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Calibrating Without Labels: Source-Free Conformal Prediction Using Pseudo-Labels
Proceedings of the Fourteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 266:63-81, 2025.
Abstract
We address the problem of conformal prediction (CP) in the challenging setting of source-free domain adaptation (SFDA), where models must be calibrated using only unlabeled data from the target domain. Existing CP methods for domain shift rely heavily on labeled source data and importance weighting (IW), but we demonstrate that these approaches perform poorly in practice, even when source labels are available. As an alternative, we propose Source-Free Conformal Prediction (SFCP), a simple and effective method that replaces the unavailable target labels with pseudo-labels generated by the source model. We show both theoretically and empirically that, despite their inherent noise, these pseudo-labels can be reliably used to estimate conformal thresholds. Our method requires no access to source data and no hyperparameter tuning, making it particularly suitable for real-world SFDA scenarios. Experiments across more than 100 domain shifts demonstrate that SFCP achieves coverage levels comparable to oracle CP while consistently outperforming IWbased methods.