Conformal Prediction for Dyadic Regression Under Complex Missingness
Summary
This paper introduces a novel framework for conformal prediction in dyadic regression problems, specifically addressing complex missingness mechanisms. It establishes super-uniformity of conformal prediction under distributional invariance conditions weaker than traditional exchangeability. A key theoretical contribution is a bijection argument that handles scenarios where the sample itself is a random subset of the index set, a setting previously unaddressed. The authors propose several conformal prediction procedures for jointly exchangeable arrays, including full conformal, split conformal, a row-column approach, and a selective conformal procedure. For missing elements, the framework establishes asymptotic validity for a graphon-weighted conformal procedure under a nonparametric graphon model, proving conditional validity for missing-not-at-random (MNAR) data. Empirical evaluations on synthetic data (e.g., n=200, alpha=0.1, rho_n=0.8) and the Cora network dataset (2708 publications, 10556 citations, 1433-dim features, 0.12 masking density) demonstrate the methods' coverage and width properties, with observed coverages of 0.9500 and 0.9488 for different splitting methods.
Key takeaway
For AI Scientists and Research Scientists working with network data, this framework offers robust methods for uncertainty quantification in dyadic regression, even with complex missingness or non-exchangeable data structures. You should consider applying the proposed full, split, or row-column conformal methods for sampled elements, or the graphon-weighted approach for missing entries, to ensure reliable prediction intervals. This is particularly relevant when dealing with adaptively chosen test points or data where missingness depends on unobserved variables.
Key insights
Conformal prediction can provide valid uncertainty quantification for dyadic regression with complex missingness and weaker invariance assumptions.
Principles
- Super-uniformity holds under transitive group actions, not just exchangeability.
- Joint exchangeability enables valid inference for missing-not-at-random (MNAR) data.
- Row-column approaches can yield narrower prediction intervals for symmetric arrays.
Method
Proposes full, split, row-column, and selective conformal prediction for sampled elements. For missing elements, uses graphon-weighted conformal prediction with estimated missingness probabilities.
In practice
- Use split conformal prediction for computational efficiency.
- Row-column approach improves interval width for symmetric arrays.
- Graphon-weighted conformal prediction handles MNAR data asymptotically.
Topics
- Conformal Prediction
- Dyadic Regression
- Missing Data
- Joint Exchangeability
- Network Data Analysis
- Uncertainty Quantification
- Graphon Models
Best for: AI Scientist, Research Scientist
Related on AIssential
Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.