weighted coverage gap relative to pooled split conformal prediction on nine datasets. The mean relative change is $-14.3\%$, at a mean output-size change of $+3.0\%$. Under fixed-neighborhood retrieval, SO composition lowers the ten-seed mean WCovGap in $43$ of the $50$ dataset-score comparisons, while SO-SCP lowers it on average over paired seeds for every dataset at all three tested external partition granularities. These results provide a concise route to group-local calibration without supervised partitions or predictor retraining with a diagnostic toolkit, while keeping the cost and limits of locality explicit.
Abstract:Conformal prediction guarantees marginal coverage, but a pooled calibration quantile can hide systematic undercoverage across heterogeneous regions of the feature space. We introduce Self-Organized Conformal Prediction (SOCP), a calibration scheme that discovers input-space groups with an unsupervised Self-Organizing Map (SOM) trained without calibration labels. At prediction time, the query's best-matching unit (BMU) draws a calibration buffer from one cell, a fixed grid neighborhood, or a prototype-based enlargement. When fixed neighborhoods are too sparse, Regime 3 adds cells by prototype distance, using a global budget selected from training-cell occupancies and the planned calibration size before any calibration score is observed. The predictor and nonconformity score remain unchanged. Cell-only retrieval has exact cell-conditional validity, and each fixed union of cells has exact retrieved-set validity. Interpreting a neighborhood threshold at its central cell incurs an explicit Kolmogorov-Smirnov (KS) bias term. Across ten regression and classification benchmarks, SOCP reduces the weighted coverage gap relative to pooled split conformal prediction on nine datasets. The mean relative change is $-14.3\%$, at a mean output-size change of $+3.0\%$. Under fixed-neighborhood retrieval, SO composition lowers the ten-seed mean WCovGap in $43$ of the $50$ dataset-score comparisons, while SO-SCP lowers it on average over paired seeds for every dataset at all three tested external partition granularities. These results provide a concise route to group-local calibration without supervised partitions or predictor retraining with a diagnostic toolkit, while keeping the cost and limits of locality explicit.
44 pages, 28 figures, 15 tables. Major revision: (i) expanded evaluation from 8 to 10 benchmarks, (ii) added a training-routed sparse-buffer regime, score and calibrator ablations, partition-transfer experiments, and conditional-coverage diagnostics, and (iii) revised presentation
Machine Learning (stat.ML); Artificial Intelligence (cs.AI); Machine Learning (cs.LG)
arXiv:2606.29403 [stat.ML]
(or arXiv:2606.29403v2 [stat.ML] for this version)
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