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Related papers: A tutorial on conformal prediction

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Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…

Methodology · Statistics 2025-10-01 Daniela Corbetta , Livio Finos , Ludwig Geistlinger , Davide Risso

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Decision support systems for classification tasks are predominantly designed to predict the value of the ground truth labels. However, since their predictions are not perfect, these systems also need to make human experts understand when…

Machine Learning · Computer Science 2024-07-17 Eleni Straitouri , Manuel Gomez Rodriguez

Conformal Prediction (CP) controls the prediction uncertainty of classification systems by producing a small prediction set, ensuring a predetermined probability that the true class lies within this set. This is commonly done by defining a…

Machine Learning · Computer Science 2025-08-14 Coby Penso , Jacob Goldberger , Ethan Fetaya

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average…

Methodology · Statistics 2017-08-02 Jing Lei

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…

Machine Learning · Computer Science 2026-02-13 Yahya Alkhatib , Muhammad Ahmar Jamal , Wee Peng Tay

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either…

Machine Learning · Statistics 2026-04-03 Etienne Gauthier , Francis Bach , Michael I. Jordan

An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics.…

Methodology · Statistics 2023-02-24 Robert Lunde , Elizaveta Levina , Ji Zhu

Quantifying uncertainty in automatically generated text is important for letting humans check potential hallucinations and making systems more reliable. Conformal prediction is an attractive framework to provide predictions imbued with…

Computation and Language · Computer Science 2024-02-02 Dennis Ulmer , Chrysoula Zerva , André F. T. Martins

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

Conformal Prediction (CP) allows to perform rigorous uncertainty quantification by constructing a prediction set $C(X)$ satisfying $\mathbb{P}(Y \in C(X))\geq 1-\alpha$ for a user-chosen $\alpha \in [0,1]$ by relying on calibration data…

Machine Learning · Computer Science 2023-10-25 David Stutz , Abhijit Guha Roy , Tatiana Matejovicova , Patricia Strachan , Ali Taylan Cemgil , Arnaud Doucet

Traditional recommendation algorithms develop techniques that can help people to choose desirable items. However, in many real-world applications, along with a set of recommendations, it is also essential to quantify each recommendation's…

Machine Learning · Computer Science 2022-01-26 Venkateswara Rao Kagita , Arun K Pujari , Vineet Padmanabhan , Vikas Kumar

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung
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