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Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align…

Machine Learning · Computer Science 2026-05-05 Rui Xu , Xingyuan Chen , Wenxing Huang , Minxuan Huang , Weiyan Chen , Sihong Xie , Hui Xiong

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 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 offers a powerful framework for building distribution-free prediction intervals for exchangeable data. Existing methods that extend conformal prediction to sequential data rely on fitting a relatively complex model to…

Machine Learning · Computer Science 2026-03-03 Roberto Neglia , Andrea Cini , Michael M. Bronstein , Filippo Maria Bianchi

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

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

Estimating the expectation of a Bernoulli random variable based on N independent trials is a classical problem in statistics, typically addressed using Binomial Proportion Confidence Intervals (BPCI). In the control systems community, many…

Machine Learning · Computer Science 2025-04-08 Rudi Coppola , Manuel Mazo

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 inference is a popular tool for constructing prediction intervals (PI). We consider here the scenario of post-selection/selective conformal inference, that is PIs are reported only for individuals selected from an unlabeled test…

Methodology · Statistics 2024-03-13 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conformal prediction quantifies the uncertainty of machine learning models by augmenting point predictions with valid prediction sets. For complex scenarios involving multiple trials, models, or data sources, conformal prediction sets can…

Machine Learning · Computer Science 2025-12-25 Gina Wong , Drew Prinster , Suchi Saria , Rama Chellappa , Anqi Liu

In clinical applications, the utility of segmentation models is often based on the accuracy of derived downstream metrics such as organ size, rather than by the pixel-level accuracy of the segmentation masks themselves. Thus, uncertainty…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Matt Y. Cheung , Ashok Veeraraghavan , Guha Balakrishnan

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

In astronomy, we frequently face the decision problem: does this data contain a signal? Typically, a statistical approach is used, which requires a threshold. The choice of threshold presents a common challenge in settings where signals and…

General Relativity and Quantum Cosmology · Physics 2024-06-10 Gregory Ashton , Nicolo Colombo , Ian Harry , Surabhi Sachdev

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

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

This article advocates the use of conformal prediction (CP) methods for Gaussian process (GP) interpolation to enhance the calibration of prediction intervals. We begin by illustrating that using a GP model with parameters selected by…

Machine Learning · Computer Science 2024-07-12 Aurélien Pion , Emmanuel Vazquez

We study the problem of conformal prediction (CP) under geometric data shifts, where data samples are susceptible to transformations such as rotations or flips. While CP endows prediction models with post-hoc uncertainty quantification and…

Machine Learning · Statistics 2025-06-23 Putri A. van der Linden , Alexander Timans , Erik J. Bekkers