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Conformal prediction (CP) and its extension, conformal risk control (CRC), are established frameworks for quantifying uncertainty in supervised machine learning through formal guarantees. However, recent breakthroughs in artificial…

Machine Learning · Computer Science 2026-05-29 Gabriel Loaiza-Ganem , Kevin Zhang , Wei Cui , Marc T. Law , Kin Kwan Leung

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection.…

Machine Learning · Computer Science 2021-10-06 Giovanni Cherubin , Konstantinos Chatzikokolakis , Martin Jaggi

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

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

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Graphs play a crucial role in data mining and machine learning, representing real-world objects and interactions. As graph datasets grow, managing large, decentralized subgraphs becomes essential, particularly within federated learning…

Machine Learning · Computer Science 2024-10-21 Ömer Faruk Akgül , Rajgopal Kannan , Viktor Prasanna

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…

Machine Learning · Computer Science 2025-11-24 Zijian Zhang , Xinyu Chen , Yuanjie Shi , Liyuan Lillian Ma , Zifan Xu , Yan Yan

Uncertainty quantification (UQ) is important to machine learning (ML) force fields to assess the level of confidence during prediction, as ML models are not inherently physical and can therefore yield catastrophically incorrect predictions.…

Chemical Physics · Physics 2022-11-22 Yuge Hu , Joseph Musielewicz , Zachary Ulissi , Andrew J. Medford

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial…

Statistics Theory · Mathematics 2024-08-26 Roberto I. Oliveira , Paulo Orenstein , Thiago Ramos , João Vitor Romano

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

Machine Learning · Computer Science 2025-05-27 Shadi Alijani , Homayoun Najjaran

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

Machine Learning · Computer Science 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

This paper introduces a framework for uncertainty quantification in regression models defined in metric spaces. Leveraging a newly defined notion of homoscedasticity, we develop a conformal prediction algorithm that offers finite-sample…

Machine Learning · Statistics 2025-07-22 Gábor Lugosi , Marcos Matabuena

This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…

Machine Learning · Computer Science 2025-04-25 Farhad Pourkamali-Anaraki

Uncertainty Quantification (UQ) for Natural Language Generation (NLG) is crucial for assessing the performance of Large Language Models (LLMs), as it reveals confidence in predictions, identifies failure modes, and gauges output…

Computation and Language · Computer Science 2025-04-09 Sean Wang , Yicheng Jiang , Yuxin Tang , Lu Cheng , Hanjie Chen

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP)…

Machine Learning · Statistics 2026-05-19 Junxian Liu , Hao Zeng , Hongxin Wei

Continual Learning (CL) is essential for enabling self-evolving large language models (LLMs) to adapt and remain effective amid rapid knowledge growth. Yet, despite its importance, little attention has been given to establishing statistical…

Machine Learning · Computer Science 2025-10-29 Xiaofan Zhou , Lu Cheng

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou
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