stat.MLJun 13, 2026

Conformal Candidate Certification for Offline Model-Based Optimization

Authors: Seungjin Choi

Organizations: CROID Research and aSSIST University, Seoul, Korea.

Abstract

Offline model-based optimization (MBO) proposes candidates by optimizing a surrogate trained on a fixed historical dataset. Because candidates are deliberately out-of-distribution, surrogate rankings are least reliable exactly where the optimizer is most aggressive, yet existing methods provide no per-candidate statistical certificate that a design meets a target threshold. We propose \emph{Conformal Candidate Certification} (CCC), a post-hoc wrapper that attaches a calibrated one-sided lower bound to each candidate and advances only those whose bound exceeds the target. We show that entropy-regularized surrogate maximization induces a Gibbs-tilted proposal, so the same surrogate supplies importance weights for weighted conformal prediction without a separate density-ratio estimation step. In a controlled synthetic study, CCC certifies 16.7%16.7\% of an aggressive proposal pool with empirical coverage 0.990 at nominal 0.90, while standard conformal prediction ignoring the covariate shift collapses to 0.416 coverage.

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