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Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of…

Machine Learning · Computer Science 2019-04-23 Glenn Shafer , Vladimir Vovk

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using…

Machine Learning · Statistics 2021-07-08 Aleksandr Podkopaev , Aaditya Ramdas

While the predictions produced by conformal prediction are set-valued, the data used for training and calibration is supposed to be precise. In the setting of superset learning or learning from partial labels, a variant of weakly supervised…

Machine Learning · Computer Science 2023-06-05 Alireza Javanmardi , Yusuf Sale , Paul Hofman , Eyke Hüllermeier

Uncertainty quantification is essential for the reliable deployment of machine learning models to high-stakes application domains. Uncertainty quantification is all the more challenging when training distribution and test distribution are…

Machine Learning · Computer Science 2022-06-07 Yaodong Yu , Stephen Bates , Yi Ma , Michael I. Jordan

An assumption often made in supervised learning is that the training and testing sets have the same label distribution. However, in real-life scenarios, this assumption rarely holds. For example, medical diagnosis result distributions…

Machine Learning · Computer Science 2026-04-03 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

We are interested in testing properties of distributions with systematically mislabeled samples. Our goal is to make decisions about unknown probability distributions, using a sample that has been collected by a confused collector, such as…

Data Structures and Algorithms · Computer Science 2023-11-27 Renato Ferreira Pinto , Nathaniel Harms

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

A probability forecast or probabilistic classifier is reliable or calibrated if the predicted probabilities are matched by ex post observed frequencies, as examined visually in reliability diagrams. The classical binning and counting…

Methodology · Statistics 2021-08-26 Timo Dimitriadis , Tilmann Gneiting , Alexander I. Jordan

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

Machine Learning · Computer Science 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Machine Learning · Computer Science 2024-12-03 Alireza Torabian , Ruth Urner

Most classifiers operate by selecting the maximum of an estimate of the conditional distribution $p(y|x)$ where $x$ stands for the features of the instance to be classified and $y$ denotes its label. This often results in a {\em hubristic…

Machine Learning · Statistics 2019-03-01 Yotam Hechtlinger , Barnabás Póczos , Larry Wasserman

Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…

Machine Learning · Computer Science 2026-05-01 Arjun Chatterjee , Sayeed Sajjad Razin , John Wu , Siddhartha Laghuvarapu , Jathurshan Pradeepkumar , Jimeng Sun

How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Jiahao Chen , Bing Su