Conformal Prediction Sets Can Cause Disparate Impact

Although conformal prediction is a promising method for quantifying the uncertainty of machine learning models, the prediction sets it outputs are not inherently actionable. Many applications require a single output to act on, not several. To overcome this, prediction sets can be provided to a human who then makes an informed decision. In any such system it is crucial to ensure the fairness of outcomes across protected groups, and researchers have proposed that Equalized Coverage be used as the standard for fairness. By conducting experiments with human participants, we demonstrate that providing prediction sets can increase the unfairness of their decisions. Disquietingly, we find that providing sets that satisfy Equalized Coverage actually increases unfairness compared to marginal coverage. Instead of equalizing coverage, we propose to equalize set sizes across groups which empirically leads to more fair outcomes.

Conformal Prediction Sets Improve Human Decision Making

In response to everyday queries, humans explicitly signal uncertainty and offer alternative answers when they are unsure. Machine learning models that output calibrated prediction sets through conformal prediction mimic this human behaviour; larger sets signal greater uncertainty while providing alternatives. In this work, we study the usefulness of conformal prediction sets as an aid for human decision making by conducting a pre-registered randomized controlled trial with conformal prediction sets provided to human subjects. With statistical significance, we find that when humans are given conformal prediction sets their accuracy on tasks improves compared to fixed-size prediction sets with the same coverage guarantee. The results show that quantifying model uncertainty with conformal prediction is helpful for human-in-the-loop decision making and human-AI teams.