Conformal Risk Control

Anastasios N. Angelopoulos
Stephen Bates
Adam Fisch
Lihua Lei
ICLR (2024)

Abstract

We extend conformal prediction to control the expected value of any monotone loss function. The
algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal
prediction, the conformal risk control procedure is tight up to an O(1/n) factor. Worked examples from
computer vision and natural language processing demonstrate the usage of our algorithm to bound the
false negative rate, graph distance, and token-level F1-score.