Fairness in conformal prediction is often pursued through Mondrian calibration, which provides finite-sample coverage guarantees separately across groups. These guarantees, however, are coarse: substantial disparities can remain within finer strata. This coarse-to-fine fairness issue raises two questions: how severe can such disparities be, and how can they be mitigated? Aggregate disparities can depend on how groups are distributed across strata. For severity assessment, we introduce propensity standardization to examine the effect of population composition, and show how group composition can induce disagreement between aggregate and finer-stratum comparisons. For mitigation, we develop Tilted Mondrian to improve fairness compared to group-Mondrian at a finer level without additional model training. Tilted Mondrian retains groupwise coverage guarantees and mitigates coverage and prediction set size disparities within finer strata. Finally, we derive a method-agnostic bound that quantifies how much reduction in finer-stratum coverage disparity can be achieved.
Figures & tables
Figure 1: Top: Propensity standardization evaluates the aggregate–stratum set size disagreement. Bottom: Tilted Mondrian mitigates finer strata disparities and maintains groupwise coverage.
Figure 2: Tilted Mondrian mechanism for finer strata disparity mitigation.
Bias in Bios
Score
Reversals
Conflict strength
ESS
SIMPLE
20→2
0.101→0.006
0.833
APS
41→7
0.120→0.012
0.833
RAPS
56→1
0.151→0.008
0.833
SAPS
38→0
0.131→0.005
0.833
Table 1: Metrics before and after propensity standardization is applied. Top: Bias in Bios/ATUS across score functions s(x,y) . Bottom: Folktables with SIMPLE.
Experiment
Score
Lmax0→Lmaxθ
maxzmzθ
Harm
Δ∣C∣
Bias in Bios
SIMPLE
0.161→0.090
0.071 (surgeon)
0.010
0.012
Folktables occupation
SIMPLE
0.037→0.014
0.024 (Less than high school)
0.010
0.007
Folktables income
SIMPLE
0.033→0.024
0.009 (Bachelor)
0.003
0.001
ATUS
SIMPLE
0.010→0.013
0.001 (employed)
0.009
0.000
Table 2: Tilted Mondrian for coverage disparity mitigation.
Experiment
Score
Lmax,S0→Lmax,Sθ
maxzmz,Sθ
Harm
ΔCov(pp)
Bias in Bios
SIMPLE
0.065→0.063
0.005 (psychologist)
0.000
−0.041
Folktables occupation
SIMPLE
0.180→0.142
0.058 (High school or GED)
0.020
0.012
Folktables income
SIMPLE
0.188→0.146
0.041 (Graduate or professional)
0.003
0.007
ATUS
SIMPLE
0.240→0.238
0.002 (not in labor force)
0.002
0.000
Table 3: Tilted Mondrian for set size disparity mitigation.
Appendix figures & tables25 assets
Supplementary material from the paper’s appendix.
Appendix
Symbol
Meaning
X,Y,Y,K
Input, label, label space, and number of classes
s(x,y),q^α
Nonconformity score and split-conformal threshold
Cα(x),Mα(X)
Delivered prediction set and set size
α
Grid of nominal miscoverage levels used for curve reporting
α⋆
Selected information efficiency anchor
Mα+(X)
Nonempty set-size version used in Proposition 7
Appendix
Table 4: Notation often used in the main text and appendices. Tildes denote quantities induced by the profile target distribution QH ; they do not change the delivered prediction sets.
Setting
Year(s)
Train
Cal.
Prop./Tilt
Test
Total
Bias in Bios
all
127,023
79,390
79,390
31,756
317,559
Folktables occupation
2014
163,527
102,204
102,205
40,882
408,818
Folktables occupation
2015
162,130
101,331
101,332
40,533
405,326
Folktables occupation
2016–2018 each
164,195
102,622
102,622
41,049
410,488
Folktables income quintile
2014–2018 each
164,195
102,622
102,622
41,049
410,488
ATUS
all
71,356
44,683
44,655
17,783
178,477
Appendix
Table 5: Exact split sizes for the empirical reports. The split columns are training, calibration, propensity/tilt, and testing.
Table 6: Score policies, operating grids, and support rules. All raw-to-standardized arrows use the same test prediction sets.
Setting
Predictor and score
Profile H
Propensity model
Bias in Bios
DistilBERT top-10 occupation classifier; SIMPLE, APS, SAPS, and RAPS.
37-dimensional frozen probability profile.
