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We study the coverage properties of full conformal regression in the proportional asymptotic regime where the ratio of the dimension and the sample size converges to a constant. In this setting, existing theory tells us only that full…

Statistics Theory · Mathematics 2025-03-03 Isaac Gibbs , Emmanuel J. Candès

This article provides a rigorous analysis of convergence and stability of Episodic Upside-Down Reinforcement Learning, Goal-Conditioned Supervised Learning and Online Decision Transformers. These algorithms performed competitively across…

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

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…

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…

Statistics Theory · Mathematics 2025-08-05 Yonghoon Lee , Rina Foygel Barber , Rebecca Willett

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

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either…

Machine Learning · Statistics 2026-04-03 Etienne Gauthier , Francis Bach , Michael I. Jordan

We investigate and extend the conformal prediction method due to Vovk,Gammerman and Shafer (2005) to construct nonparametric prediction regions. These regions have guaranteed distribution free, finite sample coverage, without any…

Statistics Theory · Mathematics 2011-11-08 Jing Lei , James Robins , Larry Wasserman

Standard uniform convergence results bound the generalization gap of the expected loss over a hypothesis class. The emergence of risk-sensitive learning requires generalization guarantees for functionals of the loss distribution beyond the…

Machine Learning · Statistics 2022-06-29 Liu Leqi , Audrey Huang , Zachary C. Lipton , Kamyar Azizzadenesheli

We present an efficient technique, which allows to train classification networks which are verifiably robust against norm-bounded adversarial attacks. This framework is built upon the work of Gowal et al., who applies the interval…

Machine Learning · Computer Science 2019-07-04 Paweł Morawiecki , Przemysław Spurek , Marek Śmieja , Jacek Tabor

Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…

Machine Learning · Statistics 2026-02-20 Yiyao Yang

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

We introduce Joint Coverage Regions (JCRs), which unify confidence intervals and prediction regions in frequentist statistics. Specifically, joint coverage regions aim to cover a pair formed by an unknown fixed parameter (such as the mean…

Methodology · Statistics 2025-06-10 Edgar Dobriban , Zhanran Lin

Evaluating conditional coverage remains one of the most persistent challenges in assessing the reliability of predictive systems. Although conformal methods can give guarantees on marginal coverage, no method can guarantee to produce sets…

Machine Learning · Statistics 2025-12-15 Sacha Braun , David Holzmüller , Michael I. Jordan , Francis Bach

This paper uses the notion of algorithmic stability to derive novel generalization bounds for several families of transductive regression algorithms, both by using convexity and closed-form solutions. Our analysis helps compare the…

Machine Learning · Computer Science 2009-04-07 Corinna Cortes , Mehryar Mohri , Dmitry Pechyony , Ashish Rastogi

Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…

Methodology · Statistics 2022-12-14 Yachong Yang , Arun Kumar Kuchibhotla , Eric Tchetgen Tchetgen

Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang