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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

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Conformal prediction (CP) and its extension, conformal risk control (CRC), are established frameworks for quantifying uncertainty in supervised machine learning through formal guarantees. However, recent breakthroughs in artificial…

Machine Learning · Computer Science 2026-05-29 Gabriel Loaiza-Ganem , Kevin Zhang , Wei Cui , Marc T. Law , Kin Kwan Leung

In many classification applications, the prediction of a deep neural network (DNN) based classifier needs to be accompanied by some confidence indication. Two popular approaches for that aim are: 1) Calibration: modifies the classifier's…

Machine Learning · Computer Science 2025-06-03 Lahav Dabah , Tom Tirer

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

Conformal Prediction (CP) algorithms estimate the uncertainty of a prediction model by calibrating its outputs on labeled data. The same calibration scheme usually applies to any model and data without modifications. The obtained prediction…

Machine Learning · Computer Science 2024-06-27 Nicolo Colombo

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this deficiency is with…

Machine Learning · Statistics 2024-06-25 Chancellor Johnstone , Eugene Ndiaye

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

Assessing reliably the confidence of a deep neural network and predicting its failures is of primary importance for the practical deployment of these models. In this paper, we propose a new target criterion for model confidence,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-29 Charles Corbière , Nicolas Thome , Avner Bar-Hen , Matthieu Cord , Patrick Pérez

Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set…

Machine Learning · Computer Science 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

While existing depression prediction methods based on deep learning show promise, their practical application is hindered by the lack of trustworthiness, as these deep models are often deployed as black box models, leaving us uncertain on…

Machine Learning · Computer Science 2024-08-28 Yonghong Li , Xiuzhuang Zhou

Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

Modern software-defined networks, such as Open Radio Access Network (O-RAN) systems, rely on artificial intelligence (AI)-powered applications running on controllers interfaced with the radio access network. To ensure that these AI…

Signal Processing · Electrical Eng. & Systems 2025-02-06 Seonghoon Yoo , Sangwoo Park , Petar Popovski , Joonhyuk Kang , Osvaldo Simeone

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

Conformal prediction (CP) has emerged as a powerful tool in robotics and control, thanks to its ability to calibrate complex, data-driven models with formal guarantees. However, in robot navigation tasks, existing CP-based methods often…

Robotics · Computer Science 2025-04-02 Jaeuk Shin , Jungjin Lee , Insoon Yang
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