Game-Theoretic Defenses for Robust Conformal Prediction Against Adversarial Attacks in Medical Imaging

Adversarial attacks pose significant threats to the reliability and safety of deep learning models, especially in critical domains such as medical imaging. This paper introduces a novel framework that integrates conformal prediction with game-theoretic defensive strategies to enhance model robustness against both known and unknown adversarial perturbations. We address three primary research questions: constructing valid and efficient conformal prediction sets under known attacks (RQ1), ensuring coverage under unknown attacks through conservative thresholding (RQ2), and determining optimal defensive strategies within a zero-sum game framework (RQ3). Our methodology involves training specialized defensive models against specific attack types and employing maximum and minimum classifiers to aggregate defenses effectively. Extensive experiments conducted on the MedMNIST datasets, including PathMNIST, OrganAMNIST, and TissueMNIST, demonstrate that our approach maintains high coverage guarantees while minimizing prediction set sizes. The game-theoretic analysis reveals that the optimal defensive strategy often converges to a singular robust model, outperforming uniform and simple strategies across all evaluated datasets. This work advances the state-of-the-art in uncertainty quantification and adversarial robustness, providing a reliable mechanism for deploying deep learning models in adversarial environments.

Adaptive Conformal Inference by Particle Filtering under Hidden Markov Models

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the conformity or nonconformity between predictions and true labels. However, conducting conformal inference for hidden states under hidden Markov models (HMMs) presents a significant challenge, as the hidden state data is unavailable, resulting in the absence of a true label set to serve as a conformal calibration set. This paper proposes an adaptive conformal inference framework that leverages a particle filtering approach to address this issue. Rather than directly focusing on the unobservable hidden state, we innovatively use weighted particles as an approximation of the actual posterior distribution of the hidden state. Our goal is to produce prediction sets that encompass these particles to achieve a specific aggregate weight sum, referred to as the aggregated coverage level. The proposed framework can adapt online to the time-varying distribution of data and achieve the defined marginal aggregated coverage level in both one-step and multi-step inference over the long term. We verify the effectiveness of this approach through a real-time target localization simulation study.

Conformalized Interval Arithmetic with Symmetric Calibration

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it traditionally focuses on single predictions. This paper introduces novel conformal prediction methods for estimating the sum or average of unknown labels over specific index sets. We develop conformal prediction intervals for single target to the prediction interval for sum of multiple targets. Under permutation invariant assumptions, we prove the validity of our proposed method. We also apply our algorithms on class average estimation and path cost prediction tasks, and we show that our method outperforms existing conformalized approaches as well as non-conformal approaches.

Entropy Reweighted Conformal Classification

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this paper, We propose an adaptive approach that considers the classifier's uncertainty and employs entropy-based reweighting to enhance the efficiency of prediction sets for conformal classification. Our experimental results demonstrate that this method significantly improves efficiency.

Conformal Thresholded Intervals for Efficient Regression

This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal framework and full conditional distribution estimation, CTI estimates the conditional probability density for a new response to fall into each interquantile interval using off-the-shelf multi-output quantile regression. CTI constructs prediction sets by thresholding the estimated conditional interquantile intervals based on their length, which is inversely proportional to the estimated probability density. The threshold is determined using a calibration set to ensure marginal coverage. Experimental results demonstrate that CTI achieves optimal performance across various datasets.

Weighted Aggregation of Conformity Scores for Classification

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency and informativeness. We propose a novel approach that combines multiple score functions to improve the performance of conformal predictors by identifying optimal weights that minimize prediction set size. Our theoretical analysis establishes a connection between the weighted score functions and subgraph classes of functions studied in Vapnik-Chervonenkis theory, providing a rigorous mathematical basis for understanding the effectiveness of the proposed method. Experiments demonstrate that our approach consistently outperforms single-score conformal predictors while maintaining valid coverage, offering a principled and data-driven way to enhance the efficiency and practicality of conformal prediction in classification tasks.

Trustworthy Classification through Rank-Based Conformal Prediction Sets

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of well-calibrated probabilities from modern classification models. We propose a novel conformal prediction method that employs a rank-based score function suitable for classification models that predict the order of labels correctly, even if not well-calibrated. Our approach constructs prediction sets that achieve the desired coverage rate while managing their size. We provide a theoretical analysis of the expected size of the conformal prediction sets based on the rank distribution of the underlying classifier. Through extensive experiments, we demonstrate that our method outperforms existing techniques on various datasets, providing reliable uncertainty quantification. Our contributions include a novel conformal prediction method, theoretical analysis, and empirical evaluation. This work advances the practical deployment of machine learning systems by enabling reliable uncertainty quantification.

Conformal Load Prediction with Transductive Graph Autoencoders

Predicting edge weights on graphs has various applications, from transportation systems to social networks. This paper describes a Graph Neural Network (GNN) approach for edge weight prediction with guaranteed coverage. We leverage conformal prediction to calibrate the GNN outputs and produce valid prediction intervals. We handle data heteroscedasticity through error reweighting and Conformalized Quantile Regression (CQR). We compare the performance of our method against baseline techniques on real-world transportation datasets. Our approach has better coverage and efficiency than all baselines and showcases robustness and adaptability.

User-customizable Shared Control for Fine Teleoperation via Virtual Reality

Shared control can ease and enhance a human operator's ability to teleoperate robots, particularly for intricate tasks demanding fine control over multiple degrees of freedom. However, the arbitration process dictating how much autonomous assistance to administer in shared control can confuse novice operators and impede their understanding of the robot's behavior. To overcome these adverse side-effects, we propose a novel formulation of shared control that enables operators to tailor the arbitration to their unique capabilities and preferences. Unlike prior approaches to customizable shared control where users could indirectly modify the latent parameters of the arbitration function by issuing a feedback command, we instead make these parameters observable and directly editable via a virtual reality (VR) interface. We present our user-customizable shared control method for a teleoperation task in SE(3), known as the buzz wire game. A user study is conducted with participants teleoperating a robotic arm in VR to complete the game. The experiment spanned two weeks per subject to investigate longitudinal trends. Our findings reveal that users allowed to interactively tune the arbitration parameters across trials generalize well to adaptations in the task, exhibiting improvements in precision and fluency over direct teleoperation and conventional shared control.

Fréchet Statistics Based Change Point Detection in Multivariate Hawkes Process

This paper proposes a new approach for change point detection in causal networks of multivariate Hawkes processes using Frechet statistics. Our method splits the point process into overlapping windows, estimates kernel matrices in each window, and reconstructs the signed Laplacians by treating the kernel matrices as the adjacency matrices of the causal network. We demonstrate the effectiveness of our method through experiments on both simulated and real-world cryptocurrency datasets. Our results show that our method is capable of accurately detecting and characterizing changes in the causal structure of multivariate Hawkes processes, and may have potential applications in fields such as finance and neuroscience. The proposed method is an extension of previous work on Frechet statistics in point process settings and represents an important contribution to the field of change point detection in multivariate point processes.