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In real-world settings involving consequential decision-making, the deployment of machine learning systems generally requires both reliable uncertainty quantification and protection of individuals' privacy. We present a framework that…

Machine Learning · Computer Science 2024-03-05 Anastasios N. Angelopoulos , Stephen Bates , Tijana Zrnic , Michael I. Jordan

We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive regions. We prove the validity of the method, and that…

Methodology · Statistics 2025-04-09 Max Sampson , Kung-Sik Chan

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the…

Machine Learning · Computer Science 2014-04-09 Evgeny Burnaev , Vladimir Vovk

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

Reliable semantic segmentation is essential for clinical decision making, yet deep models rarely provide explicit statistical guarantees on their errors. We introduce a simple post-hoc framework that constructs confidence masks with…

Computer Vision and Pattern Recognition · Computer Science 2025-11-20 Luca Mossina , Corentin Friedrich

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…

Methodology · Statistics 2026-05-22 Yuyang Huo , Xiaoyang Wu , Changliang Zou , Haojie Ren

Conformal Prediction (CP) is a widely used technique for quantifying uncertainty in machine learning models. In its standard form, CP offers probabilistic guarantees on the coverage of the true label, but it is agnostic to sensitive…

Machine Learning · Computer Science 2025-09-30 Anutam Srinivasan , Aditya T. Vadlamani , Amin Meghrazi , Srinivasan Parthasarathy

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency…

Machine Learning · Statistics 2025-03-05 Rui Luo , Zhixin Zhou

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 has become increasingly popular for quantifying the uncertainty associated with machine learning models. Recent work in graph uncertainty quantification has built upon this approach for conformal graph prediction. The…

Machine Learning · Computer Science 2025-05-21 Pranav Maneriker , Aditya T. Vadlamani , Anutam Srinivasan , Yuntian He , Ali Payani , Srinivasan Parthasarathy

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

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 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

Evaluating conditional coverage remains one of the most persistent challenges in assessing the reliability of predictive systems. Although conformal methods can give guarantees on marginal coverage, no method can guarantee to produce sets…

Machine Learning · Statistics 2025-12-15 Sacha Braun , David Holzmüller , Michael I. Jordan , Francis Bach

Fault detection is crucial for ensuring the safety and reliability of modern industrial systems. However, a significant scientific challenge is the lack of rigorous risk control and reliable uncertainty quantification in existing diagnostic…

Artificial Intelligence · Computer Science 2025-08-05 Mingchen Mei , Yi Li , YiYao Qian , Zijun Jia

In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…

Machine Learning · Statistics 2025-03-24 Yusuf Sale , Aaditya Ramdas