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Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…

Machine Learning · Computer Science 2026-04-21 Junyoung Yang , Kyungmin Kim , Sangdon Park

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…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…

Machine Learning · Computer Science 2024-12-09 Yuanjie Shi , Subhankar Ghosh , Taha Belkhouja , Janardhan Rao Doppa , Yan Yan

We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$. While traditional online conformal…

Machine Learning · Computer Science 2026-05-15 Sreenivas Gollapudi , Kostas Kollias , Kamesh Munagala , Ali Sinop

Forecasting armed conflicts is a critical area of research with the potential to save lives and mitigate suffering. While existing forecasting models offer valuable point predictions, they often lack individual-level uncertainty estimates,…

Methodology · Statistics 2026-01-14 David Randahl , Jonathan P. Williams , Håvard Hegre

This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…

Machine Learning · Statistics 2025-10-16 Tianmin Xie , Yanfei Zhou , Ziyi Liang , Stefano Favaro , Matteo Sesia

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized…

Machine Learning · Statistics 2019-02-26 Daniel T. Zhang , Young Hun Jung , Ambuj Tewari

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…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

Conformal Prediction (CP) controls the prediction uncertainty of classification systems by producing a small prediction set, ensuring a predetermined probability that the true class lies within this set. This is commonly done by defining a…

Machine Learning · Computer Science 2025-08-14 Coby Penso , Jacob Goldberger , Ethan Fetaya

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Unlike the typical classification setting where each instance is associated with a single class, in multi-label learning each instance is associated with multiple classes simultaneously. Therefore the learning task in this setting is to…

Machine Learning · Computer Science 2022-11-30 Harris Papadopoulos

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

This paper introduces a new online learning framework for multiclass classification called learning with diluted bandit feedback. At every time step, the algorithm predicts a candidate label set instead of a single label for the observed…

Machine Learning · Computer Science 2021-05-19 Gaurav Batra , Naresh Manwani

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

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

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay
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