Related papers: Distribution-free Conformal Prediction for Ordinal…
Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…
We study conformal prediction in the one-shot federated learning setting. The main goal is to compute marginally and training-conditionally valid prediction sets, at the server-level, in only one round of communication between the agents…
In many real applications of statistical learning, collecting sufficiently many training data is often expensive, time-consuming, or even unrealistic. In this case, a transfer learning approach, which aims to leverage knowledge from a…
We introduce Conformal Decision Theory, a framework for producing safe autonomous decisions despite imperfect machine learning predictions. Examples of such decisions are ubiquitous, from robot planning algorithms that rely on pedestrian…
The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…
Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…
Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…
Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…
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,…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…
Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…
Split conformal prediction is a computationally efficient method for performing distribution-free predictive inference in regression. It involves, however, a one-time random split of the data, and the result depends on the particular split.…
Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…
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…
Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…
Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to reduce prediction set size remains a major open challenge.…
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…
Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…