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While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

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

We present a transductive learning algorithm that takes as input training examples from a distribution $P$ and arbitrary (unlabeled) test examples, possibly chosen by an adversary. This is unlike prior work that assumes that test examples…

Machine Learning · Computer Science 2020-10-01 Shafi Goldwasser , Adam Tauman Kalai , Yael Tauman Kalai , Omar Montasser

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm…

Methodology · Statistics 2021-06-07 Arun Kumar Kuchibhotla

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…

The similarity of feature representations plays a pivotal role in the success of problems related to domain adaptation. Feature similarity includes both the invariance of marginal distributions and the closeness of conditional distributions…

Machine Learning · Computer Science 2022-01-10 Ammar Shaker , Shujian Yu , Daniel Oñoro-Rubio

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…

Machine Learning · Computer Science 2025-06-10 Vladimir Vovk

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…

Machine Learning · Statistics 2025-12-04 Jean-Baptiste Fermanian , Mohamed Hebiri , Joseph Salmon

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Ordinal regression is commonly formulated as a multi-class problem with ordinal constraints. The challenge of designing accurate classifiers for ordinal regression generally increases with the number of classes involved, due to the large…

Machine Learning · Computer Science 2015-03-18 Chun-Wei Seah , Ivor W. Tsang , Yew-Soon Ong

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

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of…

Machine Learning · Statistics 2015-05-20 Alhussein Fawzi , Mathieu Sinn , Pascal Frossard

Changepoint localization aims to provide confidence sets for a changepoint (if one exists). Existing methods either relying on strong parametric assumptions or providing only asymptotic guarantees or focusing on a particular kind of…

Statistics Theory · Mathematics 2026-02-18 Swapnaneel Bhattacharyya , Aaditya Ramdas

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee