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As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

We investigate methods to provide safety assurances for autonomous agents that incorporate predictions of other, uncontrolled agents' behavior into their own trajectory planning. Given a learning-based forecasting model that predicts…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Anish Muthali , Haotian Shen , Sampada Deglurkar , Michael H. Lim , Rebecca Roelofs , Aleksandra Faust , Claire Tomlin

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

Improving calibration performance in deep learning (DL) classification models is important when planning the use of DL in a decision-support setting. In such a scenario, a confident wrong prediction could lead to a lack of trust and/or harm…

Machine Learning · Computer Science 2024-05-13 Tareen Dawood , Bram Ruijsink , Reza Razavi , Andrew P. King , Esther Puyol-Antón

Volumetry is one of the principal downstream applications of 3D medical image segmentation, for example, to detect abnormal tissue growth or for surgery planning. Conformal Prediction is a promising framework for uncertainty quantification,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-30 Benjamin Lambert , Florence Forbes , Senan Doyle , Michel Dojat

Maintaining an acceptable level of quality of service in modern complex systems is challenging, particularly in the presence of various forms of uncertainty caused by changing execution context, unpredicted events, etc. Although…

Software Engineering · Computer Science 2020-12-04 Fatma Kachi , Chafia Bouanaka , Souheir Merkouche

In response to everyday queries, humans explicitly signal uncertainty and offer alternative answers when they are unsure. Machine learning models that output calibrated prediction sets through conformal prediction mimic this human…

Machine Learning · Computer Science 2024-06-11 Jesse C. Cresswell , Yi Sui , Bhargava Kumar , Noël Vouitsis

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

A model's ability to express its own predictive uncertainty is an essential attribute for maintaining clinical user confidence as computational biomarkers are deployed into real-world medical settings. In the domain of cancer digital…

Foundation models are trained on vast amounts of data at scale using self-supervised learning, enabling adaptation to a wide range of downstream tasks. At test time, these models exhibit zero-shot capabilities through which they can…

Artificial Intelligence · Computer Science 2023-11-28 Shiladitya Dutta , Hongbo Wei , Lars van der Laan , Ahmed M. Alaa

In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…

Machine Learning · Statistics 2020-03-12 Enrico Camporeale , Algo Carè

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…

Machine Learning · Computer Science 2026-01-06 Marzieh Amiri Shahbazi , Ali Baheri , Nasibeh Azadeh-Fard

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…

Machine Learning · Computer Science 2025-10-22 Hassan Gharoun , Mohammad Sadegh Khorshidi , Kasra Ranjbarigderi , Fang Chen , Amir H. Gandomi

Clinical decision requires reasoning in the presence of imperfect data. DTs are a well-known decision support tool, owing to their interpretability, fundamental in safety-critical contexts such as medical diagnosis. However, learning DTs…

We develop conformal prediction methods for constructing valid predictive confidence sets in multiclass and multilabel problems without assumptions on the data generating distribution. A challenge here is that typical conformal prediction…

Machine Learning · Statistics 2020-07-14 Maxime Cauchois , Suyash Gupta , John Duchi