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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

We study the problem of conditional predictive inference on multiple outcomes missing at random (MAR) -- or equivalently, under covariate shift. While the weighted conformal prediction offers a tool for inference under covariate shift with…

Methodology · Statistics 2025-08-01 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

Machine Learning · Computer Science 2025-08-18 Shuqi Liu , Jianguo Huang , Luke Ong

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…

Machine Learning · Computer Science 2025-09-22 Petrus H. Zwart

Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a…

Machine Learning · Computer Science 2024-11-01 Omar Montasser , Han Shao , Emmanuel Abbe

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani

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

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…

Conformal prediction is a popular framework of uncertainty quantification that constructs prediction sets with coverage guarantees. To uphold the exchangeability assumption, many conformal prediction methods necessitate an additional…

Machine Learning · Computer Science 2025-07-11 Hao Zeng , Kangdao Liu , Bingyi Jing , Hongxin Wei

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…

Machine Learning · Statistics 2020-12-29 Omar Rivasplata , Ilja Kuzborskij , Csaba Szepesvari , John Shawe-Taylor

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

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

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

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 (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…

Machine Learning · Statistics 2026-01-30 Yizhou Min , Yizhou Lu , Lanqi Li , Zhen Zhang , Jiaye Teng

Credal sets are sets of probability distributions that are considered as candidates for an imprecisely known ground-truth distribution. In machine learning, they have recently attracted attention as an appealing formalism for uncertainty…

Machine Learning · Statistics 2024-02-19 Alireza Javanmardi , David Stutz , Eyke Hüllermeier

Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

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