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Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Conformal prediction is a distribution-free method that wraps a given machine learning model and returns a set of plausible labels that contain the true label with a prescribed coverage rate. In practice, the empirical coverage achieved…

Machine Learning · Statistics 2024-05-08 Zhou Wang , Xingye Qiao

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

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 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

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 (CP) has emerged as a powerful statistical framework for high-stakes classification applications. Instead of predicting a single class, CP generates a prediction set, guaranteed to include the true label with a…

Machine Learning · Computer Science 2025-11-25 Ariel Fargion , Lahav Dabah , Tom Tirer

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

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

Large Reasoning Models (LRMs) have recently demonstrated significant improvements in complex reasoning. While quantifying generation uncertainty in LRMs is crucial, traditional methods are often insufficient because they do not provide…

Artificial Intelligence · Computer Science 2026-04-16 Yangyi Li , Chenxu Zhao , Mengdi Huai

Inductive Conformal Prediction (ICP) is a set of distribution-free and model agnostic algorithms devised to predict with a user-defined confidence with coverage guarantee. Instead of having point predictions, i.e., a real number in the case…

Machine Learning · Statistics 2022-07-05 Martim Sousa

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Estimating the reliability of individual predictions is key to increase the adoption of computational models and artificial intelligence in preclinical drug discovery, as well as to foster its application to guide decision making in…

Quantitative Methods · Quantitative Biology 2019-08-13 Isidro Cortés-Ciriano , Andreas Bender

Conformal Prediction (CP) algorithms estimate the uncertainty of a prediction model by calibrating its outputs on labeled data. The same calibration scheme usually applies to any model and data without modifications. The obtained prediction…

Machine Learning · Computer Science 2024-06-27 Nicolo Colombo

We address the problem of uncertainty quantification (UQ) in the localization of a sound source within adverse acoustic environments. Estimating the position of the source is influenced by various factors, such as noise and reverberation,…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-16 Vadim Rozenfeld , Bracha Laufer Goldshtein

While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante
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