Feed-forward neural-network propensity model with hidden layers (128,64) and ReLU activations; fitted on the propensity split.
Folktables occupation
Histogram gradient boosting on ACS person records, one model per year; SIMPLE.
37-dimensional frozen softmax profile; Gender and education are excluded from H .
Logistic propensity model with balanced class weights; fitted separately by year on the propensity split.
Folktables income quintile
Histogram gradient boosting for income quintiles, one model per year; SIMPLE.
22-dimensional frozen softmax profile; race and education are excluded from H .
Logistic propensity model with balanced class weights; fitted separately by year on the propensity split.
ATUS
Regularized histogram gradient boosting on diary, time, calendar, demographic, region, and household features; SIMPLE with APS, RAPS, and SAPS checks.
Four probability features: ptop1 , ptop2 , margin, and entropy.
Logistic propensity model fitted on the propensity split.
Appendix
Table 7: Prediction profiles and propensity models for the standardized report. The reporting weight model enters only the curve summaries on the test split.
Dataset
Alignment loss
Squared composition residual R2
Stratum-gap variance
Bias in Bios
66.5 – 72.6
98.7 – 99.3
60.7 – 69.9
Folktables occupation
85.1 – 92.8
75.0 – 94.2
85.9 – 92.6
Folktables income
60.0 – 72.5
88.8 – 92.2
55.0 – 69.0
ATUS
36.1 – 57.0
59.7 – 60.9
−88.8 – −5.9
Appendix
Table 8: Relative reductions (%) in grid-averaged alignment loss and its two components. Ranges are across scores or years; negative values denote increases.
Measure
Value
Effective sample size fraction
0.833
Profile mean standardized mean difference
0.0924→0.0133
Profile maximum standardized mean difference
0.4331→0.0458
Appendix
Table 9: Bias in Bios balance evaluations for the standardized report on the test split.
Measure
Raw
Standardized
Reversals, summed
930
614
High conflict strength reversals
400
1
Conflict strength
39.664
1.609
Years with reversal count drop
5/5
Years with strength drop
5/5
Median cell total variation
0.124
0.045
Appendix
Table 10: Folktables occupation evaluation summary across 2014–2018.
Measure
Raw
Standardized
Reversals, summed
922
717
High conflict strength reversals
85
0
Conflict strength
11.890
0.509
Years with reversal count drop
4/5
Years with strength drop
5/5
Median cell total variation
0.120
0.034
Appendix
Table 11: Folktables income quintile evaluation summary across 2014–2018.
Measure
Raw
Standardized
SIMPLE reversals
36
10
SIMPLE conflict strength
0.463730
0.002697
Maximum profile standardized mean difference
0.0817
0.0101
Employment cell total variation
0.142
0.091
Effective sample size fraction
0.981913
Appendix
Table 12: ATUS evaluation details for the primary SIMPLE score on the test split.
Report
Target population
Weight behavior
Interpretation
Raw group curve
Group-specific P(H∣G=g)
No reweighting
Observed-mixture burden delivered to each group.
Marginal-profile curve
Marginal distribution PH
1/e(H) and 1/{1−e(H)}
Full-population standardized contrast; sensitive to weak support.
Standardized curve
Common standardized distribution QH
Bounded factors 1−e(H) and e(H)
Propensity standardized contrast; bounded and stable.
Uniform-cell curve
Selected reporting cells equally weighted
Cell weights chosen by design
Cell-equal sensitivity summary; can overweight rare or unstable cells.
Appendix
Table 13: Several population indices for the same delivered set sizes. The paper uses the raw and standardized reports because together they show the observed burden and the standardized burden.
Experiment
Group and intervention stratum
Bias in Bios
Gender and occupation, with Z=Y
Folktables occupation
Gender and education bucket
Folktables income
Race group and education bucket
ATUS
Gender and employment status
Appendix
Table 14: Intervention cells for Tilted Mondrian.
kg0=∑i∈Dtilt:Gi=g1{Yi∈Cα,0(Xi)}.
