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Split conformal prediction provides distribution-free prediction intervals with finite-sample marginal coverage, but produces constant-width intervals that overcover in low-variance regions and undercover in high-variance regions. Existing…

Machine Learning · Computer Science 2026-02-16 Shreyas Fadnavis

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while…

Machine Learning · Computer Science 2026-05-25 Jiapeng Zeng , Yogesh Prabhu , Zhanpeng Zeng , Michael A. Newton , Vikas Singh

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman

Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron

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

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

Uncertainty quantification for neural operators remains an open problem in the infinite-dimensional setting due to the lack of finite-sample coverage guarantees over functional outputs. While conformal prediction offers finite-sample…

Machine Learning · Computer Science 2025-09-08 David Millard , Lars Lindemann , Ali Baheri

Conformal prediction (CP) transforms any model's output into prediction sets guaranteed to include (cover) the true label. CP requires exchangeability, a relaxation of the i.i.d. assumption, to obtain a valid distribution-free coverage…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Aleksandar Bojchevski

Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…

Machine Learning · Computer Science 2024-12-03 Zihao Tang , Boyuan Wang , Chuan Wen , Jiaye Teng

Inductive conformal predictors (ICPs) are algorithms that are able to generate prediction sets, instead of point predictions, which are valid at a user-defined confidence level, only assuming exchangeability. These algorithms are useful for…

Machine Learning · Computer Science 2024-06-19 Yizirui Fang , Anthony Bellotti

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

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

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 constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…

Machine Learning · Statistics 2026-05-13 Laura Lützow , Simone Garatti , Marco C. Campi , Lars Lindemann , Matthias Althoff

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Access to multiple predictive models trained for the same task, whether in regression or classification, is increasingly common in many applications. Aggregating their predictive uncertainties to produce reliable and efficient uncertainty…

Machine Learning · Statistics 2026-03-06 Nabil Alami , Jad Zakharia , Souhaib Ben Taieb

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In…

Machine Learning · Computer Science 2019-02-19 Vladimir Vovk , Ivan Petej , Paolo Toccaceli , Alex Gammerman

Conformal inference is a popular tool for constructing prediction intervals (PI). We consider here the scenario of post-selection/selective conformal inference, that is PIs are reported only for individuals selected from an unlabeled test…

Methodology · Statistics 2024-03-13 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou

Deep Learning predictions with measurable confidence are increasingly desirable for real-world problems, especially in high-risk settings. The Conformal Prediction (CP) framework is a versatile solution that guarantees a maximum error rate…

Machine Learning · Computer Science 2023-08-08 Julia A. Meister , Khuong An Nguyen , Stelios Kapetanakis , Zhiyuan Luo

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie
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