Conformal Score Calibration for Classification Model Uncertainty

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Solution Overview

Problem

Classification models often produce raw scores that do not accurately represent probability or model uncertainty, making it difficult to determine confidence in predictions and potentially leading to incorrect action decisions, especially when predictions are not properly calibrated.

Innovation Solution

The use of conformal scores, which are derived from raw output scores and calibrated with a threshold to ensure a specific error rate, allowing for confident classification and escalation of uncertain cases for further review.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Productivity

If raw output scores from classification models are used directly for decision-making, then the model can operate quickly and automatically, but the scores do not accurately represent probability or model uncertainty leading to potential incorrect actions

Engineering Contradiction:
Improveautomated decision-making speedVSAvoidprediction confidence accuracy
Core Design Contradiction:
ProductivityVSMeasurement precision

Solution Approach 1:

The patent introduces conformal scores as an intermediary transformation of raw model outputs. These conformal scores are calibrated to accurately represent prediction confidence and uncertainty, serving as a mediator between the raw model scores and decision-making thresholds. This allows automated decisions to be made with statistically guaranteed confidence levels without sacrificing speed.

Inventive Principle:
Principle #24Intermediary (Mediator)

Solution Approach 2:

The patent transforms the raw output scores into conformal scores through a calibration process that changes the parameter representation. By applying conformal prediction methods, the scores are reparameterized to reflect true probability calibration and uncertainty measures, enabling accurate confidence assessment while maintaining automated operation.

Inventive Principle:
Principle #35Parameter changes

2Ease of operation

If model predictions are used without calibration, then the model operation remains simple and fast, but the raw scores do not correspond to actual probability leading to unreliable automated actions

Engineering Contradiction:
Improvemodel operation simplicityVSAvoidprediction reliability
Core Design Contradiction:
Ease of operationVSReliability

Solution Approach 1:

The patent applies conformal calibration as a preliminary action during the model training or deployment phase. This pre-calibration step establishes the conformal thresholds and score transformations before the model is used for automated decisions, ensuring reliability is built-in from the start without adding complexity to the operational decision-making process.

Inventive Principle:
Principle #10Preliminary action

3Reliability

If conformal calibration is applied to ensure accurate error rates, then prediction reliability is improved, but additional processing steps are required to compute and apply conformal thresholds

Engineering Contradiction:
Improveclass membership guaranteeVSAvoidcalibration process complexity
Core Design Contradiction:
ReliabilityVSDevice complexity

Solution Approach 1:

The conformal calibration process is designed to be self-calibrating using the model's own predictions and a calibration dataset. The system automatically computes conformal thresholds and score transformations without requiring manual intervention or complex external calibration procedures, making the reliability improvement achievable with minimal additional complexity.

Inventive Principle:
Principle #25Self-service

4Productivity

If automated actions are taken based on model predictions, then productivity is improved, but incorrect actions may be taken when model uncertainty is not properly captured

Engineering Contradiction:
Improveautomated action efficiencyVSAvoidaction correctness
Core Design Contradiction:
ProductivityVSReliability

Solution Approach 1:

The patent replaces the mechanical threshold-based decision system with a statistically calibrated conformal prediction system. Instead of using arbitrary or simple probability thresholds, the system uses conformal thresholds that are mathematically guaranteed to control error rates, substituting the simple mechanical approach with a more robust statistical framework that maintains automated efficiency.

Inventive Principle:
Principle #28Mechanics substitution (Replace mechanical system)

Data Source

PatentUS20240330772A1Calibrated model intervention with conformal threshold
Publication Date: 2024.10.03 TORONTO DOMINION BANK THE
  • US20240330772A1 patent drawing
  • US20240330772A1 patent drawing
  • US20240330772A1 patent drawing

AI summary

A classification model is calibrated with a conformal threshold to determine a known error rate for classifications. Rather than directly use the model outputs, the classification model outputs are processed to a conformal score that is compared with a conformal threshold for determining whether a data sample is a member of a class. When a number of classes for the data sample that pass the conformal threshold for inclusion is a single class, an action associated with the class can confidently be applied with a known error rate. When the number of classes is zero or multiple classes, it may indicate sufficient uncertainty in the model prediction and the data sample may be escalated to another decision mechanism, such as manual review or a more complex classification model.