Abstract:Chain-of-thought (CoT) reasoning with self-consistency improves performance by aggregating multiple sampled reasoning paths. In this setting, correctness is no longer tied to a single reasoning trace but to the aggregation rule over a pool of candidate paths, making aggregation uncertainty the central challenge. This issue is critical where confidently incorrect answers are far more costly than abstentions. We introduce a conformal procedure for CoT reasoning that directly addresses aggregation uncertainty. Our approach replaces majority voting with weighted score aggregation over reasoning paths and calibrates an abstention rule using conformal risk control. This approach leads to finite-sample guarantees on the confident-error rate--the probability that the system answers and is wrong. We further identify score separability as the key condition under which abstention provably improves selective accuracy, and derive closed-form expressions that predict accuracy gains from calibration data alone. The method is fully inference-time, and requires no retraining. Across four benchmarks, four open-source models, and three score classes, realized confident-error rates are consistent with the prescribed targets up to calibration-split and test-set variability. Our method achieves $90.1\%$ selective accuracy on GSM8K by abstaining on less than $5\%$ of problems, compared with $82\%$ accuracy under majority-voting baseline.
Abstract:Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation (procedural fairness), we analyze the holistic decision-making pipeline to evaluate substantive fairness-the equity of downstream outcomes. Theoretically, we derive an upper bound that decomposes prediction-set size disparity into interpretable components, clarifying how label-clustered CP helps control method-driven contributions to unfairness. To facilitate scalable empirical analysis, we introduce an LLM-in-the-loop evaluator that approximates human assessment of substantive fairness across diverse modalities. Our experiments reveal that label-clustered CP variants consistently deliver superior substantive fairness. Finally, we empirically show that equalized set sizes, rather than coverage, strongly correlate with improved substantive fairness, enabling practitioners to design more fair CP systems. Our code is available at https://github.com/layer6ai-labs/llm-in-the-loop-conformal-fairness.