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Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

Machine Learning · Computer Science 2025-05-28 Louis Allain , Sébastien da Veiga , Brian Staber

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

Conditional validity and length efficiency are two crucial aspects of conformal prediction (CP). Conditional validity ensures accurate uncertainty quantification for data subpopulations, while proper length efficiency ensures that the…

Machine Learning · Statistics 2024-12-12 Shayan Kiyani , George Pappas , Hamed Hassani

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

Machine learning (ML) applications have been thriving recently, largely attributed to the increasing availability of data. However, inconsistency and incomplete information are ubiquitous in real-world datasets, and their impact on ML…

Machine Learning · Computer Science 2020-05-13 Bojan Karlaš , Peng Li , Renzhi Wu , Nezihe Merve Gürel , Xu Chu , Wentao Wu , Ce Zhang

Deep neural networks have achieved remarkable success across a variety of tasks, yet they often suffer from unreliable probability estimates. As a result, they can be overconfident in their predictions. Conformal Prediction (CP) offers a…

Conformal predictors are machine learning algorithms that output prediction sets that have a guarantee of marginal validity for finite samples with minimal distributional assumptions. This is a property that makes conformal predictors…

Machine Learning · Computer Science 2021-03-03 Anthony Bellotti

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

Conformal prediction (CP) is a powerful statistical framework that generates prediction intervals or sets with guaranteed coverage probability. While CP algorithms have evolved beyond traditional classifiers and regressors to sophisticated…

Machine Learning · Computer Science 2026-02-02 Jianguo Huang , Jianqing Song , Xuanning Zhou , Bingyi Jing , Hongxin 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 prediction (CP) was developed to provide finite-sample probabilistic prediction guarantees. While CP algorithms are a relatively general-purpose approach to uncertainty quantification, with finite-sample guarantees, they lack…

Machine Learning · Statistics 2025-10-08 Jonathan P Williams

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

The merit of Conformal Prediction (CP), as a distribution-free framework for uncertainty quantification, depends on generating prediction sets that are efficient, reflected in small average set sizes, while adaptive, meaning they signal…

Machine Learning · Computer Science 2026-02-24 Navid Akhavan Attar , Hesam Asadollahzadeh , Ling Luo , Uwe Aickelin

We develop a general framework for constructing distribution-free prediction intervals for time series. Theoretically, we establish explicit bounds on conditional and marginal coverage gaps of estimated prediction intervals, which…

Methodology · Statistics 2023-02-20 Chen Xu , Yao Xie

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani

In many classification applications, the prediction of a deep neural network (DNN) based classifier needs to be accompanied by some confidence indication. Two popular approaches for that aim are: 1) Calibration: modifies the classifier's…

Machine Learning · Computer Science 2025-06-03 Lahav Dabah , Tom Tirer

Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…

Machine Learning · Statistics 2025-07-02 Johan Hallberg Szabadváry , Tuwe Löfström

Access to multiple predictive models trained for the same task, whether in regression or classification, is increasingly common in many applications. Aggregating their predictive uncertainties to produce reliable and efficient uncertainty…

Machine Learning · Statistics 2026-03-06 Nabil Alami , Jad Zakharia , Souhaib Ben Taieb

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 (CP) and its extension, conformal risk control (CRC), are established frameworks for quantifying uncertainty in supervised machine learning through formal guarantees. However, recent breakthroughs in artificial…

Machine Learning · Computer Science 2026-05-29 Gabriel Loaiza-Ganem , Kevin Zhang , Wei Cui , Marc T. Law , Kin Kwan Leung