Notice: The reproducibility variables underlying each score are classified using an automated LLM-based pipeline, validated against a manually labeled dataset. LLM-based classification introduces uncertainty and potential bias; scores should be interpreted as estimates. Full accuracy metrics and methodology are described in [1].

Conformal Prediction as Bayesian Quadrature

Authors: Jake C. Snell, Thomas L. Griffiths

ICML 2025 | Venue PDF | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We conduct experiments on both synthetic data and calibration data collected from MS-COCO (Lin et al., 2014). For each data setting, we randomly generate M = 10,000 data splits. Each method is used to select λ with the goal of controlling the risk such that R(θ, λ) α for unknown θ. We compare algorithms on the basis of both the relative frequency of incurring risk greater than α and the prediction set size of the chosen λ.
Researcher Affiliation Academia 1Department of Computer Science, Princeton University 2Department of Psychology, Princeton University. Correspondence to: Jake C. Snell <EMAIL>.
Pseudocode No The paper describes methods in prose and does not contain structured pseudocode or algorithm blocks in the provided text.
Open Source Code Yes Code for our experiments is publicly available on Github.4
Open Datasets Yes We also compare methods on controlling the false negative rate of multilabel classification on the MS-COCO dataset (Lin et al., 2014).
Dataset Splits Yes For each data setting, we randomly generate M = 10,000 data splits.
Hardware Specification No The paper does not provide specific hardware details (e.g., exact GPU/CPU models, processor types, memory amounts, or detailed computer specifications) used for running its experiments.
Software Dependencies No The paper does not provide specific ancillary software details, such as library or solver names with version numbers, needed to replicate the experiment.
Experiment Setup Yes For each data setting, we randomly generate M = 10,000 data splits. Each method is used to select λ with the goal of controlling the risk such that R(θ, λ) α for unknown θ. We set n = 10, K = 4, and α = 0.4. Monte Carlo simulation of Dirichlet random variates with 1000 samples.