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This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

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

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

In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and prove their theoretical properties. These defined p-values…

Methodology · Statistics 2024-09-26 Xiaoyang Wu , Lin Lu , Zhaojun Wang , Changliang Zou

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…

Machine Learning · Statistics 2018-02-27 Kimin Lee , Honglak Lee , Kibok Lee , Jinwoo Shin

Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the…

Machine Learning · Statistics 2025-05-09 Qian Peng , Yajie Bao , Haojie Ren , Zhaojun Wang , Changliang Zou

This paper develops a flexible distribution-free method for collective outlier detection and enumeration, designed for situations in which the presence of outliers can be detected powerfully even though their precise identification may be…

Methodology · Statistics 2026-05-19 Chiara G. Magnani , Matteo Sesia , Aldo Solari

Deep neural networks for image classification only learn to map in-distribution inputs to their corresponding ground truth labels in training without differentiating out-of-distribution samples from in-distribution ones. This results from…

Machine Learning · Computer Science 2023-08-29 Zhilin Zhao , Longbing Cao , Kun-Yu Lin

Conformal prediction is a flexible framework for calibrating machine learning predictions, providing distribution-free statistical guarantees. In outlier detection, this calibration relies on a reference set of labeled inlier data to…

Machine Learning · Statistics 2025-06-17 Meshi Bashari , Matteo Sesia , Yaniv Romano

In the real world, a learning system could receive an input that is unlike anything it has seen during training. Unfortunately, out-of-distribution samples can lead to unpredictable behaviour. We need to know whether any given input belongs…

Machine Learning · Computer Science 2019-08-21 Alireza Shafaei , Mark Schmidt , James J. Little

Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has many strengths, it has the limitation of being randomized,…

Machine Learning · Computer Science 2023-10-25 Meshi Bashari , Amir Epstein , Yaniv Romano , Matteo Sesia

Research on Out-Of-Distribution (OOD) detection focuses mainly on building scores that efficiently distinguish OOD data from In Distribution (ID) data. On the other hand, Conformal Prediction (CP) uses non-conformity scores to construct…

Machine Learning · Statistics 2024-03-19 Paul Novello , Joseba Dalmau , Léo Andeol

We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal…

Machine Learning · Statistics 2023-09-19 Akshayaa Magesh , Venugopal V. Veeravalli , Anirban Roy , Susmit Jha

It is an important problem in trustworthy machine learning to recognize out-of-distribution (OOD) inputs which are inputs unrelated to the in-distribution task. Many out-of-distribution detection methods have been suggested in recent years.…

Machine Learning · Computer Science 2022-06-22 Julian Bitterwolf , Alexander Meinke , Maximilian Augustin , Matthias Hein

Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to…

Methodology · Statistics 2024-11-28 Tian Bai , Ying Jin

The detection of out of distribution samples for image classification has been widely researched. Safety critical applications, such as autonomous driving, would benefit from the ability to localise the unusual objects causing the image to…

Computer Vision and Pattern Recognition · Computer Science 2019-11-11 Matt Angus , Krzysztof Czarnecki , Rick Salay

Out-of-distribution (OOD) detection is crucial for the deployment of machine learning models in the open world. While existing OOD detectors are effective in identifying OOD samples that deviate significantly from in-distribution (ID) data,…

Machine Learning · Computer Science 2024-12-10 Hao Fu , Prashanth Krishnamurthy , Siddharth Garg , Farshad Khorrami

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the…

Methodology · Statistics 2023-09-27 Ying Jin , Emmanuel J. Candès
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