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Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…

Machine Learning · Statistics 2025-04-17 Kiljae Lee , Yuan Zhang

Continual Test-Time Adaptation (CTTA) aims to adapt models to sequentially changing domains during testing, relying on pseudo-labels for self-adaptation. However, incorrect pseudo-labels can accumulate, leading to performance degradation.…

Machine Learning · Computer Science 2025-02-06 Fan Lyu , Hanyu Zhao , Ziqi Shi , Ye Liu , Fuyuan Hu , Zhang Zhang , Liang Wang

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

Machine Learning · Computer Science 2024-10-24 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

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

Machine learning (ML) is transforming healthcare, but safe clinical decisions demand reliable uncertainty estimates that standard ML models fail to provide. Conformal prediction (CP) is a popular tool that allows users to turn heuristic…

Machine Learning · Computer Science 2025-12-18 Klaus-Rudolf Kladny , Bernhard Schölkopf , Lisa Koch , Christian F. Baumgartner , Michael Muehlebach

This paper studies the problem of detecting novel or unexpected instances in text classification. In traditional text classification, the classes appeared in testing must have been seen in training. However, in many applications, this is…

Machine Learning · Computer Science 2020-09-24 Qi Qin , Wenpeng Hu , Bing Liu

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation…

Machine Learning · Statistics 2026-02-20 Pengqi Liu , Zijun Yu , Mouloud Belbahri , Arthur Charpentier , Masoud Asgharian , Jesse C. Cresswell

Conformal prediction can be used to construct prediction sets that cover the true outcome with a desired probability, but can sometimes lead to large prediction sets that are costly in practice. The most useful outcome is a singleton…

Machine Learning · Statistics 2026-02-05 Tao Wang , Yan Sun , Edgar Dobriban

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

In this paper we revisit the well-known constrained projection approximation subspace tracking algorithm (CPAST) and derive, for the first time, non-asymptotic error bounds. Furthermore, we introduce a novel sparse modification of CPAST…

Methodology · Statistics 2018-11-27 Denis Belomestny , Ekaterina Krymova

Most anomaly detection systems output scores rather than calibrated decisions, leaving practitioners to choose thresholds heuristically and without clear statistical interpretation. Conformal anomaly detection addresses this limitation by…

Machine Learning · Statistics 2026-05-14 Oliver Hennhöfer , Maximilian Kirsch , Christine Preisach

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

With the increasing use of Machine Learning (ML) algorithms in scientific research comes the need for reliable uncertainty quantification. When taking a measurement it is not enough to provide the result, we also have to declare how…

General Relativity and Quantum Cosmology · Physics 2025-05-09 Ann-Kristin Malz , Gregory Ashton , Nicolo Colombo

Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang

Rigorous uncertainty quantification is essential for the safe deployment of autonomous systems in unconstrained environments. Conformal Prediction (CP) provides a distribution-free framework for this task, yet its standard formulations rely…

Machine Learning · Computer Science 2026-05-14 Renukanandan Tumu , Aditya Singh , Rahul Mangharam

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

Conformal prediction (CP) was developed to provide finite-sample probabilistic prediction guarantees. While CP algorithms are a relatively general-purpose approach to uncertainty quantification, with finite-sample guarantees, they lack…

Machine Learning · Statistics 2025-10-08 Jonathan P Williams

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

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang