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Credal sets are sets of probability distributions that are considered as candidates for an imprecisely known ground-truth distribution. In machine learning, they have recently attracted attention as an appealing formalism for uncertainty…

Machine Learning · Statistics 2024-02-19 Alireza Javanmardi , David Stutz , Eyke Hüllermeier

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

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

Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…

Machine Learning · Computer Science 2025-02-25 Margarida M. Campos , João Calém , Sophia Sklaviadis , Mário A. T. Figueiredo , André F. T. Martins

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

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…

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

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

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…

Machine Learning · Computer Science 2026-03-23 Junghwan Lee , Chen Xu , Yao Xie

As large language models are increasingly utilized in real-world applications, guarantees of task-specific metrics are essential for their reliable deployment. Previous studies have introduced various criteria of conformal uncertainty…

Computation and Language · Computer Science 2025-07-01 Zhiyuan Wang , Qingni Wang , Yue Zhang , Tianlong Chen , Xiaofeng Zhu , Xiaoshuang Shi , Kaidi Xu

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Machine Learning · Computer Science 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Given a family of pretrained models and a hold-out set, how can we construct a valid conformal prediction set while selecting a model that minimizes the width of the set? If we use the same hold-out data set both to select a model (the…

Methodology · Statistics 2026-04-20 Ruiting Liang , Wanrong Zhu , Rina Foygel Barber

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

Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Machine Learning · Statistics 2024-02-14 Luben M. C. Cabezas , Mateus P. Otto , Rafael Izbicki , Rafael B. Stern

We develop fast distribution-free conformal prediction algorithms for obtaining multivalid coverage on exchangeable data in the batch setting. Multivalid coverage guarantees are stronger than marginal coverage guarantees in two ways: (1)…

Machine Learning · Computer Science 2022-10-03 Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth

Conformal Prediction (CP) is a widely used technique for quantifying uncertainty in machine learning models. In its standard form, CP offers probabilistic guarantees on the coverage of the true label, but it is agnostic to sensitive…

Machine Learning · Computer Science 2025-09-30 Anutam Srinivasan , Aditya T. Vadlamani , Amin Meghrazi , Srinivasan Parthasarathy

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

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