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Conformal prediction, as an emerging uncertainty quantification technique, typically functions as post-hoc processing for the outputs of trained classifiers. To optimize the classifier for maximum predictive efficiency, Conformal Training…

Machine Learning · Computer Science 2025-03-19 Kangdao Liu , Hao Zeng , Jianguo Huang , Huiping Zhuang , Chi-Man Vong , Hongxin Wei

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

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

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

Modern machine learning algorithms are capable of providing remarkably accurate point-predictions; however, questions remain about their statistical reliability. Unlike conventional machine learning methods, conformal prediction algorithms…

Machine Learning · Statistics 2021-11-05 Neil Dey , Jing Ding , Jack Ferrell , Carolina Kapper , Maxwell Lovig , Emiliano Planchon , Jonathan P Williams

Classical machine learning classifiers tend to be overconfident can be unreliable outside of the laboratory benchmarks. Properly assessing the reliability of the output of the model per sample is instrumental for real-life scenarios where…

Artificial Intelligence · Computer Science 2025-11-07 Javier Fumanal-Idocin , Javier Andreu-Perez

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

Continual Learning (CL) is essential for enabling self-evolving large language models (LLMs) to adapt and remain effective amid rapid knowledge growth. Yet, despite its importance, little attention has been given to establishing statistical…

Machine Learning · Computer Science 2025-10-29 Xiaofan Zhou , Lu Cheng

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

Building on top of a regression model, Conformal Prediction methods produce distribution free prediction sets, requiring only i.i.d. data. While R packages implementing such methods for the univariate response framework have been developed,…

Methodology · Statistics 2022-06-30 Paolo Vergottini , Matteo Fontana , Jacopo Diquigiovanni , Aldo Solari , Simone Vantini

Conformal prediction is a distribution-free method that wraps a given machine learning model and returns a set of plausible labels that contain the true label with a prescribed coverage rate. In practice, the empirical coverage achieved…

Machine Learning · Statistics 2024-05-08 Zhou Wang , Xingye Qiao

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

We investigate the integration of Conformal Prediction (CP) with supervised learning on deterministically encrypted data, aiming to bridge the gap between rigorous uncertainty quantification and privacy-preserving machine learning. Using…

Machine Learning · Computer Science 2025-07-15 Alexander David Balinsky , Dominik Krzeminski , Alexander Balinsky

Large language models (LLMs) are empowering decision-making in several applications, including tool or API usage and answering multiple-choice questions (MCQs). However, incorrect outputs pose significant risks in high-stakes domains like…

Machine Learning · Computer Science 2025-07-15 Harit Vishwakarma , Alan Mishler , Thomas Cook , Niccolò Dalmasso , Natraj Raman , Sumitra Ganesh

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

Machine Learning · Computer Science 2026-05-27 Daniel Schweizer , Peter Kuhn , Jayant Sharma , Shivali Dubey , Malte von Ramin , Christoph Brockt-Haßauer

Automated decision support systems promise to help human experts solve multiclass classification tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or…

Machine Learning · Computer Science 2023-07-03 Eleni Straitouri , Lequn Wang , Nastaran Okati , Manuel Gomez Rodriguez

Conformal prediction has shown spurring performance in constructing statistically rigorous prediction sets for arbitrary black-box machine learning models, assuming the data is exchangeable. However, even small adversarial perturbations…

Machine Learning · Computer Science 2024-03-19 Mintong Kang , Nezihe Merve Gürel , Linyi Li , Bo Li

Human-in-the-Loop (HITL) systems are essential in high-stakes, real-world applications where AI must collaborate with human decision-makers. This work investigates how Conformal Prediction (CP) techniques, which provide rigorous coverage…

Computer Vision and Pattern Recognition · Computer Science 2025-07-23 Bary Tim , Fuchs Clément , Macq Benoît

Designing effective score functions in Conformal Prediction (CP) for time-series data remains challenging due to conservativeness and/or computational inefficiency. We propose Optimal Selection Conformal Prediction (OSCP), which…

Optimization and Control · Mathematics 2026-05-05 Boyu Pang , Kostas Margellos