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Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

Conformal Prediction (CP) provides distribution-free uncertainty quantification by constructing prediction sets that guarantee coverage of the true labels. This reliability makes CP valuable for high-stakes federated learning scenarios such…

Machine Learning · Computer Science 2025-10-21 Rui Xu , Xingyuan Chen , Wenxing Huang , Minxuan Huang , Yun Xie , Weiyan Chen , Sihong Xie

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 (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber

Conformal prediction (CP) provides distribution-free, finite-sample coverage guarantees but critically relies on exchangeability, a condition often violated under distribution shift. We study the robustness of split conformal prediction…

Machine Learning · Statistics 2025-12-23 Xunlei Qian , Yue Xing

We propose a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification, with or without any user-specified predictive model. Our approach provides an alternative to the…

Machine Learning · Statistics 2023-01-18 Tengyuan Liang

We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…

Machine Learning · Statistics 2026-03-09 Yang Sui , Jin Zhou , Hua Zhou , Xiaowu Dai

Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…

Machine Learning · Computer Science 2025-02-25 Chao Gao , Liren Shan , Vaidehi Srinivas , Aravindan Vijayaraghavan

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

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

This paper develops conformal inference methods to construct a confidence interval for the frequency of a queried object in a very large discrete data set, based on a sketch with a lower memory footprint. This approach requires no knowledge…

Methodology · Statistics 2023-08-17 Matteo Sesia , Stefano Favaro , Edgar Dobriban

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…

Methodology · Statistics 2022-12-14 Yachong Yang , Arun Kumar Kuchibhotla , Eric Tchetgen Tchetgen

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…

This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…

Machine Learning · Computer Science 2025-04-25 Farhad Pourkamali-Anaraki

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger