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Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…

Machine Learning · Statistics 2024-03-12 Guneet S. Dhillon , George Deligiannidis , Tom Rainforth

Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…

Machine Learning · Computer Science 2025-03-10 Soroush H. Zargarbashi , Aleksandar Bojchevski

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

We introduce Conformal Decision Theory, a framework for producing safe autonomous decisions despite imperfect machine learning predictions. Examples of such decisions are ubiquitous, from robot planning algorithms that rely on pedestrian…

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

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

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

Machine Learning · Statistics 2026-03-31 Liang Hong , Noura Raydan Nasreddine

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

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…

Machine Learning · Statistics 2025-10-16 Tianmin Xie , Yanfei Zhou , Ziyi Liang , Stefano Favaro , Matteo Sesia

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

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi

Credal sets are sets of probability distributions that are considered as candidates for an imprecisely known ground-truth distribution. In machine learning, they have recently attracted attention as an appealing formalism for uncertainty…

Machine Learning · Statistics 2024-02-19 Alireza Javanmardi , David Stutz , Eyke Hüllermeier

Full conformal prediction is a framework that implicitly formulates distribution-free confidence prediction regions for a wide range of estimators. However, a classical limitation of the full conformal framework is the computation of the…

Machine Learning · Statistics 2026-01-27 Davidson Lova Razafindrakoto , Alain Celisse , Jérôme Lacaille