Policy-driven Conformal Prediction for Trustworthy QoT Estimation

Uncertainty quantification is essential when deploying machine learning models in safety-critical applications. Online conformal prediction (OCP) provides theoretically principled uncertainty quantification for arbitrary black-box classifiers and non-i.i.d. data streams by constructing prediction sets that are guaranteed to contain the true label at a user-specified frequency. OCP usually updates prediction sets using feedback from previously deployed predictions. We instead study an OCP setting beyond feedback: on each round, the learner can either output a prediction set or query the correct label, but not both. Thus, no deployed prediction is ever evaluated directly. We reduce this problem to a partial monitoring game in which prediction actions return no observation and a separate query action reveals the label. The reward function is constructed in a way that encourages the learner to output small prediction sets while ensuring that the correct label is covered with a sufficiently high probability. To solve this game, we develop OCP with queries (OCPQ) by adapting the label efficient forecaster of Cesa-Bianchi, Lugosi, and Stoltz (2004) to our setting. For any black box classifier and any (non-i.i.d.) oblivious data stream of length $T$, OCPQ has $O(T^{2/3})$ expected regret and expected coverage at least $β-O(T^{-1/3})$ for a user-defined $β$, while querying only an expected $T^{-1/3}$ fraction of rounds. This provides coverage comparable to bandit-based OCP methods while requiring no feedback from deployed prediction sets. Experiments on real-world datasets further demonstrate the effectiveness of our approach.

Quantization can preserve predictive accuracy under low-bit deployment while silently breaking algorithmic recourse: an actionable change that flips a decision before quantization may fail after quantization, or become substantially more costly. We formalize counterfactual sensitivity under quantization through validity, cost, and direction stability, and introduce two metrics: Validity Drop (VD) and Counterfactual Recourse Gap (CRG) that reveal recourse failures invisible to accuracy. We propose Counterfactual-Faithful Quantization (CFQ), which trains quantizer parameters and mixed-precision bit allocation to preserve counterfactual behavior by enforcing the target outcome at teacher recourse points under a global bit budget. A margin-based analysis gives a sufficient condition for recourse transfer under bounded quantization perturbations. Experiments on Adult, German Credit, and COMPAS show that accuracy-matched baselines can significantly degrade recourse stability, while CFQ maintains accuracy and substantially improves VD and CRG across bit budgets.

We consider the problem of uncertainty quantification for a pretrained classification model deployed under unknown distribution shift. We propose Audited Conformal Prediction (ACP), a method that leverages a small labeled dataset from the target population to train an auxiliary audit model identifying inputs where the legacy model is likely to fail. By integrating the audit model's outputs into the conformal prediction framework, ACP produces prediction sets that guarantee marginal coverage while achieving substantially higher conditional coverage in practice than existing approaches. We develop and analyze two complementary integration strategies -- one targeting marginal coverage with improved conditional performance, the other providing explicit group-conditional coverage guarantees -- and establish theoretical guarantees for both. Experiments on synthetic and real-world datasets validate the method and illustrate trade-offs between prediction set size and conditional coverage.