Proactive Routing to Interpretable Surrogates with Distribution-Free Safety Guarantees

Model routing determines whether to use an accurate black-box model or a simpler surrogate that approximates it at lower cost or greater interpretability. In deployment settings, practitioners often wish to restrict surrogate use to inputs where its degradation relative to a reference model is controlled. We study proactive (input-based) routing, in which a lightweight gate selects the model before either runs, enabling distribution-free control of the fraction of routed inputs whose degradation exceeds a tolerance {\tau}. The gate is trained to distinguish safe from unsafe inputs, and a routing threshold is chosen via Clopper-Pearson conformal calibration on a held-out set, guaranteeing that the routed-set violation rate is at most {\alpha} with probability 1-{\delta}. We derive a feasibility condition linking safe routing to the base safe rate {\pi} and risk budget {\alpha}, along with sufficient AUC thresholds ensuring that feasible routing exists. Across 35 OpenML datasets and multiple black-box model families, gate-based conformal routing maintains controlled violation while achieving substantially higher coverage than regression conformal and naive baselines. We further show that probabilistic calibration primarily affects routing efficiency rather than distribution-free validity.