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Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Machine Learning · Statistics 2026-03-03 Xiaoyi Su , Zhixin Zhou , Rui Luo

Conformal predictors are an important class of algorithms that allow predictions to be made with a user-defined confidence level. They are able to do this by outputting prediction sets, rather than simple point predictions. The conformal…

Machine Learning · Computer Science 2021-05-25 Anthony Bellotti

Conformal Prediction (CP) has proven to be an effective post-hoc method for improving the trustworthiness of neural networks by providing prediction sets with finite-sample guarantees. However, under adversarial attacks, classical conformal…

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…

Machine Learning · Computer Science 2024-12-09 Yuanjie Shi , Subhankar Ghosh , Taha Belkhouja , Janardhan Rao Doppa , Yan Yan

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We…

Machine Learning · Statistics 2026-05-25 William Zhang , Saurabh Amin , Georgia Perakis

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 offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

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

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Methodology · Statistics 2026-02-27 Lucas Kock , Scott A. Sisson , G. S. Rodrigues , David J. Nott

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

The vulnerability of deep neural networks to imperceptible adversarial perturbations has attracted widespread attention. Inspired by the success of vision-language foundation models, previous efforts achieved zero-shot adversarial…

Computer Vision and Pattern Recognition · Computer Science 2024-10-24 Yiwei Zhou , Xiaobo Xia , Zhiwei Lin , Bo Han , Tongliang Liu

A typical desideratum for quantifying the uncertainty from a classification model as a prediction set is class-conditional singleton set calibration. That is, such sets should map to the output of well-calibrated selective classifiers,…

Machine Learning · Computer Science 2022-12-02 Allen Schmaltz , Danielle Rasooly

Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial…

Statistics Theory · Mathematics 2024-08-26 Roberto I. Oliveira , Paulo Orenstein , Thiago Ramos , João Vitor Romano

We study the problem of conformal prediction in a novel online framework that directly optimizes efficiency. In our problem, we are given a target miscoverage rate $\alpha > 0$, and a time horizon $T$. On each day $t \le T$ an algorithm…

Machine Learning · Computer Science 2025-10-23 Vaidehi Srinivas

Several deep learning methods have been proposed for completing partial data from shape acquisition setups, i.e., filling the regions that were missing in the shape. These methods, however, only complete the partial shape with a single…

Computer Vision and Pattern Recognition · Computer Science 2020-07-09 Rundi Wu , Xuelin Chen , Yixin Zhuang , Baoquan Chen

Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…

Methodology · Statistics 2023-05-30 Ying Jin , Emmanuel J. Candès

We propose a novel approach to conformal prediction for generative language models (LMs). Standard conformal prediction produces prediction sets -- in place of single predictions -- that have rigorous, statistical performance guarantees. LM…

Computation and Language · Computer Science 2024-06-04 Victor Quach , Adam Fisch , Tal Schuster , Adam Yala , Jae Ho Sohn , Tommi S. Jaakkola , Regina Barzilay