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In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…

Machine Learning · Computer Science 2024-12-03 Zihao Tang , Boyuan Wang , Chuan Wen , Jiaye Teng

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

We investigate the integration of Conformal Prediction (CP) with supervised learning on deterministically encrypted data, aiming to bridge the gap between rigorous uncertainty quantification and privacy-preserving machine learning. Using…

Machine Learning · Computer Science 2025-07-15 Alexander David Balinsky , Dominik Krzeminski , Alexander Balinsky

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

This paper studies the use of conformal prediction (CP), an emerging probabilistic forecasting method, for day-ahead photovoltaic power predictions to enhance participation in electricity markets. First, machine learning models are used to…

Machine Learning · Computer Science 2024-04-01 Yvet Renkema , Nico Brinkel , Tarek Alskaif

Autonomous systems operate in environments that may change over time. An example is the control of a self-driving vehicle among pedestrians and human-controlled vehicles whose behavior may change based on factors such as traffic density,…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Kaizer Rahaman , Jyotirmoy V. Deshmukh , Ashish R. Hota , Lars Lindemann

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…

Machine Learning · Computer Science 2025-02-25 Chao Gao , Liren Shan , Vaidehi Srinivas , Aravindan Vijayaraghavan

The main objective of Prognostics and Health Management is to estimate the Remaining Useful Lifetime (RUL), namely, the time that a system or a piece of equipment is still in working order before starting to function incorrectly. In recent…

Machine Learning · Computer Science 2023-01-02 Alireza Javanmardi , Eyke Hüllermeier

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

Accurate drug-target interaction (DTI) prediction with machine learning models is essential for drug discovery. Such models should also provide a credible representation of their uncertainty, but applying classical marginal conformal…

Machine Learning · Computer Science 2025-05-27 Morteza Rakhshaninejad , Mira Jurgens , Nicolas Dewolf , Willem Waegeman

We study the problem of quantifying epistemic predictive uncertainty (EPU) -- that is, uncertainty faced at prediction time due to the existence of multiple plausible predictive models -- within the framework of conformal prediction (CP).…

Machine Learning · Computer Science 2026-02-03 Siu Lun Chau , Soroush H. Zargarbashi , Yusuf Sale , Michele Caprio

Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…

Machine Learning · Computer Science 2025-02-25 Margarida M. Campos , João Calém , Sophia Sklaviadis , Mário A. T. Figueiredo , André F. T. Martins

The quantitative structure-activity relationship (QSAR) regression model is a commonly used technique for predicting biological activities of compounds using their molecular descriptors. Predictions from QSAR models can help, for example,…

Biomolecules · Quantitative Biology 2023-04-04 Yuting Xu , Andy Liaw , Robert P. Sheridan , Vladimir Svetnik

Existing evaluations of conformal prediction, such as prediction efficiency and test-conditional coverage, are defined in expectation over the calibration data. In practice, when only one calibration set of limited size is available,…

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

This research leverages Conformal Prediction (CP) in the form of Conformal Predictive Systems (CPS) to accurately estimate uncertainty in a suite of machine learning (ML)-based radio metric models [1] as well as in a 2-D map-based ML path…

Machine Learning · Computer Science 2025-01-14 Alexis Bose , Jonathan Ethier , Ryan G. Dempsey , Yifeng Qiu

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

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
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