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We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Machine Learning · Computer Science 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

Conformal prediction has shown spurring performance in constructing statistically rigorous prediction sets for arbitrary black-box machine learning models, assuming the data is exchangeable. However, even small adversarial perturbations…

Machine Learning · Computer Science 2024-03-19 Mintong Kang , Nezihe Merve Gürel , Linyi Li , Bo Li

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Machine Learning · Statistics 2026-03-03 Xiaoyi Su , Zhixin Zhou , Rui Luo

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Statistics Theory · Mathematics 2025-08-22 Manit Paul , Arun Kumar Kuchibhotla , Eric J. Tchetgen Tchetgen

Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often…

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…

Machine Learning · Computer Science 2025-09-22 Petrus H. Zwart

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

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Most machine learning-based image segmentation models produce pixel-wise confidence scores that represent the model's predicted probability for each class label at every pixel. While this information can be particularly valuable in…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Bruno Viti , Elias Karabelas , Martin Holler

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…

Machine Learning · Computer Science 2026-03-18 Haifeng Wen , Osvaldo Simeone , Hong Xing

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani