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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

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In…

Machine Learning · Computer Science 2019-02-19 Vladimir Vovk , Ivan Petej , Paolo Toccaceli , Alex Gammerman

Conformal prediction (CP) provides distribution-free, finite-sample coverage guarantees but critically relies on exchangeability, a condition often violated under distribution shift. We study the robustness of split conformal prediction…

Machine Learning · Statistics 2025-12-23 Xunlei Qian , Yue Xing

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

Machine Learning · Computer Science 2026-05-27 Daniel Schweizer , Peter Kuhn , Jayant Sharma , Shivali Dubey , Malte von Ramin , Christoph Brockt-Haßauer

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

We propose a novel approach to conformal prediction for generative language models (LMs). Standard conformal prediction produces prediction sets -- in place of single predictions -- that have rigorous, statistical performance guarantees. LM…

Computation and Language · Computer Science 2024-06-04 Victor Quach , Adam Fisch , Tal Schuster , Adam Yala , Jae Ho Sohn , Tommi S. Jaakkola , Regina Barzilay

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

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

While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying…

Machine Learning · Computer Science 2025-12-02 Sophia Sun , Rose Yu

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

Machine Learning · Computer Science 2025-05-27 Shadi Alijani , Homayoun Najjaran

Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…

Machine Learning · Statistics 2025-04-17 Kiljae Lee , Yuan Zhang

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

Continual Learning (CL) is essential for enabling self-evolving large language models (LLMs) to adapt and remain effective amid rapid knowledge growth. Yet, despite its importance, little attention has been given to establishing statistical…

Machine Learning · Computer Science 2025-10-29 Xiaofan Zhou , Lu Cheng

The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the…

Methodology · Statistics 2023-04-12 Fernando Delbianco , Fernando Tohmé

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

In the current insurance literature, prediction of insurance claims in the regression problem is often performed with a statistical model. This model-based approach may potentially suffer from several drawbacks: (i) model misspecification,…

Machine Learning · Statistics 2025-09-30 Liang Hong

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

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