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Federated Learning (FL) is a distributed learning scheme to train a shared model across clients. One common and fundamental challenge in FL is that the sets of data across clients could be non-identically distributed and have different…

Machine Learning · Computer Science 2023-05-23 Junyi Zhu , Xingchen Ma , Matthew B. Blaschko

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Machine Learning · Statistics 2026-03-03 Xiaoyi Su , Zhixin Zhou , Rui Luo

Data heterogeneity poses a fundamental challenge in federated learning (FL), especially when clients differ not only in distribution but also in the reliability of their predictions across individual examples. While personalized FL (PFL)…

Machine Learning · Computer Science 2025-09-29 Amr Abourayya , Jens Kleesiek , Bharat Rao , Michael Kamp

Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…

Machine Learning · Computer Science 2022-05-31 Yu Bai , Song Mei , Huan Wang , Yingbo Zhou , Caiming Xiong

Federated Learning (FL) is a distributed learning paradigm where clients collaboratively train a model while keeping their own data private. With an increasing scale of clients and models, FL encounters two key challenges, client drift due…

Machine Learning · Computer Science 2025-01-20 Jianhui Sun , Xidong Wu , Heng Huang , Aidong Zhang

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

Machine Learning · Computer Science 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Machine Learning · Computer Science 2024-03-25 Rui Xu , Yue Sun , Chao Chen , Parv Venkitasubramaniam , Sihong Xie

Federated Learning is an emerging learning paradigm that allows training models from samples distributed across a large network of clients while respecting privacy and communication restrictions. Despite its success, federated learning…

Machine Learning · Computer Science 2022-06-07 Isidoros Tziotis , Zebang Shen , Ramtin Pedarsani , Hamed Hassani , Aryan Mokhtari

Federated Learning (FL) confronts a significant challenge known as data heterogeneity, which impairs model performance and convergence. Existing methods have made notable progress in addressing this issue. However, improving performance in…

Machine Learning · Computer Science 2025-10-24 Zhiqin Yang , Yonggang Zhang , Chenxin Li , Yiu-ming Cheung , Bo Han , Yixuan Yuan

Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…

Methodology · Statistics 2024-11-05 Subhrasish Chakraborty , Chhavi Tyagi , Haiyan Qiao , Wenge Guo

Federated Learning (FL), while a breakthrough in decentralized machine learning, contends with significant challenges such as limited data availability and the variability of computational resources, which can stifle the performance and…

Machine Learning · Computer Science 2025-10-07 Jiaqi Wang , Xi Li

The canonical formulation of federated learning treats it as a distributed optimization problem where the model parameters are optimized against a global loss function that decomposes across client loss functions. A recent alternative…

Machine Learning · Computer Science 2023-02-09 Han Guo , Philip Greengard , Hongyi Wang , Andrew Gelman , Yoon Kim , Eric P. Xing

Federated Learning (FL) is a machine learning paradigm that allows decentralized clients to learn collaboratively without sharing their private data. However, excessive computation and communication demands pose challenges to current FL…

Cryptography and Security · Computer Science 2022-09-22 Yue Tan , Guodong Long , Jie Ma , Lu Liu , Tianyi Zhou , Jing Jiang

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving PDEs, yet existing uncertainty quantification (UQ) approaches for PINNs generally lack rigorous statistical guarantees. In this work, we bridge this…

Machine Learning · Computer Science 2025-09-18 Yifan Yu , Cheuk Hin Ho , Yangshuai Wang

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani
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