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Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

Machine Learning · Computer Science 2024-01-29 António Farinhas , Chrysoula Zerva , Dennis Ulmer , André F. T. Martins

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…

Statistics Theory · Mathematics 2025-08-05 Yonghoon Lee , Rina Foygel Barber , Rebecca Willett

We present a framework to derive bounds on the test loss of randomized learning algorithms for the case of bounded loss functions. Drawing from Steinke & Zakynthinou (2020), this framework leads to bounds that depend on the conditional…

Machine Learning · Computer Science 2021-03-11 Fredrik Hellström , Giuseppe Durisi

Meta-learning has proven to be successful for few-shot learning across the regression, classification, and reinforcement learning paradigms. Recent approaches have adopted Bayesian interpretations to improve gradient-based meta-learners by…

Machine Learning · Computer Science 2020-12-01 Amrith Setlur , Saket Dingliwal , Barnabas Poczos

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

Selective conformal prediction can yield substantially tighter uncertainty sets when we can identify calibration examples that are exchangeable with the test example. In interventional settings, such as perturbation experiments in genomics,…

Machine Learning · Computer Science 2026-03-03 Amir Asiaee , Kavey Aryan , James P. Long

Making predictions that are fair with regard to protected group membership (race, gender, age, etc.) has become an important requirement for classification algorithms. Existing techniques derive a fair model from sampled labeled data…

Machine Learning · Computer Science 2021-02-09 Ashkan Rezaei , Anqi Liu , Omid Memarrast , Brian Ziebart

Accurate estimates of causal effects play a key role in decision-making across applications such as healthcare, economics, and operations. In the absence of randomized experiments, a common approach to estimating causal effects uses…

Statistics Theory · Mathematics 2024-11-14 Davin Choo , Chandler Squires , Arnab Bhattacharyya , David Sontag

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…

Machine Learning · Computer Science 2026-05-01 Arjun Chatterjee , Sayeed Sajjad Razin , John Wu , Siddhartha Laghuvarapu , Jathurshan Pradeepkumar , Jimeng Sun

Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…

Machine Learning · Statistics 2024-05-01 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

Conformal methods create prediction bands that control average coverage under no assumptions besides i.i.d. data. Besides average coverage, one might also desire to control conditional coverage, that is, coverage for every new testing…

Methodology · Statistics 2019-12-10 Rafael Izbicki , Gilson T. Shimizu , Rafael B. Stern

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,…

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

Machine Learning · Statistics 2025-05-22 Matteo Gasparin , Aaditya Ramdas

Distribution shifts between training and testing datasets significantly impair the model performance on graph learning. A commonly-taken causal view in graph invariant learning suggests that stable predictive features of graphs are causally…

Machine Learning · Computer Science 2025-12-10 Bohan Wang , Yurui Chang , Wei Jin , Lu Lin

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP)…

Machine Learning · Statistics 2026-05-19 Junxian Liu , Hao Zeng , Hongxin Wei

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions…

Machine Learning · Statistics 2026-05-18 Ziang Gao , Pengqi Liu , Archer Yi Yang , Mouloud Belbahri , Jesse C. Cresswell , Masoud Asgharian

Foundation models often generate unreliable answers, while heuristic uncertainty estimators fail to fully distinguish correct from incorrect outputs, causing users to accept erroneous answers without any statistical guarantee. We address…

Artificial Intelligence · Computer Science 2026-05-27 Zhiyuan Wang , Aniri , Tianlong Chen , Yue Zhang , Heng Tao Shen , Xiaoshuang Shi , Kaidi Xu
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