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Extracting useful information from high-dimensional data is an important focus of today's statistical research and practice. Penalized loss function minimization has been shown to be effective for this task both theoretically and…

Statistics Theory · Mathematics 2009-09-03 Peng Zhao , Guilherme Rocha , Bin Yu

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…

Conformal prediction (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…

Machine Learning · Statistics 2026-01-30 Yizhou Min , Yizhou Lu , Lanqi Li , Zhen Zhang , Jiaye Teng

Unlike traditional statistical methods, Conformal Prediction (CP) allows for the determination of valid and accurate confidence levels associated with individual predictions based only on exchangeability of the data. We here introduce a new…

Computer Vision and Pattern Recognition · Computer Science 2024-05-31 Marcos López-De-Castro , Alberto García-Galindo , Rubén Armañanzas

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

By generating prediction intervals (PIs) to quantify the uncertainty of each prediction in deep learning regression, the risk of wrong predictions can be effectively controlled. High-quality PIs need to be as narrow as possible, whilst…

Machine Learning · Computer Science 2023-02-03 Haocheng Lei , Anthony Bellotti

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

Despite rapid progress in Vision-Language-Action (VLA) models for robotic control, instruction drift remains a persistent failure mode in long-horizon tasks. This paper reconceptualizes this phenomenon, positing that instruction drift is…

Robotics · Computer Science 2026-05-12 Kewei Chen , Yayu Long , Mingsheng Shang

Driven by significant improvements in architectural design and training pipelines, computer vision has recently experienced dramatic progress in terms of accuracy on classic benchmarks such as ImageNet. These highly-accurate models are…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Denis Kuznedelev , Eldar Kurtic , Elias Frantar , Dan Alistarh

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

High Energy Physics - Phenomenology · Physics 2025-12-22 Jack Y. Araz , Michael Spannowsky

Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…

Machine Learning · Statistics 2024-05-01 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

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

Model selection/optimization in conformal inference is challenging, since it may break the exchangeability between labeled and unlabeled data. We study this problem in the context of conformal selection, which uses conformal p-values to…

Methodology · Statistics 2024-11-28 Tian Bai , Ying Jin

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

Before delegating a task to an autonomous system, a human operator may want a guarantee about the behavior of the system. This paper extends previous work on conformal prediction for functional data and conformalized quantile regression to…

Machine Learning · Computer Science 2022-06-23 Thomas G. Dietterich , Jesse Hostetler

Deep learning models for medical imaging often exhibit overconfidence, creating safety risks in ambiguous diagnostic scenarios. While Conformal Prediction (CP) provides distribution-free statistical guarantees, standard methods such as…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 One Octadion , Novanto Yudistira , Lailil Muflikhah