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In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

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

Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…

Machine Learning · Computer Science 2024-12-03 Zihao Tang , Boyuan Wang , Chuan Wen , Jiaye Teng

To explain conceptual gap between classical/quantum and other, hypothetical descriptions of world, several principles has been proposed. So far, all these principles have not explicitly included the uncertainty relation. Here we introduce…

Quantum Physics · Physics 2017-02-22 L. Czekaj , M. Horodecki , P. Horodecki , R. Horodecki

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

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

Complex events originate from other primitive events combined according to defined patterns and rules. Instead of using specialists' manual work to compose the model rules, we use machine learning (ML) to self-define these patterns and…

Machine Learning · Computer Science 2024-11-05 Maria J. P. Peixoto , Akramul Azim

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 inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

Graph Neural Networks (GNNs) excel in diverse tasks, yet their applications in high-stakes domains are often hampered by unreliable predictions. Although numerous uncertainty quantification methods have been proposed to address this…

Machine Learning · Computer Science 2024-07-22 Tianyi Zhao , Jian Kang , Lu Cheng

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

We study the problem of conformal prediction (CP) under geometric data shifts, where data samples are susceptible to transformations such as rotations or flips. While CP endows prediction models with post-hoc uncertainty quantification and…

Machine Learning · Statistics 2025-06-23 Putri A. van der Linden , Alexander Timans , Erik J. Bekkers

We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical structure can be leveraged to reduce the size of prediction…

Conformal prediction (CP) provides sets of candidate classes with a guaranteed probability of containing the true class. However, it typically relies on a calibration set with clean labels. We address privacy-sensitive scenarios where the…

Machine Learning · Computer Science 2025-12-08 Coby Penso , Bar Mahpud , Jacob Goldberger , Or Sheffet

Uncertainty quantification has received considerable interest in recent works in Machine Learning. In particular, Conformal Prediction (CP) gains ground in this field. For the case of time series, Online Conformal Prediction (OCP) becomes…

Machine Learning · Computer Science 2025-11-03 Théo Dupuy , Binbin Xu , Stéphane Perrey , Jacky Montmain , Abdelhak Imoussaten

This paper proposes an extension to conventional regression Neural Networks (NNs) for replacing the point predictions they produce with prediction intervals that satisfy a required level of confidence. Our approach follows a novel machine…

Machine Learning · Computer Science 2023-12-18 Harris Papadopoulos , Haris Haralambous

It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this deficiency is with…

Machine Learning · Statistics 2024-06-25 Chancellor Johnstone , Eugene Ndiaye
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