Conformalized Decision Risk Assessment
Wenbin Zhou · Agni Orfanoudaki · Shixiang Zhu
Abstract
We introduce \texttt{CREDO}, a framework that provides distribution-free upper bounds on the probability that any candidate decision is suboptimal. By combining inverse optimization geometry with conformal prediction and generative modeling, \texttt{CREDO} generates statistically rigorous and interpretable risk certificates. This enables decision-makers to audit and validate choices under uncertainty, bridging the gap between decision-making algorithms and human judgment.
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