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Efficient Multi-Label Conformal Classification
Proceedings of the Fifteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 329:750-760, 2026.
Abstract
In multi-label classification, the label space consists of the power set of a given set of class labels. Generating conformal classifiers for such tasks may be challenging, as the label space grows exponentially with the number of class labels, potentially resulting in a very high computational cost. Moreover, prediction sets containing label sets may be difficult to interpret; for example, the inclusion of a superset does not entail the inclusion of any of its subsets. A novel approach to multi-label conformal classification is proposed that addresses these problems by assuming an object-specific scoring function over the class labels, defining an ordering according to which labels are included in the prediction set. Results from an empirical investigation on six multi-label classification datasets, using both multiple single-target models and single multiple-target models, confirm that the theoretically guaranteed coverage is achieved and show that the choice of scoring function may have a substantial impact on predictive efficiency.