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Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

The Super Learner (SL) is a widely used ensemble method that combines predictions from a library of learners based on their predictive performance. Interval predictions are of considerable practical interest because they allow uncertainty…

Machine Learning · Statistics 2026-04-27 Zhanli Wu , Fabrizio Leisen , Miguel-Angel Luque-Fernandez , F. Javier Rubio

Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…

Machine Learning · Computer Science 2025-03-18 Yan Scholten , Stephan Günnemann

Non-parametric machine learning models, such as random forests and gradient boosted trees, are frequently used to estimate house prices due to their predictive accuracy, but a main drawback of such methods is their limited ability to…

Machine Learning · Statistics 2025-01-31 Anders Hjort , Gudmund Horn Hermansen , Johan Pensar , Jonathan P. Williams

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

We propose the Linearly Adaptive Cross Entropy Loss function. This is a novel measure derived from the information theory. In comparison to the standard cross entropy loss function, the proposed one has an additional term that depends on…

Machine Learning · Computer Science 2025-07-16 Jae Wan Shim

Conformal prediction (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of candidate classes) with provable guarantees. However,…

Machine Learning · Computer Science 2025-06-10 Yuanjie Shi , Hooman Shahrokhi , Xuesong Jia , Xiongzhi Chen , Janardhan Rao Doppa , Yan Yan

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

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

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Recently there has been a surge of interest to deploy confidence set predictions rather than point predictions in machine learning. Unfortunately, the effectiveness of such prediction sets is frequently impaired by distribution shifts in…

Machine Learning · Computer Science 2025-08-14 Kevin Kasa , Zhiyu Zhang , Heng Yang , Graham W. Taylor

Conformal prediction provides a principled framework for constructing predictive sets with finite-sample validity. While much of the focus has been on univariate response variables, existing multivariate methods either impose rigid…

Machine Learning · Statistics 2026-03-19 Sacha Braun , Liviu Aolaritei , Michael I. Jordan , Francis Bach

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Machine Learning · Computer Science 2024-03-25 Rui Xu , Yue Sun , Chao Chen , Parv Venkitasubramaniam , Sihong Xie

Conformal prediction (CP) generates a set of predictions for a given test sample such that the prediction set almost always contains the true label (e.g., 99.5\% of the time). CP provides comprehensive predictions on possible labels of a…

Machine Learning · Computer Science 2023-09-12 Yizhe Zhang , Shuo Wang , Yejia Zhang , Danny Z. Chen

Estimating the reliability of individual predictions is key to increase the adoption of computational models and artificial intelligence in preclinical drug discovery, as well as to foster its application to guide decision making in…

Quantitative Methods · Quantitative Biology 2019-08-13 Isidro Cortés-Ciriano , Andreas Bender

Weighted conformal prediction (WCP) has been commonly used to quantify prediction uncertainty under covariate shift. However, the effectiveness of WCP relies heavily on the degree of overlap between the training and test covariate…

Methodology · Statistics 2026-04-02 Mufang Ying , Wenge Guo , Koulik Khamaru , Ying Hung

Conformal prediction (CP) provides a distribution-free approach to uncertainty quantification with finite-sample guarantees. However, applying CP to graph neural networks (GNNs) remains challenging as the combinatorial nature of graphs…

Machine Learning · Computer Science 2026-05-11 Peyman Baghershahi , Fangxin Wang , Debmalya Mandal , Sourav Medya

Deep learning based cervical cancer classification can potentially increase access to screening in low-resource regions. However, deep learning models are often overconfident and do not reliably reflect diagnostic uncertainty. Moreover,…

Image and Video Processing · Electrical Eng. & Systems 2025-05-15 Misgina Tsighe Hagos , Antti Suutala , Dmitrii Bychkov , Hakan Kücükel , Joar von Bahr , Milda Poceviciute , Johan Lundin , Nina Linder , Claes Lundström

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliable electricity price forecasting is crucial for effective…

Machine Learning · Computer Science 2025-02-10 Ciaran O'Connor , Mohamed Bahloul , Roberto Rossi , Steven Prestwich , Andrea Visentin

Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron
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