Improving Expert Predictions with Prediction Sets

Automated decision support systems promise to help human experts solve tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or when to exercise their own agency. Moreover, if the experts develop a misplaced trust in the system, their performance may worsen. In this work, we lift the above requirement and develop automated decision support systems that, by design, do not require experts to understand when each of their recommendations is accurate to improve their performance. To this end, we focus on multiclass classification tasks and consider an automated decision support system that, for each data sample, uses a classifier to recommend a subset of labels to a human expert. We first show that, by looking at the design of such a system from the perspective of conformal prediction, we can ensure that the probability that the recommended subset of labels contains the true label matches almost exactly a target probability value with high probability. Then, we develop an efficient and near-optimal search method to find the target probability value under which the expert benefits the most from using our system. Experiments on synthetic and real data demonstrate that our system can help the experts make more accurate predictions and is robust to the accuracy of the classifier it relies on.