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Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

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 provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

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) allows to perform rigorous uncertainty quantification by constructing a prediction set $C(X)$ satisfying $\mathbb{P}(Y \in C(X))\geq 1-\alpha$ for a user-chosen $\alpha \in [0,1]$ by relying on calibration data…

Machine Learning · Computer Science 2023-10-25 David Stutz , Abhijit Guha Roy , Tatiana Matejovicova , Patricia Strachan , Ali Taylan Cemgil , Arnaud Doucet

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Conformal predictors are an important class of algorithms that allow predictions to be made with a user-defined confidence level. They are able to do this by outputting prediction sets, rather than simple point predictions. The conformal…

Machine Learning · Computer Science 2021-05-25 Anthony Bellotti

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

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

Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…

Machine Learning · Computer Science 2025-01-22 Matteo Zecchin , Fredrik Hellström , Sangwoo Park , Shlomo Shamai , Osvaldo Simeone

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

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

Large language models (LLMs) are empowering decision-making in several applications, including tool or API usage and answering multiple-choice questions (MCQs). However, incorrect outputs pose significant risks in high-stakes domains like…

Machine Learning · Computer Science 2025-07-15 Harit Vishwakarma , Alan Mishler , Thomas Cook , Niccolò Dalmasso , Natraj Raman , Sumitra Ganesh

While existing depression prediction methods based on deep learning show promise, their practical application is hindered by the lack of trustworthiness, as these deep models are often deployed as black box models, leaving us uncertain on…

Machine Learning · Computer Science 2024-08-28 Yonghong Li , Xiuzhuang Zhou

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

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

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

We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…

Machine Learning · Computer Science 2025-01-10 Shai Feldman , Yaniv Romano

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation…

Machine Learning · Statistics 2026-02-20 Pengqi Liu , Zijun Yu , Mouloud Belbahri , Arthur Charpentier , Masoud Asgharian , Jesse C. Cresswell
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