How Much Imprecision is Enough Imprecision in my Classifier? A Practical Elicitation Procedure

Conformal prediction (CP) is a widely used frequentist framework to quantify uncertainty by constructing prediction sets with user-specified marginal coverage guarantees. In practice, CP is typically applied on top of probabilistic classifiers, which are able to express aleatoric but not epistemic uncertainty. In this paper, we consider the question of how to optimally employ CP on top of a more expressive formalism, namely credal sets, which can express both aleatoric and epistemic uncertainty. More specifically, we propose probabilistic Bernoulli prediction sets (BPS) and derive a variant that achieves conditional coverage for valid credal sets while remaining minimal in expected size. We then address the more realistic scenario in which the validity of the credal sets is not guaranteed. Assuming access to calibration data with ground-truth distributions over labels, we apply conformal risk control to BPS and derive a PAC-style guarantee: with high probability over the data, the achieved conditional coverage is at least the desired level. We validate our theoretical findings empirically over various datasets.

Imprecise annotations may support several plausible labelling distributions, yet learning methods often resolve this ambiguity into a single predictive distribution. This can obscure what the annotation evidence leaves unresolved. We introduce epistemic learning from credal supervision, a framework that uses convex sets of plausible labelling distributions, called credal sets, as supervision and learns sets of predictive distributions. We instantiate the framework with the pessimistic--optimistic credal classifier (POCC), which combines a shared backbone with two classification heads trained to minimise worst-case and best-case losses over the supervision sets. Their outputs define a predictive credal set whose spread provides an uncertainty score. We also show how credal labels can be obtained through a simple relaxation of existing probabilistic labels, reducing commitment to their precise probability assignments. This construction admits closed-form inner optimisation under cross-entropy loss, enabling efficient training. Assuming the supervision sets contain the true conditional label distributions, and other regularity assumptions, we establish a finite-sample generalisation bound for the averaged predictor with an explicit penalty for supervision imprecision. We evaluate POCC using human annotator disagreement and teacher predictions, alongside label smoothing as a controlled proxy for annotation imprecision. Across these settings, POCC achieves a favourable balance of predictive accuracy, calibration, and uncertainty-based selective classification versus competitive baselines.

A prediction that is both confident and wrong is a critical reliability failure because it can bypass abstention and human review precisely when the model is mistaken. Empirical risk minimization (ERM) controls average loss but not this failure directly, while calibration, uncertainty estimation, conformal risk control, and selective prediction methods target related reliability properties rather than bounding the joint failure event during training. We propose ReliableNet, which constrains the Joint Confident-Wrong (JCW) probability, the probability that a prediction is simultaneously confident and incorrect, below a user-specified risk budget $α\in(0,1)$. We formulate this as a chance-constrained ERM problem, use a conservative smooth inner approximation whose population feasibility implies the original JCW constraint. Across four tabular and two image datasets, ReliableNet is the only method certified within the JCW budget for every dataset and seed in distribution, when compared against baselines spanning ERM, post-hoc calibration, conformal risk control, and selective prediction. Under demographic, ambiguity, spurious-correlation, novel-class, and covariate shifts, it achieves the lowest empirical JCW among the compared methods while remaining very competitive in accuracy, coverage, calibration, and selective prediction. Risk-coverage results further indicate that ReliableNet achieves better selective ranking than the benchmark methods on most datasets. Overall, ReliableNet provides a principled approach to trustworthy classification.