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Conformal prediction is a useful and versatile alternative to model calibration in machine learning classification. It replaces single-class prediction with prediction sets, guaranteeing that the \textit{a priori} probability of the…

Machine Learning · Computer Science 2026-05-26 Sol Erika Boman

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

Conformal prediction quantifies the uncertainty of machine learning models by augmenting point predictions with valid prediction sets. For complex scenarios involving multiple trials, models, or data sources, conformal prediction sets can…

Machine Learning · Computer Science 2025-12-25 Gina Wong , Drew Prinster , Suchi Saria , Rama Chellappa , Anqi Liu

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Risk assessment algorithms have been correctly criticized for potential unfairness, and there is an active cottage industry trying to make repairs. In this paper, we adopt a framework from conformal prediction sets to remove unfairness from…

Applications · Statistics 2021-05-24 Richard A. Berk , Arun Kumar Kuchibhotla

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

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…

Machine Learning · Computer Science 2025-02-25 Margarida M. Campos , João Calém , Sophia Sklaviadis , Mário A. T. Figueiredo , André F. T. Martins

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

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

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

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 (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often…

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

Machine Learning · Computer Science 2026-02-04 Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Heß , Valentyn Melnychuk , Stefan Feuerriegel