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Conformal prediction provides distribution-free coverage guarantees, but in many-class classification it may still under-cover specific classes or subpopulations, preventing safe deployment in high-stakes applications. We propose Cluster…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

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

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In…

Machine Learning · Computer Science 2019-02-19 Vladimir Vovk , Ivan Petej , Paolo Toccaceli , Alex Gammerman

Accurate drug-target interaction (DTI) prediction with machine learning models is essential for drug discovery. Such models should also provide a credible representation of their uncertainty, but applying classical marginal conformal…

Machine Learning · Computer Science 2025-05-27 Morteza Rakhshaninejad , Mira Jurgens , Nicolas Dewolf , Willem Waegeman

This work addresses the problem of constructing reliable prediction intervals for individual counterfactual outcomes. Existing conformal counterfactual inference (CCI) methods provide marginal coverage guarantees but often produce overly…

Machine Learning · Computer Science 2026-05-08 Amirmohammad Farzaneh , Matteo Zecchin , Osvaldo Simeone

In adaptive clinical trials, the conventional confidence interval (CI) for a treatment effect is prone to undesirable properties such as undercoverage and potential inconsistency with the final hypothesis testing decision. Accordingly, as…

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

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

This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Traditional recommendation algorithms develop techniques that can help people to choose desirable items. However, in many real-world applications, along with a set of recommendations, it is also essential to quantify each recommendation's…

Machine Learning · Computer Science 2022-01-26 Venkateswara Rao Kagita , Arun K Pujari , Vineet Padmanabhan , Vikas Kumar

We extend the method of conformal prediction beyond the case relying on labeled calibration data. Replacing the calibration scores by suitable estimates, we identify conformity sets $C$ for classification and regression models that rely on…

Methodology · Statistics 2025-09-15 Jonas Flechsig , Maximilian Pilz

Selective classification enables models to make predictions only when they are sufficiently confident, aiming to enhance safety and reliability, which is important in high-stakes scenarios. Previous methods mainly use deep neural networks…

Machine Learning · Computer Science 2024-06-10 Yu-Chang Wu , Shen-Huan Lyu , Haopu Shang , Xiangyu Wang , Chao Qian

Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because standard conformal scores do not explicitly represent…

Machine Learning · Statistics 2026-03-10 Luben M. C. Cabezas , Sabina J. Sloman , Bruno M. Resende , Fanyi Wu , Michele Caprio , Rafael Izbicki

This paper presents adaptive conformal selection (ACS), an interactive framework for model-free selection with guaranteed error control. Building on conformal selection (Jin and Cand\`es, 2023b), ACS generalizes the approach to support…

Methodology · Statistics 2025-07-22 Yu Gui , Ying Jin , Yash Nair , Zhimei Ren

Convolutional neural network (CNN) models for computer vision are powerful but lack explainability in their most basic form. This deficiency remains a key challenge when applying CNNs in important domains. Recent work on explanations…

Computer Vision and Pattern Recognition · Computer Science 2021-06-18 Ruihan Zhang , Prashan Madumal , Tim Miller , Krista A. Ehinger , Benjamin I. P. Rubinstein

We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…

Optimization and Control · Mathematics 2026-03-19 Johannes Köhler

We propose an adaptive confidence interval procedure (CIP) for the coefficients in the normal linear regression model. This procedure has a frequentist coverage rate that is constant as a function of the model parameters, yet provides…

Methodology · Statistics 2017-07-10 Peter D. Hoff , Chaoyu Yu

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…

Machine Learning · Computer Science 2025-05-14 Xiannan Huang , Shuhan Qiu

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou