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Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

In supervised learning, including regression and classification, conformal methods provide prediction sets for the outcome/label with finite sample coverage for any machine learning predictor. We consider here the case where such prediction…

Statistics Theory · Mathematics 2025-03-19 Ulysse Gazin , Ruth Heller , Ariane Marandon , Etienne Roquain

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

A machine learning model is traditionally considered robust if its prediction remains (almost) constant under input perturbations with small norm. However, real-world tasks like molecular property prediction or point cloud segmentation have…

Machine Learning · Computer Science 2024-01-17 Jan Schuchardt , Yan Scholten , Stephan Günnemann

Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite…

Optimization and Control · Mathematics 2022-02-25 Christian Biefel , Frauke Liers , Jan Rolfes , Martin Schmidt

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Data poisoning attacks, in which an adversary corrupts a training set with the goal of inducing specific desired mistakes, have raised substantial concern: even just the possibility of such an attack can make a user no longer trust the…

Machine Learning · Computer Science 2022-03-09 Maria-Florina Balcan , Avrim Blum , Steve Hanneke , Dravyansh Sharma

Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set…

Machine Learning · Computer Science 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Principal component regression (PCR) is a simple, but powerful and ubiquitously utilized method. Its effectiveness is well established when the covariates exhibit low-rank structure. However, its ability to handle settings with noisy,…

Machine Learning · Computer Science 2021-05-20 Anish Agarwal , Devavrat Shah , Dennis Shen , Dogyoon Song

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

Cyber-physical systems (CPS) designed in simulators behave differently in the real-world. Once they are deployed in the real-world, we would hence like to predict system failures during runtime. We propose robust predictive runtime…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Yiqi Zhao , Bardh Hoxha , Georgios Fainekos , Jyotirmoy V. Deshmukh , Lars Lindemann

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

Randomized smoothing has become essential for achieving certified adversarial robustness in machine learning models. However, current methods primarily use isotropic noise distributions that are uniform across all data dimensions, such as…

Machine Learning · Computer Science 2025-10-24 Hanbin Hong , Ashish Kundu , Ali Payani , Binghui Wang , Yuan Hong

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

The existence of adversarial data examples has drawn significant attention in the deep-learning community; such data are seemingly minimally perturbed relative to the original data, but lead to very different outputs from a deep-learning…

Machine Learning · Computer Science 2019-11-12 Bai Li , Changyou Chen , Wenlin Wang , Lawrence Carin

Predictive coding networks are neuroscience-inspired models with roots in both Bayesian statistics and neuroscience. Training such models, however, is quite inefficient and unstable. In this work, we show how by simply changing the temporal…

Neural and Evolutionary Computing · Computer Science 2024-02-08 Tommaso Salvatori , Yuhang Song , Yordan Yordanov , Beren Millidge , Zhenghua Xu , Lei Sha , Cornelius Emde , Rafal Bogacz , Thomas Lukasiewicz

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Matthew Cleaveland , Insup Lee , George J. Pappas , Lars Lindemann

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

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