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Related papers: Conformalized Selective Regression

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Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

In model-based reinforcement learning, planning with an imperfect model of the environment has the potential to harm learning progress. But even when a model is imperfect, it may still contain information that is useful for planning. In…

Machine Learning · Computer Science 2021-03-09 Zaheer Abbas , Samuel Sokota , Erin J. Talvitie , Martha White

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Methodology · Statistics 2017-12-13 Torsten Hothorn , Thomas Kneib , Peter Bühlmann

Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…

Machine Learning · Computer Science 2026-02-13 Yahya Alkhatib , Muhammad Ahmar Jamal , Wee Peng Tay

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…

Machine Learning · Computer Science 2025-06-10 Vladimir Vovk

Learning with rejection is an important framework that can refrain from making predictions to avoid critical mispredictions by balancing between prediction and rejection. Previous studies on cost-based rejection only focused on the…

Machine Learning · Computer Science 2023-11-09 Xin Cheng , Yuzhou Cao , Haobo Wang , Hongxin Wei , Bo An , Lei Feng

Prediction credibility measures, in the form of confidence intervals or probability distributions, are fundamental in statistics and machine learning to characterize model robustness, detect out-of-distribution samples (outliers), and…

Machine Learning · Computer Science 2020-11-26 Luiz F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far…

Machine Learning · Computer Science 2021-03-02 Juan C. Perdomo , Tijana Zrnic , Celestine Mendler-Dünner , Moritz Hardt

Conformal prediction provides a principled framework for constructing predictive sets with finite-sample validity. While much of the focus has been on univariate response variables, existing multivariate methods either impose rigid…

Machine Learning · Statistics 2026-03-19 Sacha Braun , Liviu Aolaritei , Michael I. Jordan , Francis Bach

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

In performative prediction, predictions guide decision-making and hence can influence the distribution of future data. To date, work on performative prediction has focused on finding performatively stable models, which are the fixed points…

Machine Learning · Computer Science 2021-06-17 John Miller , Juan C. Perdomo , Tijana Zrnic

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 prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…

Machine Learning · Computer Science 2026-05-13 Senrong Xu , Yanke Zhou , Yuhao Tan , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

Adversarial training instances can severely distort a model's behavior. This work investigates certified regression defenses, which provide guaranteed limits on how much a regressor's prediction may change under a poisoning attack. Our key…

Machine Learning · Computer Science 2023-01-02 Zayd Hammoudeh , Daniel Lowd

Conformal prediction is a powerful distribution-free tool for uncertainty quantification, establishing valid prediction intervals with finite-sample guarantees. To produce valid intervals which are also adaptive to the difficulty of each…

Machine Learning · Computer Science 2023-02-24 Nabeel Seedat , Alan Jeffares , Fergus Imrie , Mihaela van der Schaar

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…

Machine Learning · Computer Science 2023-02-23 Andrea Pugnana , Salvatore Ruggieri

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…

Computational Finance · Quantitative Finance 2022-09-22 Dangxing Chen , Weicheng Ye , Jiahui Ye
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