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Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…

Machine Learning · Computer Science 2026-03-18 Haifeng Wen , Osvaldo Simeone , Hong Xing

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

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 (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of candidate classes) with provable guarantees. However,…

Machine Learning · Computer Science 2025-06-10 Yuanjie Shi , Hooman Shahrokhi , Xuesong Jia , Xiongzhi Chen , Janardhan Rao Doppa , Yan Yan

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

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

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

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

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

Conformal prediction (CP) generates a set of predictions for a given test sample such that the prediction set almost always contains the true label (e.g., 99.5\% of the time). CP provides comprehensive predictions on possible labels of a…

Machine Learning · Computer Science 2023-09-12 Yizhe Zhang , Shuo Wang , Yejia Zhang , Danny Z. Chen

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani

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

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

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

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

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while…

Machine Learning · Computer Science 2026-05-25 Jiapeng Zeng , Yogesh Prabhu , Zhanpeng Zeng , Michael A. Newton , Vikas Singh