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Conformal Prediction with Partially Labeled Data
Proceedings of the Twelfth Symposium on Conformal
and Probabilistic Prediction with Applications, PMLR 204:251-266, 2023.
Abstract
While the predictions produced by conformal
prediction are set-valued, the data used for
training and calibration is supposed to be
precise. In the setting of superset learning or
learning from partial labels, a variant of weakly
supervised learning, it is exactly the other way
around: training data is possibly imprecise
(set-valued), but the model induced from this data
yields precise predictions. In this paper, we
combine the two settings by making conformal
prediction amenable to set-valued training data. We
propose a generalization of the conformal prediction
procedure that can be applied to set-valued training
and calibration data. We prove the validity of the
proposed method and present experimental studies in
which it compares favorably to natural baselines.