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The aim of this paper is to propose a suitable method for constructing prediction intervals for the output of neural network models. To do this, we adapt the extremely randomized trees method originally developed for random forests to…

Machine Learning · Statistics 2021-05-14 Tullio Mancini , Hector Calvo-Pardo , Jose Olmo

Recent work has questioned the reliability of graph learning benchmarks, citing concerns around task design, methodological rigor, and data suitability. In this extended abstract, we contribute to this discussion by focusing on evaluation…

Machine Learning · Computer Science 2025-06-17 Filip Cornell , Oleg Smirnov , Gabriela Zarzar Gandler , Lele Cao

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

Despite their incredible performance, it is well reported that deep neural networks tend to be overoptimistic about their prediction confidence. Finding effective and efficient calibration methods for neural networks is therefore an…

Machine Learning · Computer Science 2023-09-07 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions,…

Machine Learning · Statistics 2024-11-01 Lars van der Laan , Ahmed M. Alaa

A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…

Machine Learning · Computer Science 2026-03-10 Paul Hofman , Timo Löhr , Maximilian Muschalik , Yusuf Sale , Eyke Hüllermeier

Conformal Prediction (CP) quantifies network uncertainty by building a small prediction set with a pre-defined probability that the correct class is within this set. In this study we tackle the problem of CP calibration based on a…

Machine Learning · Computer Science 2024-05-22 Coby Penso , Jacob Goldberger

The conformalClassification package implements Transductive Conformal Prediction (TCP) and Inductive Conformal Prediction (ICP) for classification problems. Conformal Prediction (CP) is a framework that complements the predictions of…

Machine Learning · Statistics 2018-04-17 Niharika Gauraha , Ola Spjuth

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

Unlike traditional statistical methods, Conformal Prediction (CP) allows for the determination of valid and accurate confidence levels associated with individual predictions based only on exchangeability of the data. We here introduce a new…

Computer Vision and Pattern Recognition · Computer Science 2024-05-31 Marcos López-De-Castro , Alberto García-Galindo , Rubén Armañanzas

This paper presents a class of new fast non-trainable entropy-based confidence estimation methods for automatic speech recognition. We show how per-frame entropy values can be normalized and aggregated to obtain a confidence measure per…

Audio and Speech Processing · Electrical Eng. & Systems 2023-02-09 Aleksandr Laptev , Boris Ginsburg

We introduce Longitudinal Predictive Conformal Inference (LPCI), a novel distribution-free conformal prediction algorithm for longitudinal data. Current conformal prediction approaches for time series data predominantly focus on the…

Machine Learning · Statistics 2023-10-05 Devesh Batra , Salvatore Mercuri , Raad Khraishi

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

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

Cyber-physical systems (CPS) can benefit by the use of learning enabled components (LECs) such as deep neural networks (DNNs) for perception and decision making tasks. However, DNNs are typically non-transparent making reasoning about their…

Machine Learning · Computer Science 2021-10-08 Dimitrios Boursinos , Xenofon Koutsoukos

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins-Thompson-Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its…

Methodology · Statistics 2025-11-14 Kengo Nagashima , Hisashi Noma , Toshi A. Furukawa

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen