MENov 15, 2025
Aggregating Conformal Prediction Sets via α-AllocationCongbin Xu, Yue Yu, Haojie Ren et al.
Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to reduce prediction set size remains a major open challenge. Instead of selecting a single best score, this work introduces a principled aggregation strategy, COnfidence-Level Allocation (COLA), that optimally allocates confidence levels across multiple conformal prediction sets to minimize empirical set size while maintaining provable coverage. Two variants are further developed, COLA-s and COLA-f, which guarantee finite-sample marginal coverage via sample splitting and full conformalization, respectively. In addition, we develop COLA-l, an individualized allocation strategy that promotes local size efficiency while achieving asymptotic conditional coverage. Extensive experiments on synthetic and real-world datasets demonstrate that COLA achieves considerably smaller prediction sets than state-of-the-art baselines while maintaining valid coverage.
MLMay 8, 2025
Conformal Prediction with Cellwise Outliers: A Detect-then-Impute ApproachQian Peng, Yajie Bao, Haojie Ren et al.
Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the test feature are contaminated, such as in the case of cellwise outliers. To address this issue, this paper introduces a novel framework called detect-then-impute conformal prediction. This framework first employs an outlier detection procedure on the test feature and then utilizes an imputation method to fill in those cells identified as outliers. To quantify the uncertainty in the processed test feature, we adaptively apply the detection and imputation procedures to the calibration set, thereby constructing exchangeable features for the conformal prediction interval of the test label. We develop two practical algorithms, PDI-CP and JDI-CP, and provide a distribution-free coverage analysis under some commonly used detection and imputation procedures. Notably, JDI-CP achieves a finite sample $1-2α$ coverage guarantee. Numerical experiments on both synthetic and real datasets demonstrate that our proposed algorithms exhibit robust coverage properties and comparable efficiency to the oracle baseline.
MEMar 7
Conditional Rank-Rank Regression via Deep Conditional Transformation ModelsXiaoyi Wang, Long Feng, Zhaojun Wang
Intergenerational mobility quantifies the transmission of socio-economic outcomes from parents to children. While rank-rank regression (RRR) is standard, adding covariates directly (RRRX) often yields parameters with unclear interpretation. Conditional rank-rank regression (CRRR) resolves this by using covariate-adjusted (conditional) ranks to measure within-group mobility. We improve and extend CRRR by estimating conditional ranks with a deep conditional transformation model (DCTM) and cross-fitting, enabling end-to-end conditional distribution learning with structural constraints and strong performance under nonlinearity, high-order interactions, and discrete ordered outcomes where the distributional regression used in traditional CRRR may be cumbersome or prone to misconfiguration. We further extend CRRR to discrete outcomes via an $ω$-indexed conditional-rank definition and study sensitivity to $ω$. For continuous outcomes, we establish an asymptotic theory for the proposed estimators and verify the validity of exchangeable bootstrap inference. Simulations across simple/complex continuous and discrete ordered designs show clear accuracy gains in challenging settings. Finally, we apply our method to two empirical studies, revealing substantial within-group persistence in U.S. income and pronounced gender differences in educational mobility in India.
NEOct 31, 2019
An Automatic Design Framework of Swarm Pattern Formation based on Multi-objective Genetic ProgrammingZhun Fan, Zhaojun Wang, Xiaomin Zhu et al.
Most existing swarm pattern formation methods depend on a predefined gene regulatory network (GRN) structure that requires designers' priori knowledge, which is difficult to adapt to complex and changeable environments. To dynamically adapt to the complex and changeable environments, we propose an automatic design framework of swarm pattern formation based on multi-objective genetic programming. The proposed framework does not need to define the structure of the GRN-based model in advance, and it applies some basic network motifs to automatically structure the GRN-based model. In addition, a multi-objective genetic programming (MOGP) combines with NSGA-II, namely MOGP-NSGA-II, to balance the complexity and accuracy of the GRN-based model. In evolutionary process, an MOGP-NSGA-II and differential evolution (DE) are applied to optimize the structures and parameters of the GRN-based model in parallel. Simulation results demonstrate that the proposed framework can effectively evolve some novel GRN-based models, and these GRN-based models not only have a simpler structure and a better performance, but also are robust to the complex and changeable environments.
NEJun 2, 2019
Push and Pull Search Embedded in an M2M Framework for Solving Constrained Multi-objective Optimization ProblemsZhun Fan, Zhaojun Wang, Wenji Li et al.
In dealing with constrained multi-objective optimization problems (CMOPs), a key issue of multi-objective evolutionary algorithms (MOEAs) is to balance the convergence and diversity of working populations.
NEDec 16, 2018
Embedding Push and Pull Search in the Framework of Differential Evolution for Solving Constrained Single-objective Optimization ProblemsZhun Fan, Wenji Li, Zhaojun Wang et al.
This paper proposes a push and pull search method in the framework of differential evolution (PPS-DE) to solve constrained single-objective optimization problems (CSOPs). More specifically, two sub-populations, including the top and bottom sub-populations, are collaborated with each other to search global optimal solutions efficiently. The top sub-population adopts the pull and pull search (PPS) mechanism to deal with constraints, while the bottom sub-population use the superiority of feasible solutions (SF) technique to deal with constraints. In the top sub-population, the search process is divided into two different stages --- push and pull stages.An adaptive DE variant with three trial vector generation strategies is employed in the proposed PPS-DE. In the top sub-population, all the three trial vector generation strategies are used to generate offsprings, just like in CoDE. In the bottom sub-population, a strategy adaptation, in which the trial vector generation strategies are periodically self-adapted by learning from their experiences in generating promising solutions in the top sub-population, is used to choose a suitable trial vector generation strategy to generate one offspring. Furthermore, a parameter adaptation strategy from LSHADE44 is employed in both sup-populations to generate scale factor $F$ and crossover rate $CR$ for each trial vector generation strategy. Twenty-eight CSOPs with 10-, 30-, and 50-dimensional decision variables provided in the CEC2018 competition on real parameter single objective optimization are optimized by the proposed PPS-DE. The experimental results demonstrate that the proposed PPS-DE has the best performance compared with the other seven state-of-the-art algorithms, including AGA-PPS, LSHADE44, LSHADE44+IDE, UDE, IUDE, $ε$MAg-ES and C$^2$oDE.