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Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…

Machine Learning · Statistics 2025-02-07 Michal Klein , Louis Bethune , Eugene Ndiaye , Marco Cuturi

Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

Machine Learning · Computer Science 2025-05-28 Louis Allain , Sébastien da Veiga , Brian Staber

Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

Machine Learning · Computer Science 2025-08-18 Shuqi Liu , Jianguo Huang , Luke Ong

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Accurate uncertainty quantification in graph neural networks (GNNs) is essential, especially in high-stakes domains where GNNs are frequently employed. Conformal prediction (CP) offers a promising framework for quantifying uncertainty by…

Machine Learning · Computer Science 2023-12-06 Seohyeon Cha , Honggu Kang , Joonhyuk Kang

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

Data-driven neighborhood definitions and graph constructions are often used in machine learning and signal processing applications. k-nearest neighbor~(kNN) and $\epsilon$-neighborhood methods are among the most common methods used for…

Machine Learning · Computer Science 2023-04-18 Sarath Shekkizhar , Antonio Ortega

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…

Machine Learning · Computer Science 2025-11-24 Zijian Zhang , Xinyu Chen , Yuanjie Shi , Liyuan Lillian Ma , Zifan Xu , Yan Yan

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

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Machine Learning · Statistics 2024-02-14 Luben M. C. Cabezas , Mateus P. Otto , Rafael Izbicki , Rafael B. Stern

Conformal predictors are machine learning algorithms developed in the 1990's by Gammerman, Vovk, and their research team, to provide set predictions with guaranteed confidence level. Over recent years, they have grown in popularity and have…

Machine Learning · Computer Science 2025-08-12 Anthony Bellotti , Xindi Zhao

Conformal prediction (CP) provides sets of candidate classes with a guaranteed probability of containing the true class. However, it typically relies on a calibration set with clean labels. We address privacy-sensitive scenarios where the…

Machine Learning · Computer Science 2025-12-08 Coby Penso , Bar Mahpud , Jacob Goldberger , Or Sheffet

Rigorous uncertainty quantification is essential for the safe deployment of autonomous systems in unconstrained environments. Conformal Prediction (CP) provides a distribution-free framework for this task, yet its standard formulations rely…

Machine Learning · Computer Science 2026-05-14 Renukanandan Tumu , Aditya Singh , Rahul Mangharam

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

Most machine learning-based image segmentation models produce pixel-wise confidence scores that represent the model's predicted probability for each class label at every pixel. While this information can be particularly valuable in…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Bruno Viti , Elias Karabelas , Martin Holler

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Statistics Theory · Mathematics 2025-08-22 Manit Paul , Arun Kumar Kuchibhotla , Eric J. Tchetgen Tchetgen

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Machine Learning · Computer Science 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard

Graph Neural Networks have achieved remarkable accuracy in semi-supervised node classification tasks. However, these results lack reliable uncertainty estimates. Conformal prediction methods provide a theoretical guarantee for node…

Machine Learning · Computer Science 2025-01-07 Jianqing Song , Jianguo Huang , Wenyu Jiang , Baoming Zhang , Shuangjie Li , Chongjun Wang

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa
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