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Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

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

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

This paper studies the use of conformal prediction (CP), an emerging probabilistic forecasting method, for day-ahead photovoltaic power predictions to enhance participation in electricity markets. First, machine learning models are used to…

Machine Learning · Computer Science 2024-04-01 Yvet Renkema , Nico Brinkel , Tarek Alskaif

Uncertainty quantification is essential for deploying machine learning models in high-stakes domains such as scientific discovery and healthcare. Conformal Prediction (CP) provides finite-sample coverage guarantees under exchangeability, an…

Machine Learning · Computer Science 2026-03-30 Siddhartha Laghuvarapu , Rohan Deb , Jimeng Sun

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

Large Language and Vision-Language Models (LLMs/VLMs) are increasingly used in safety-critical applications, yet their opaque decision-making complicates risk assessment and reliability. Uncertainty quantification (UQ) helps assess…

Machine Learning · Computer Science 2025-02-12 Sina Tayebati , Divake Kumar , Nastaran Darabi , Dinithi Jayasuriya , Ranganath Krishnan , Amit Ranjan Trivedi

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

This paper presents communication-constrained distributed conformal risk control (CD-CRC) framework, a novel decision-making framework for sensor networks under communication constraints. Targeting multi-label classification problems, such…

Signal Processing · Electrical Eng. & Systems 2025-02-25 Meiyi Zhu , Matteo Zecchin , Sangwoo Park , Caili Guo , Chunyan Feng , Petar Popovski , Osvaldo Simeone

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

Deep Learning predictions with measurable confidence are increasingly desirable for real-world problems, especially in high-risk settings. The Conformal Prediction (CP) framework is a versatile solution that guarantees a maximum error rate…

Machine Learning · Computer Science 2023-08-08 Julia A. Meister , Khuong An Nguyen , Stelios Kapetanakis , Zhiyuan Luo

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

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

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Machine Learning · Computer Science 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard

Deep neural networks have achieved remarkable success across a variety of tasks, yet they often suffer from unreliable probability estimates. As a result, they can be overconfident in their predictions. Conformal Prediction (CP) offers a…

We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…

Machine Learning · Statistics 2026-01-07 Naixin Guo , Rui Luo , Zhixin Zhou

We study conditional risk minimization (CRM), i.e. the problem of learning a hypothesis of minimal risk for prediction at the next step of sequentially arriving dependent data. Despite it being a fundamental problem, successful learning in…

Machine Learning · Statistics 2018-11-06 Alexander Zimin , Christoph Lampert

We address the problem of making Conformal Prediction (CP) intervals locally adaptive. Most existing methods focus on approximating the object-conditional validity of the intervals by partitioning or re-weighting the calibration set. Our…

Machine Learning · Computer Science 2023-06-09 Nicolo Colombo

Recent advances in object detectors have led to their adoption for industrial uses. However, their deployment in safety-critical applications is hindered by the inherent lack of reliability of neural networks and the complex structure of…

Machine Learning · Statistics 2025-11-03 Léo andéol , Luca Mossina , Adrien Mazoyer , Sébastien Gerchinovitz

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone