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Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

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

Federated learning (FL) on heterogeneous data (non-IID data) has recently received great attention. Most existing methods focus on studying the convergence guarantees for the global objective. While these methods can guarantee the decrease…

Machine Learning · Computer Science 2023-11-22 Shu Zheng , Tiandi Ye , Xiang Li , Ming Gao

Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…

Machine Learning · Statistics 2025-02-07 Michal Klein , Louis Bethune , Eugene Ndiaye , Marco Cuturi

Personalization methods in federated learning aim to balance the benefits of federated and local training for data availability, communication cost, and robustness to client heterogeneity. Approaches that require clients to communicate all…

Machine Learning · Computer Science 2022-04-28 Karan Singhal , Hakim Sidahmed , Zachary Garrett , Shanshan Wu , Keith Rush , Sushant Prakash

The popularity of federated learning (FL) is on the rise, along with growing concerns about data privacy in artificial intelligence applications. FL facilitates collaborative multi-party model learning while simultaneously ensuring the…

Machine Learning · Computer Science 2024-02-19 Muhammad Firdaus , Kyung-Hyune Rhee

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

As people pay more and more attention to privacy protection, Federated Learning (FL), as a promising distributed machine learning paradigm, is receiving more and more attention. However, due to the biased distribution of data on devices in…

Machine Learning · Computer Science 2023-02-27 Yuquan Zhang , Yongquan Zhang

Conformal inference is a versatile tool for building prediction sets in regression or classification. We study the false coverage proportion (FCP) in a simultaneous inference setting with a calibration sample of $n$ points and a test sample…

Statistics Theory · Mathematics 2026-02-19 Ulysse Gazin

Existing evaluations of conformal prediction, such as prediction efficiency and test-conditional coverage, are defined in expectation over the calibration data. In practice, when only one calibration set of limited size is available,…

Methodology · Statistics 2026-05-05 Yinjie Min , Liuhua Peng , Changliang Zou

We study the problem of quantifying epistemic predictive uncertainty (EPU) -- that is, uncertainty faced at prediction time due to the existence of multiple plausible predictive models -- within the framework of conformal prediction (CP).…

Machine Learning · Computer Science 2026-02-03 Siu Lun Chau , Soroush H. Zargarbashi , Yusuf Sale , Michele Caprio

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

In this work, we study some novel applications of conformal inference techniques to the problem of providing machine learning procedures with more transparent, accurate, and practical performance guarantees. We provide a natural extension…

Machine Learning · Statistics 2020-07-10 Matthew J. Holland

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Federated Learning enables multiple data centers to train a central model collaboratively without exposing any confidential data. Even though deterministic models are capable of performing high prediction accuracy, their lack of calibration…

Machine Learning · Computer Science 2022-11-24 Atahan Ozer , Kadir Burak Buldu , Abdullah Akgül , Gozde Unal

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Federated learning is a popular paradigm for machine learning. Ideally, federated learning works best when all clients share a similar data distribution. However, it is not always the case in the real world. Therefore, the topic of…

Machine Learning · Computer Science 2022-12-20 Yuchuan Huang , Chen Hu

Federated learning (FL) is a rapidly growing privacy-preserving collaborative machine learning paradigm. In practical FL applications, local data from each data silo reflect local usage patterns. Therefore, there exists heterogeneity of…

Machine Learning · Computer Science 2022-02-01 Shenglai Zeng , Zonghang Li , Hongfang Yu , Yihong He , Zenglin Xu , Dusit Niyato , Han Yu

Federated Learning is an emerging distributed collaborative learning paradigm adopted by many of today's applications, e.g., keyboard prediction and object recognition. Its core principle is to learn from large amount of users data while…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-16 Jiyue Huang , Rania Talbi , Zilong Zhao , Sara Boucchenak , Lydia Y. Chen , Stefanie Roos