{"doi":"10.1111/rssb.12443","title":"Prediction and Outlier Detection in Classification Problems","abstract":"Abstract We consider the multi-class classification problem when the training data and the out-of-sample test data may have different distributions and propose a method called BCOPS (balanced and conformal optimized prediction sets). BCOPS constructs a prediction set C(x) as a subset of class labels, possibly empty. It tries to optimize the out-of-sample performance, aiming to include the correct class and to detect outliers x as often as possible. BCOPS returns no prediction (corresponding to C(x) equal to the empty set) if it infers x to be an outlier. The proposed method combines supervised learning algorithms with conformal prediction to minimize a misclassification loss averaged over the out-of-sample distribution. The constructed prediction sets have a finite sample coverage guarantee without distributional assumptions. We also propose a method to estimate the outlier detection rate of a given procedure. We prove asymptotic consistency and optimality of our proposals under suitable assumptions and illustrate our methods on real data examples.","journal":"Journal of the Royal Statistical Society Series B (Statistical Methodology)","year":2022,"id":246137,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":42,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9543,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2022-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":4649,"name":"Robert Tibshirani","orcid":"0000-0003-0553-5090","position":1,"is_corresponding":false},{"id":517807,"name":"Leying Guan","orcid":"0000-0003-0609-1073","position":0,"is_corresponding":true}],"reference_count":42,"raw_metadata":null,"created_at":"2026-07-19T00:23:43.438539Z","pmid":"35910400","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}