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arXiv:2611.17059 · v1

Capacity-Constrained Delayed Feedback for Online Conformal Risk Control

首次提交 2026-11-13 00:37
版本更新 2026-11-13 00:37
雷达观测 2026-11-13 14:15
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摘要

Online conformal risk control (OCRC) enables reliable uncertainty quantification in machine learning by converting model outputs into prediction sets with long-term risk guarantees. These guarantees, however, hinge on the assumption that the loss of each round is revealed immediately and losslessly. In practice, feedback may be delayed, and limited resources may prevent tracking all pending predictions, causing some feedback to be lost. To address this challenge, we develop capacity-aware OCRC (CA-OCRC), a framework that jointly determines how to allocate limited tracking feedback capacity and how to construct prediction sets. CA-OCRC is based on a randomized tracking policy that samples a proxy delay to decide whether, and for how long, feedback for the current round is tracked. CA-OCRC updates the prediction sets via inverse probability weighting, compensating for the possibility of feedback lost due to delays and limited tracking capacity. We analyze risk bounds for both arbitrary and stochastic delays, revealing a trade-off between receiving more feedback and avoiding capacity saturation. Building on these bounds, we optimize the proxy delay distribution, showing scaling laws for the tracking capacity that ensure the same long-term risk as OCRC with unlimited feedback. Experiments on medical imaging, natural language processing, computer vision, and wireless communications show the effectiveness of CA-OCRC as compared to existing OCRC mechanisms.

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v1 · 2026-11-13 00:37 · 最新观测版本

Capacity-Constrained Delayed Feedback for Online Conformal Risk Control

Online conformal risk control (OCRC) enables reliable uncertainty quantification in machine learning by converting model outputs into prediction sets with long-term risk guarantees. These guarantees, however, hinge on the assumption that the loss of each round is revealed immediately and losslessly. In practice, feedback may be delayed, and limited resources may prevent tracking all pending predictions, causing some feedback to be lost. To address this challenge, we develop capacity-aware OCRC (CA-OCRC), a framework that jointly determines how to allocate limited tracking feedback capacity and how to construct prediction sets. CA-OCRC is based on a randomized tracking policy that samples a proxy delay to decide whether, and for how long, feedback for the current round is tracked. CA-OCRC updates the prediction sets via inverse probability weighting, compensating for the possibility of feedback lost due to delays and limited tracking capacity. We analyze risk bounds for both arbitrary and stochastic delays, revealing a trade-off between receiving more feedback and avoiding capacity saturation. Building on these bounds, we optimize the proxy delay distribution, showing scaling laws for the tracking capacity that ensure the same long-term risk as OCRC with unlimited feedback. Experiments on medical imaging, natural language processing, computer vision, and wireless communications show the effectiveness of CA-OCRC as compared to existing OCRC mechanisms.

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