Appendix
Algorithm 4 Tilted Mondrian CP with directional score shifting (detailed version of Algorithm 5.1 )
Experiment
Score
Lmax0→Lmaxθ
ΔLmax
maxzmzθ
Harm
Δ∣C∣
Bias in Bios
APS
0.046→0.043
0.003
0.008 (nurse)
0.0077
0.0414
Bias in Bios ( λ=0.01 )
RAPS
0.036→0.036
0.000
0.006 (nurse)
0.0050
0.3389
Bias in Bios
SAPS
0.178→0.083
0.095
0.173 (surgeon)
0.0082
0.0090
Folktables occupation
APS
0.105→0.090
0.015
0.019 (Bachelor)
0.0098
−0.1008
Folktables occupation
RAPS
0.101→0.084
0.017
0.017 (Less than high school)
0.0098
−0.0491
Folktables occupation
SAPS
0.028→0.013
0.015
0.022 (Bachelor)
0.0100
0.0078
Appendix
Table 15: Test APS, RAPS, and SAPS directional score intervention results. Columns follow Table 2 . Harm is the largest tilt split coverage loss among initially advantaged cells. Rounding values may conceal changes at higher precision.
Dataset
Score
Theorem 6 bound
Active term
Tilt split maxzmzθ
Test maxzmzθ
Bias in Bios
SIMPLE
0.156
gap dz
0.125
0.071
APS
0.028
ϵ -budget term
0.017
0.008
RAPS ( λ=0.01 )
0.041
gap dz
0.040
0.006
SAPS
0.166
gap dz
0.164
0.173
Folktables occupation
SIMPLE
0.037
gap dz
0.022
0.024
APS
0.039
ϵ -budget term
0.021
0.019
Appendix
Table 16: Tilt split result for Tilted Mondrian. The Theorem 6 bound is evaluated on the tilt split because the intervention feasibility constraints are checked there. The test column reports the corresponding achieved mitigation on the test split and is not used as a feasibility check.
Score
ϵ=.01
ϵ=.02
ϵ=.03
ϵ=.04
ϵ=.05
Bias in Bios
SIMPLE
0.1557/0.1245
0.1557/0.1197
0.1557/0.1268
0.1557/0.1341
0.1557/0.1363
APS
0.0276†/0.0169
0.0477/0.0169
0.0477/0.0169
0.0477/0.0169
0.0477/0.0169
RAPS ( λ=.01 )
0.0414/0.0399
0.0414/0.0399
0.0414/0.0399
0.0414/0.0399
0.0414/0.0399
SAPS
0.1656/0.1640
0.1656/0.1373
0.1656/0.1293
0.1656/0.1628
0.1656/0.1628
Folktables occupation
Appendix
Table 17: Sensitivity to the harm budget ϵ . Each entry reports Bϵ/Mϵ , where Bϵ is the Theorem 6 bound and Mϵ=maxzmzθ is the achieved tilt split mitigation. A † indicates that the ϵ -budget term is active in the bound; otherwise the original stratum gap dz is active.
Score
Method
Bias in Bios
Folktables occupation
Folktables income
ATUS
SIMPLE
Tilted
0.0436±0.0032
0.2579±0.0009
0.1915±0.0009
0.1390±0.0007
Cellwise
0.1118±0.0031
0.2722±0.0007
0.1930±0.0008
0.1536±0.0011
APS
Tilted
0.3786±0.0246
0.2789±0.0012
0.2259±0.0012
0.1185±0.0011
Cellwise
0.4068±0.0010
0.3005±0.0012
0.2262±0.0010
0.1133±0.0015
RAPS
Tilted
0.3036±0.0153
0.2391±0.0012
0.2259±0.0011
0.0998±0.0009
Cellwise
0.3687±0.0009
0.2619±0.0014
0.2262±0.0010
0.1041±0.0016
Appendix
Table 18: Set size dispersion under direct finer-cell calibration: Gini coefficient. For each resplit, let Si=∣C(Xi)∣ and Sˉ=n−1∑iSi . We compute G=(2n2Sˉ)−1∑i,j∣Si−Sj∣ . Entries are mean ± SD over the same 20 paired resplits. Lower is better; bold marks the lower value.
Score
Method
Bias in Bios
Folktables occupation
Folktables income
ATUS
SIMPLE
Tilted
0.068±0.007
0.397±0.001
0.286±0.002
0.203±0.001
Cellwise
0.209±0.006
0.417±0.002
0.289±0.002
0.222±0.002
APS
Tilted
0.564±0.040
0.411±0.002
0.350±0.002
0.172±0.002
Cellwise
0.609±0.002
0.427±0.002
0.352±0.001
0.165±0.002
RAPS
Tilted
0.467±0.028
0.372±0.002
0.350±0.002
0.145±0.002
Cellwise
0.557±0.001
0.390±0.002
0.352±0.001
0.152±0.003
Appendix
Table 19: Set size dispersion under direct finer-cell calibration: relative mean absolute deviation. For each resplit, let Si=∣C(Xi)∣ and Sˉ=n−1∑iSi . We compute RMAD=(nSˉ)−1∑i∣Si−Sˉ∣ . Entries are mean ± SD over the same 20 paired resplits. Lower is better; bold marks the lower value.
