Occupancy-based Quantile Risk Control

Conformal risk control is an emerging framework for the safe deployment of machine learning models with finite-sample guarantees. To accommodate a broader class of risk notions, quantile risk control extends this framework to quantile-based risk measures. However, existing methods either suffer from excessive conservatism or lack rigorous finite-sample guarantees. To address these limitations, we introduce Occupancy-based Quantile Risk Control (OQRC), a novel method that provides tight risk control bounds with finite-sample validity. Our key idea is to formulate risk control as a finite-occupancy problem by partitioning the loss space with the ordered calibration losses. Specifically, we estimate the distribution of test losses across the resulting bins and upper-bound the risk by the maximum loss attained within each bin. We then select the parameter $λ$ such that this upper bound does not exceed a predefined threshold $α$ with high probability $1-δ$. Theoretically, we establish a finite-sample guarantee showing that OQRC yields tight risk control bounds that converge to the optimal bounds at a provable rate of $\mathcal{O}_ p(n^{-1/2})$. Extensive experiments demonstrate the effectiveness of our method, reducing the risk gap by up to 78.64\% on common benchmarks.

ProxyGuard: Direct Reliability Inference for Randomized Data Release Mechanisms with Shared Targets

Researchers often choose a proxy dataset from many releases, transformations, or seeds. Search can make an invalid release appear adequate, while one adequate release does not establish that its generator is reliable. ProxyGuard controls both errors using prespecified bounded risks and a sealed target set. Named-release mode corrects for multiplicity and certifies specific releases. Direct shared-target mode evaluates independent mechanism draws on a common target, lower-bounds their favorable-score rate, and subtracts a bound on favorable scores contributed by invalid releases. Conditional on the target, release scores are independent, yielding a finite-sample mechanism-reliability guarantee without independent target batches or assumptions on release-level $p$-value dependence. We show that the mean-only penalty is sharp and derive a smooth-score certificate with additive target concentration. In a registered three-requirement study, direct mode raises power from 5.6\% to 64.2\% at reliability 0.95, while named mode remains stronger under high-signal evidence. Prospective audits span full-pipeline Rice--TVAE, which retrains on every draw, and a non-tabular text mechanism.

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free conditional coverage is finite-sample unattainable. Randomly localized conformal prediction (RLCP) mitigates this gap by calibrating near the test point while preserving marginal coverage. Existing theory, however, lacks finite-sample guarantees for the realized localized set that jointly control conditional validity and oracle efficiency. We provide such guarantees. For any fixed score, under Hölder regularity of the conditional score CDF and standard density and kernel assumptions, we prove high-probability bounds, uniform over a realized localization neighbourhood, for the conditional-coverage gap and the length error relative to the oracle. The bounds decompose into an $O(h^β)$ localization bias and a calibration term decreasing with calibration size, clarifying the bandwidth bias-variance tradeoff and when RLCP tracks the oracle. We also analyze data-split learned scores: when the score targets a pivotal score, as in conformalized quantile regression, uniform local guarantees decompose into fixed-score calibration and uniform score-estimation errors, showing that improved learning sharpens localized guarantees.

Finite-Sample Coverage Audits for High-Recall Candidate Generation: Certification and Learning-Theoretic Design

An initial high-recall stage in an empirical pipeline decides which items pass to later review, labelling, or modelling, and relevant items it misses are lost to every subsequent stage. We study how many audit labels are needed to certify, with finite-sample validity, that this missed relevant mass is small, and our main results characterise the label complexity of this problem. We first show that no procedure using only labels from inside the candidate set can certify any non-trivial bound on the missed mass: the audit must sample the excluded pool, the only region where unrecovered relevant items can lie. We then prove a matching finite-corpus lower bound. Any valid audit that certifies fewer than $m$ missed relevant items with high probability when none are present, even if adaptive and permitted to label the entire included pool, must inspect on the order of $N_0/m$ excluded-pool labels. Excluded-pool auditing is therefore minimax rate-optimal, not merely convenient, for missed-mass certification in the zero-miss regime. Building on this characterisation, we develop an exact finite-sample toolkit, using binomial and hypergeometric inversion rather than asymptotic approximation, that certifies missed mass, converts it to recall through a two-pool design, certifies pre-specified families of nested candidate generators simultaneously, and produces stress-test certificates against declared perturbation mechanisms. These certificates can be paired with observable review burden to select the least burdensome pre-specified candidate generator meeting a missed-mass target. Every guarantee holds under one discipline: the candidate generator, or the pre-specified family from which it is selected, and the audit rule are fixed before the certification labels are examined.

PAC-Bayesian Certificates for Quadratic Closed-Loop Control

PAC-Bayesian bounds provide finite-sample guarantees for data-dependent randomized predictors, but applying them to learning-based control is difficult because the natural objective is a quadratic trajectory cost. Such losses are unbounded, non-Lipschitz , and lead to response-dependent Chernoff terms. We employ System Level Synthesis parameterization, which exposes the closed-loop trajectory map of a linear system directly and makes the quadratic control loss amenable to explicit certification. Moreover, we provide a set of PAC-Bayes-Chernoff certificates for posterior distributions over feasible closed-loop responses. For Gaussian disturbance trajectories with arbitrary covariance, we derive an exact one-sided Gaussian transform and a tractable quadratic upper bound expressed through closed-loop sensitivity quantities. We also derive a posterior-localized surrogate for settings where pointwise closed-loop response certificates are unavailable or have support related admissibility issues. Although PAC-Bayes certifies a non-degenerate posterior, the convex quadratic form of the SLS loss transfers the certificate to the posterior mean response. We present a deterministic mean response deployment result that is particularly suitable for control while retaining the stochastic posterior in the bound. Additionally, we provide a data-driven bound for this deployment, transitioning away from an oracle bound. Minimizing this bound naturally results in a learning algorithm for control selection from data. Numerical experiments on a double integrator show that the algorithm acts as a sensitivity-aware finite-sample regularizer, improving held-out cost and reducing closed-loop sensitivity in the low-data regime

A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control

Selective predictors answer on confident inputs and abstain elsewhere; deploying one safely needs a single finite-sample certificate that simultaneously upper-bounds the selected risk, lower-bounds the acceptance probability $\pacc$ above a floor $\pmin$, and lower-bounds the deployment utility. This certificate must be valid under adaptive threshold selection from a finite grid of $m$ pairs on $\ncert$ samples. We give such a certificate for bounded, possibly non-monotone losses by treating the selected risk directly as a ratio rather than through a Hoeffding-style range bound. The construction couples three confidence bounds: a variance-adaptive empirical-Bernstein bound on the ratio risk, a Clopper--Pearson bound on acceptance, and a two-sided closeness bound on utility. Together they lower-bound the certified policy's utility absolutely and to within $2\gammau$ of the best over the \emph{certified set}, both non-vacuous whenever feasible; a regime-scoped third leg matches an external oracle, informative only where the risk margin $\gammar < α$ and vacuous at the headline operating points. Relative to the range-only Hoeffding-ratio construction this sharpens the acceptance-floor dependence from $1/\pmin$ to $1/\sqrt{\pmin}$, and a closed-form corollary identifies a per-pair regime in which our risk bound dominates a Hoeffding conformal risk control (Hoeffding--CRC) selective bound. Empirically, on ImageNet (three ResNets) and COCO val 2017 panoptic, the certificate opens a $+22$ pp certified-acceptance frontier over Hoeffding--CRC and is ${\approx}10{\times}$ tighter than a non-vacuous matched-valid baseline; these gains are regime-scoped, not universal, and absent on ADE20K. The certifier runs in $O(\ncert m)$ time.