When Can We Trust the Matching Principle? Robust Deployment Geometry Under Finite-Sample and Model Uncertainty
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Conformal Calibration Transfer addresses the challenge of applying conformal prediction when labeled calibration data is only available in a source space, while predictions are needed in a target space linked via unlabeled paired observations. The proposed Transported Conformal Calibration (TCC) method transports source calibration into the target domain and then corrects residual mismatches using only unlabeled target inputs, with two variants: TCC‑KS, which conservatively adjusts calibration based on a label‑free uncertainty surrogate, and weighted‑TCC, which reweights transported calibration for efficiency when weights are stable. Finite‑sample target‑domain coverage guarantees are provided, and experiments on CIFAR‑100‑C, Tiny‑ImageNet‑C, and SEN12MS demonstrate reliable coverage transfer without labeled target data, along with label‑free diagnostics to signal when correction is required.
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CS-WCP introduces confidence‑set weighted conformal prediction to provide robust prediction sets for large‑language‑model judges when deployment traffic shifts the prevalence of task or policy groups. By constructing simultaneous exact intervals for source and target group masses and taking the union over all compatible ratio vectors, CS‑WCP achieves high coverage (mean 0.973) with few failures across 336 constructed traffic shifts, outperforming standard source conformal prediction. The method offers an auditable coverage safeguard under uncertain mixture weights, focusing on conservative tail protection rather than tighter set sizes.
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