Table 20: SIMPLE robustness comparison between Tilted Mondrian and Boosted Tilted Mondrian. Tilted Mondrian (TM) is summarized over 20 resplits; Boosted Tilted Mondrian (BTM) over the ten shared resplits. For either method, ΔLmax=Lmax0−Lmaxfinal , where Lmax is the worst supported fine-grained coverage gap; positive values indicate improvement. Continuous entries are mean ± SD. Null interventions count the unchanged solution.
Tilt split final mean gap
Test final mean gap
Dataset
Tilted Mondrian
Boosted Tilted Mondrian
Tilted Mondrian
Boosted Tilted Mondrian
Bias in Bios
0.03291
0.05111
0.03353
0.04918
Folktables occupation
0.00812
0.01615
0.00994
0.01845
Folktables income
0.00067
0.00398
0.01127
0.01132
American Time Use Survey
0.00576
0.00641
0.01294
0.01047
Appendix
Table 21: Final mean fine-grained coverage gap on the SIMPLE resplits. Entries are averages across resplits; lower is better. This complements Table 20 , which reports worst-gap reduction, by measuring the average remaining disparity across strata.
Setting
Raw → standardized strength
Relative reduction median [P5, P95] (%)
Reversal D/T/I
Test ESS
Bias in Bios
SIMPLE
0.118±0.034→0.006±0.004
95.3[83.6,99.5]
49/0/1
0.824±0.004
APS
0.152±0.068→0.012±0.008
92.5[77.1,98.0]
48/1/1
0.824±0.004
SAPS
0.151±0.038→0.006±0.004
96.4[90.2,98.7]
50/0/0
0.824±0.004
RAPS
0.156±0.056→0.010±0.006
93.3[81.6,98.4]
49/1/0
0.824±0.004
Folktables occupation
Appendix
Table 22: Fixed model robustness of propensity standardization. Each row summarizes 50 calibration/propensity/test resplits. Conflict strength and normalized test effective sample size are reported as mean ± SD; relative reduction is the median [P5, P95]. D/T/I counts resplits in which standardization decreases, ties, or increases the reversal count.
Score
Lmax0→Lmaxθ
ΔLmax
Harm
Δ∣C∣
P/T/N
Bias in Bios
SIMPLE
0.172±0.031→0.104±0.031
−0.0680±0.0345
0.0090±0.0020
−0.0038±0.0034
20/0/0
APS
0.043±0.007→0.040±0.005
−0.0025±0.0030
0.0036±0.0022
−0.2955±0.2220
19/1/0
RAPS
0.041±0.009→0.034±0.007
−0.0074±0.0082
0.0046±0.0012
−0.4799±0.0959
12/7/1
SAPS
0.179±0.034→0.084±0.016
−0.0951±0.0328
0.0093±0.0011
−0.0071±0.0036
20/0/0
Folktables occupation
Appendix
Table 23: Fixed-model robustness of Tilted Mondrian for coverage. Each row summarizes 20 tilt/calibration/test resplits; continuous entries are mean ± SD. Lmax0 , Lmaxθ , ΔLmax , and Δ∣C∣ are evaluated on the test split. Harm is the largest tilt split coverage loss among initially advantaged cells. P/T/N counts positive, numerically tied, or negative test worst-gap reductions. All 320 mitigation problems satisfy the prespecified feasibility constraints.
Score
Lmax,S0→Lmax,Sθ
ΔLmax,S
Harm
ΔCov. (pp)
P/T/N
Bias in Bios
SIMPLE
0.066±0.024→0.065±0.025
−0.0013±0.0039
0.0038±0.0059
−0.001±0.013
5/12/3
APS
1.269±0.054→0.514±0.058
−0.7551±0.0790
0.0061±0.0064
−0.019±0.092
20/0/0
RAPS
1.163±0.041→0.515±0.050
−0.6480±0.0573
0.0052±0.0083
−0.028±0.089
20/0/0
SAPS
0.052±0.016→0.054±0.032
−0.0019±0.0301
0.0018±0.0022
−0.001±0.021
11/5/4
Folktables occupation
Appendix
Table 24: Fixed-model robustness of set-size-targeted Tilted Mondrian. Each row summarizes 20 tilt/calibration/test resplits; continuous entries are mean ± SD. Set-size gaps and ΔCov. are evaluated on the test split. Harm is the largest tilt split set-size increase among initially smaller set cells. P/T/N counts positive, tied, or negative test worst-gap reductions.
