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Conformal Prediction (CP) has emerged as a powerful statistical framework for high-stakes classification applications. Instead of predicting a single class, CP generates a prediction set, guaranteed to include the true label with a…

Machine Learning · Computer Science 2025-11-25 Ariel Fargion , Lahav Dabah , Tom Tirer

In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores…

Machine Learning · Computer Science 2023-05-24 Francesco Marchetti , Sabrina Guastavino , Cristina Campi , Federico Benvenuto , Michele Piana

Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…

Machine Learning · Statistics 2026-04-13 Thomas Mortier , Alireza Javanmardi , Yusuf Sale , Eyke Hüllermeier , Willem Waegeman

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Aggregating conformal predictors is a standard way of balancing their predictive and computational efficiency while retaining their validity, at least approximately. An important advantage of conformal e-predictors is that they are easier…

Machine Learning · Computer Science 2026-05-11 Vladimir Vovk

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

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

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

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

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Many risk-sensitive applications require well-calibrated prediction sets over multiple, potentially correlated target variables, for which the prediction algorithm may report correlated errors. In this work, we aim to construct the…

Machine Learning · Computer Science 2025-03-12 Ji Won Park , Robert Tibshirani , Kyunghyun Cho

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

Conformal Prediction is a machine learning methodology that produces valid prediction regions under mild conditions. In this paper, we explore the application of making predictions over multiple data sources of different sizes without…

Machine Learning · Statistics 2018-06-15 Ola Spjuth , Lars Carlsson , Niharika Gauraha

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…

Methodology · Statistics 2026-05-22 Yuyang Huo , Xiaoyang Wu , Changliang Zou , Haojie Ren

Online conformal prediction has demonstrated its capability to construct a prediction set for each incoming data point that covers the true label with a predetermined probability. To cope with potential distribution shift, multi-model…

Machine Learning · Computer Science 2025-10-14 Erfan Hajihashemi , Yanning Shen

Conformal prediction has become increasingly popular for quantifying the uncertainty associated with machine learning models. Recent work in graph uncertainty quantification has built upon this approach for conformal graph prediction. The…

Machine Learning · Computer Science 2025-05-21 Pranav Maneriker , Aditya T. Vadlamani , Anutam Srinivasan , Yuntian He , Ali Payani , Srinivasan Parthasarathy

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

Machine Learning · Computer Science 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

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) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…

Machine Learning · Statistics 2025-02-07 Michal Klein , Louis Bethune , Eugene Ndiaye , Marco Cuturi

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