Recertifying decisions via e-closure: uniform improvements of conformal risk control and randomized e-BH

Özetle: Statistical procedures often control expected loss at a prescribed level while leaving part of their risk budget unused.

Özet

Statistical procedures often control expected loss at a prescribed level while leaving part of their risk budget unused. Building on the e-value representation of risk-controlled decisions and the e-closure principle for multiple testing, we formulate recertification, a general paradigm for improving procedures by exploiting computable slack in their validity certificates. A valid procedure's losses normalized by their risk budgets form a state-indexed e-value collection; conversely, decisions whose normalized losses are bounded by this collection inherit its risk guarantees. Recertification uses distributional structure to quantify slack, enlarge the certifying e-values while preserving validity, and construct less conservative decisions. We develop two applications. For conformal risk control (CRC) with a known loss family, recertification redistributes unused risk budget among the held-out points of each hypothetical augmented sample. The resulting controller is valid under every finite exchangeable law and no more conservative than CRC on any calibration sample. For convex losses on an interval of actions, repeated recertification converges geometrically to an admissible controller. For false discovery rate control with arbitrarily dependent e-values, recertification exploits unused conditional budgets in randomized e-BH. It yields a closed-form randomized procedure whose rejection set contains that of randomized e-BH for every realization of the shared randomization and whose expected number of rejections is maximal subject to the same conditional budget constraints. Recertifying with the larger e-collection of closed e-BH gives a second closed-form procedure whose rejection set contains that of the first. Experiments on CIFAR-100 hierarchical classification and multiple testing simulations demonstrate improved budget utilization, informativeness and power over the baselines.

Orijinal Özet (İngilizce)

Statistical procedures often control expected loss at a prescribed level while leaving part of their risk budget unused. Building on the e-value representation of risk-controlled decisions and the e-closure principle for multiple testing, we formulate recertification, a general paradigm for improving procedures by exploiting computable slack in their validity certificates. A valid procedure's losses normalized by their risk budgets form a state-indexed e-value collection; conversely, decisions whose normalized losses are bounded by this collection inherit its risk guarantees. Recertification uses distributional structure to quantify slack, enlarge the certifying e-values while preserving validity, and construct less conservative decisions. We develop two applications. For conformal risk control (CRC) with a known loss family, recertification redistributes unused risk budget among the held-out points of each hypothetical augmented sample. The resulting controller is valid under every finite exchangeable law and no more conservative than CRC on any calibration sample. For convex losses on an interval of actions, repeated recertification converges geometrically to an admissible controller. For false discovery rate control with arbitrarily dependent e-values, recertification exploits unused conditional budgets in randomized e-BH. It yields a closed-form randomized procedure whose rejection set contains that of randomized e-BH for every realization of the shared randomization and whose expected number of rejections is maximal subject to the same conditional budget constraints. Recertifying with the larger e-collection of closed e-BH gives a second closed-form procedure whose rejection set contains that of the first. Experiments on CIFAR-100 hierarchical classification and multiple testing simulations demonstrate improved budget utilization, informativeness and power over the baselines.

Kaynak: arXiv:2610.35821 · PDF