Coverage-targeted mitigation
Set-size-targeted mitigation
Score
ΔMˉ
maxg,z∣ΔMˉg,z∣
ΔCov. (pp)
maxg,z∣Δcg,z∣ (pp)
Bias in Bios
SIMPLE
−0.0038±0.0034
0.104±0.068
−0.001±0.013
0.352±0.551
APS
−0.2955±0.2220
0.887±0.443
−0.019±0.092
18.786±10.999
RAPS
−0.4799±0.0959
1.255±0.266
−0.028±0.089
12.836±9.650
SAPS
−0.0071±0.0036
0.137±0.050
−0.001±0.021
1.601±3.629
Appendix
Table 25: Cross-metric changes under the two Tilted Mondrian targets. Entries are mean ± SD over 20 fixed-model resplits. Under coverage-targeted mitigation, we report the overall and maximum-cell set-size changes. Under set-size-targeted mitigation, we report the overall and maximum-cell coverage changes in percentage points.
Coverage-targeted mitigation
Set-size-targeted mitigation
Score
median cell ∣ΔMˉ∣
max cell ∣ΔMˉ∣
median cell ∣ΔMˉ∣
max cell ∣ΔMˉ∣
Bias in Bios
SIMPLE
0.0048±0.0026
0.104±0.068
0.0000±0.0001
0.005±0.007
APS
0.1407±0.1041
0.887±0.443
0.0720±0.0391
1.191±0.116
RAPS
0.1920±0.1535
1.255±0.266
0.0535±0.0253
0.939±0.117
SAPS
0.0074±0.0035
0.137±0.050
0.0007±0.0011
0.016±0.035
Appendix
Table 26: Test set-size absolute change under both mitigation targets. For each resplit, we compute the median and maximum of ∣Mˉg,zθ−Mˉg,z0∣ over cells; entries are mean ± SD across 20 resplits.
Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions underlying split conformal calibration. First, we derive a conservation law and lower bound showing that pooled calibration incurs irreducible group-wise coverage distortion at a scale set by cross-group quantile heterogeneity. Second, we demonstrate that the two leading fairness definitions for conformal prediction, Equalized Coverage and Equalized Set Size, are fundamentally in tension. Third, we quantify the cost of moving between policies which treat groups separately or pool them. Experiments on synthetic and real data confirm the same bidirectional trade-off after finite-sample calibration. Our results show that, for the policy families studied here, calibration choice does not remove cross-group heterogeneity; it determines whether the resulting distortion appears in the coverage or size dimension, providing a principled lens for analyzing fairness-oriented calibration choices in practice.
Ziang Gao, Pengqi Liu, Archer Yi Yang +3
McGill University Montreal, Canada · TD Insurance Montreal, Canada · Layer 6 AI Toronto, Canada
Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces a fair conformal inference framework for classification tasks. The proposed method constructs prediction sets that guarantee conditional coverage on adaptively identified subgroups, which can be implicitly defined through nonlinear feature combinations. By balancing effectiveness and efficiency in producing compact, informative prediction sets and ensuring adaptive equalized coverage across unfairly treated subgroups, our approach paves a practical pathway toward trustworthy machine learning. Extensive experiments on both synthetic and real-world datasets demonstrate the effectiveness of the framework.
Senrong Xu, Yanke Zhou, Yuhao Tan +5
State Key Lab of Novel Software Technology, Nanjing University, China · ETH Zürich · Birkbeck, University of London
Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation (procedural fairness), we analyze the holistic decision-making pipeline to evaluate substantive fairness-the equity of downstream outcomes. Theoretically, we derive an upper bound that decomposes prediction-set size disparity into interpretable components, clarifying how label-clustered CP helps control method-driven contributions to unfairness. To facilitate scalable empirical analysis, we introduce an LLM-in-the-loop evaluator that approximates human assessment of substantive fairness across diverse modalities. Our experiments show that label-clustered CP often provides a favorable balance between utility and substantive fairness, while reducing set-size disparities in line with our theory. Finally, we empirically show that equalized set sizes, rather than coverage, strongly correlate with improved substantive fairness, enabling practitioners to design more fair CP systems. Our code is available at https://github.com/layer6ai-labs/llm-in-the-loop-conformal-fairness.