arXiv Machine Learning By Hyeonsu Lee, Juyeon Kim, Erkhembayar Jadamba, Seungjin Choi, Hyunjin Shin

Split Conformal Prediction with Label-Shift-Adjusted Bayesian Scores

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The paper introduces the Label-Shift-Adjusted Bayesian Score (LSA score), a nonconformity measure for conformal prediction that corrects Bayesian scores under label shift by applying an importance-weighted transformation of the source predictive distribution. Unlike residual-based scores that produce uniform-width intervals, the LSA score yields shorter, adaptive intervals while maintaining comparable coverage in the target domain. Experiments on molecular property prediction demonstrate that the LSA score outperforms both residual-based and source-based Bayesian scores, though all methods experience some coverage loss under stronger shifts due to density-ratio estimation challenges.

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