Survey Methodology
Design-based conformal prediction

by Jerzy WieczorekNote 1

  • Release date: January 3, 2024
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Abstract

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic in statistics and machine learning, but only recently have they been extended to non-exchangeable data. In this paper, we invite survey methodologists to begin using and contributing to conformal methods. We introduce how conformal prediction can be applied to data from several common complex sample survey designs, under a framework of design-based inference for a finite population, and we point out gaps where survey methodologists could fruitfully apply their expertise. Our simulations empirically bear out the theoretical guarantees of finite-sample coverage, and our real-data example demonstrates how conformal prediction can be applied to complex sample survey data in practice.

Key Words: Conformal prediction; Machine learning; Cross validation; Predictive modeling; Complex sample survey designs.

Table of contents

How to cite

Wieczorek, J. (2023). Design-based conformal prediction. Survey Methodology, Statistics Canada, Catalogue No. 12‑001‑X, Vol. 49, No. 2. Paper available at http://www.statcan.gc.ca/pub/12-001-x/2023002/article/00007-eng.htm.

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ISSN : 1492-0921

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Survey Methodology publishes articles dealing with various aspects of statistical development relevant to a statistical agency, such as design issues in the context of practical constraints, use of different data sources and collection techniques, total survey error, survey evaluation, research in survey methodology, time series analysis, seasonal adjustment, demographic studies, data integration, estimation and data analysis methods, and general survey systems development. The emphasis is placed on the development and evaluation of specific methodologies as applied to data collection or the data themselves. All papers will be refereed. However, the authors retain full responsibility for the contents of their papers and opinions expressed are not necessarily those of the Editorial Board or of Statistics Canada.

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Published by authority of the Minister responsible for Statistics Canada.

© His Majesty the King in Right of Canada, as represented by the Minister of Industry, 2024

Use of this publication is governed by the Statistics Canada Open Licence Agreement.

Catalogue No. 12-001-X

Frequency: Semi-annual

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