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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

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

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

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Large language models have achieved impressive performance across diverse tasks. However, their tendency to produce overconfident and factually incorrect outputs, known as hallucinations, poses risks in real world applications. Conformal…

Machine Learning · Statistics 2025-10-08 Zhexiao Lin , Yuanyuan Li , Neeraj Sarna , Yuanyuan Gao , Michael von Gablenz

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

Unlike the typical classification setting where each instance is associated with a single class, in multi-label learning each instance is associated with multiple classes simultaneously. Therefore the learning task in this setting is to…

Machine Learning · Computer Science 2022-11-30 Harris Papadopoulos

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

Reliable uncertainty quantification is crucial for the trustworthiness of machine learning applications. Inductive Conformal Prediction (ICP) offers a distribution-free framework for generating prediction sets or intervals with…

Machine Learning · Computer Science 2025-06-25 A. A. Balinsky , A. D. Balinsky

Conformal prediction (CP) provides distribution-free, finite-sample coverage guarantees but critically relies on exchangeability, a condition often violated under distribution shift. We study the robustness of split conformal prediction…

Machine Learning · Statistics 2025-12-23 Xunlei Qian , Yue Xing

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

We address the problem of making Conformal Prediction (CP) intervals locally adaptive. Most existing methods focus on approximating the object-conditional validity of the intervals by partitioning or re-weighting the calibration set. Our…

Machine Learning · Computer Science 2023-06-09 Nicolo Colombo

In large-scale prediction problems, exhaustively following up on all test units is often impractical and inefficient, motivating a selective reporting strategy that fulfills the dual requirements of informativeness and trustworthiness.…

Statistics Theory · Mathematics 2026-05-27 Wangcheng Li , Guanlan Zhao , Xu Guo , Wenguang Sun

In many classification applications, the prediction of a deep neural network (DNN) based classifier needs to be accompanied by some confidence indication. Two popular approaches for that aim are: 1) Calibration: modifies the classifier's…

Machine Learning · Computer Science 2025-06-03 Lahav Dabah , Tom Tirer

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee

Conformal prediction (CP) is a powerful statistical framework that generates prediction intervals or sets with guaranteed coverage probability. While CP algorithms have evolved beyond traditional classifiers and regressors to sophisticated…

Machine Learning · Computer Science 2026-02-02 Jianguo Huang , Jianqing Song , Xuanning Zhou , Bingyi Jing , Hongxin Wei

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa