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Neural weather models have shown immense potential as inexpensive and accurate alternatives to physics-based models. However, most models trained to perform weather forecasting do not quantify the uncertainty associated with their…

Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…

Machine Learning · Statistics 2026-02-02 Wenbin Zhou , Shixiang Zhu

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

Conformal predictors are machine learning algorithms developed in the 1990's by Gammerman, Vovk, and their research team, to provide set predictions with guaranteed confidence level. Over recent years, they have grown in popularity and have…

Machine Learning · Computer Science 2025-08-12 Anthony Bellotti , Xindi Zhao

Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…

Machine Learning · Computer Science 2026-04-22 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

Large language models (LLMs) are prone to generating factually incorrect outputs. Recent work has applied conformal prediction to provide uncertainty estimates and statistical guarantees for the factuality of LLM generations. However,…

Computation and Language · Computer Science 2026-04-16 Aleksandr Rubashevskii , Dzianis Piatrashyn , Preslav Nakov , Maxim Panov

We present recent advances in formal verification and control for autonomous systems with practical safety guarantees enabled by conformal prediction (CP), a statistical tool for uncertainty quantification. This survey is particularly…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Lars Lindemann , Yiqi Zhao , Xinyi Yu , George J. Pappas , Jyotirmoy V. Deshmukh

Safety assurance is critical in the planning and control of robotic systems. For robots operating in the real world, the safety-critical design often needs to explicitly address uncertainties and the pre-computed guarantees often rely on…

Robotics · Computer Science 2024-07-09 Hao Zhou , Yanze Zhang , Wenhao Luo

In the current insurance literature, prediction of insurance claims in the regression problem is often performed with a statistical model. This model-based approach may potentially suffer from several drawbacks: (i) model misspecification,…

Machine Learning · Statistics 2025-09-30 Liang Hong

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…

Machine Learning · Computer Science 2022-06-20 Jayanta Mandi , Víctor Bucarey , Maxime Mulamba , Tias Guns

If you are predicting the label $y$ of a new object with $\hat y$, how confident are you that $y = \hat y$? Conformal prediction methods provide an elegant framework for answering such question by building a $100 (1 - \alpha)\%$ confidence…

Machine Learning · Statistics 2019-11-11 Eugene Ndiaye , Ichiro Takeuchi

We propose a framework for planning in unknown dynamic environments with probabilistic safety guarantees using conformal prediction. Particularly, we design a model predictive controller (MPC) that uses i) trajectory predictions of the…

Robotics · Computer Science 2023-06-09 Lars Lindemann , Matthew Cleaveland , Gihyun Shim , George J. Pappas

In response to everyday queries, humans explicitly signal uncertainty and offer alternative answers when they are unsure. Machine learning models that output calibrated prediction sets through conformal prediction mimic this human…

Machine Learning · Computer Science 2024-06-11 Jesse C. Cresswell , Yi Sui , Bhargava Kumar , Noël Vouitsis

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

The interest in using reinforcement learning (RL) controllers in safety-critical applications such as robot navigation around pedestrians motivates the development of additional safety mechanisms. Running RL-enabled systems among uncertain…

Robotics · Computer Science 2023-12-08 Kegan J. Strawn , Nora Ayanian , Lars Lindemann

The Super Learner (SL) is a widely used ensemble method that combines predictions from a library of learners based on their predictive performance. Interval predictions are of considerable practical interest because they allow uncertainty…

Machine Learning · Statistics 2026-04-27 Zhanli Wu , Fabrizio Leisen , Miguel-Angel Luque-Fernandez , F. Javier Rubio