Structure-Adaptive Conformal Inference for Large-Scale Out-of-Distribution Testing

Out-of-distribution (OOD) detection is essential for deploying machine learning models in open-world and safety-critical scenarios, where test inputs may deviate from the training distribution and overconfident predictions on unknown samples can lead to unreliable decisions. Outlier Exposure (OE) has emerged as a promising OOD detection paradigm by introducing auxiliary outliers during training to enlarge the margin between in-distribution (ID) and OOD samples. Existing OE-based methods typically enlarge this margin by employing uniform labels to maximize the entropy of OOD samples over ID categories. However, we theoretically show that uniform labels inevitably disregard the relations between OOD samples and ID categories, termed the over-softening effect, leading to a suboptimal margin bound. Our theoretical analysis further reveals that explicitly exploiting such relations can instead yield improved OOD detection performance. Motivated by this insight, we propose \underline{A}daptive Confidence \underline{OE} (AOE), a simple yet effective method that leverages temperature scaling to recalibrate outlier labels. Specifically, AOE generates adaptive soft targets from temperature-scaled model predictions for OOD samples, where the learnable temperature smooths the prediction distribution without fully erasing class-wise relational information. By supervising OOD samples with these adaptive soft targets, AOE preserves the semantic proximity between OOD samples and ID categories while encouraging the softened targets to approach a high-entropy distribution, thereby suppressing overconfident OOD predictions and enlarging the separation margin. Extensive experiments across diverse benchmarks demonstrate the effectiveness of AOE.

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is often measured by the false discovery proportion (FDP), defined as the fraction of incorrect selections. Existing approaches typically control the expected value of the FDP, using methods such as the Benjamini-Hochberg procedure. This approach fails to provide high-probability bounds on the realized false discovery proportion and invalidates statistical guarantees if the rejection threshold is selected after inspecting the data. This paper establishes finite-sample, distribution-free upper bounds on the FDP that hold simultaneously over all possible rejection thresholds, enabling arbitrary post hoc selection of the threshold. Simultaneous validity is achieved by constructing a high-probability envelope for the empirical distribution function of null conformal p-values by sampling from their joint distribution. Furthermore, our framework allows practitioners to modulate the envelope's shape, thereby producing tight bounds in rejection regions of primary interest. We use this flexible approach to derive simultaneous FDP upper bounds for both outlier detection and conformal selection. We demonstrate through synthetic and real-data experiments that the resulting bounds are both valid and substantially less conservative than those derived from existing approaches.

Out-of-Distribution (OOD) data poses a significant threat to machine learning models, often leading to model failure during deployment. All existing OOD detection methods are post-hoc, relying on evaluation metrics such as accuracy and AUC-ROC during inference to indirectly assess the model's response to OOD data by measuring deviations. In contrast to existing approaches, the proposed work shifts the paradigm from OOD detection to OOD prediction by proposing a pre-hoc anticipatory framework called PLSP for OOD prediction. We make several key contributions: (a) a dataset-independent metric called the CREDibility Score (CREDS) is proposed for OOD prediction; (b) credibility curves are introduced to study the maximum credibility a model can attain; and (c) credibility heat maps (and volume under surface) are introduced to characterize pre-hoc model behavior across different datasets. This work provides a novel perspective on signal processing under distributional shifts. Experiments across multiple datasets demonstrate that the proposed metric serves as a valuable measure for improving the robustness of machine learning models toward OOD prediction.