Title: Conformal Prediction for Long-Tailed Classification
Primary area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
Keywords: conformal prediction, uncertainty quantification, long tail, class imbalance, fine-grained image classification

Abstract: Many real-world classification problems, such as plant identification, have extremely long-tailed class distributions. In order for prediction sets to be useful in such settings, they should (i) provide good class-conditional coverage, ensuring that rare classes are not systematically omitted from the prediction sets, and (ii) be a reasonable size, allowing users to easily verify candidate labels. Unfortunately, existing conformal prediction methods, when applied to the long-tailed setting, force practitioners to make a binary choice between small sets with poor class-conditional coverage or sets with very good class-conditional coverage but that are extremely large. We propose methods with guaranteed marginal coverage that smoothly trade off between set size and class-conditional coverage. First, we introduce a new conformal score function, coined prevalence-adjusted softmax, that targets macro-coverage, a relaxed notion of class-conditional coverage. Second, we propose a label-weighted conformal prediction method that allows us to interpolate between marginal and class-conditional conformal prediction. We demonstrate our methods on Pl@ntNet-300K  and iNaturalist-2018, two long-tailed image datasets with 1,081 and 8,142 classes, respectively.