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This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…

Machine Learning · Statistics 2025-10-16 Tianmin Xie , Yanfei Zhou , Ziyi Liang , Stefano Favaro , Matteo Sesia

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

Multi-label classification is a common challenge in various machine learning applications, where a single data instance can be associated with multiple classes simultaneously. The current paper proposes a novel tree-based method for…

Methodology · Statistics 2024-05-01 Chhavi Tyagi , Wenge Guo

Constructing prediction sets with coverage guarantees for unobserved outcomes is a core problem in modern statistics. Methods for predictive inference have been developed for a wide range of settings, but usually only consider test data…

Methodology · Statistics 2025-07-11 Yonghoon Lee , Eric Tchetgen Tchetgen , Edgar Dobriban

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

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

Most prior work on active learning of classifiers has focused on sequentially selecting one unlabeled example at a time to be labeled in order to reduce the overall labeling effort. In many scenarios, however, it is desirable to label an…

Machine Learning · Computer Science 2012-07-03 Javad Azimi , Alan Fern , Xiaoli Zhang-Fern , Glencora Borradaile , Brent Heeringa

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

Deep neural network models have demonstrated their effectiveness in classifying multi-label data from various domains. Typically, they employ a training mode that combines mini-batches with optimizers, where each sample is randomly selected…

Machine Learning · Computer Science 2024-03-28 Ao Zhou , Bin Liu , Jin Wang , Grigorios Tsoumakas

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…

The expense of acquiring labels in large-scale statistical machine learning makes partially and weakly-labeled data attractive, though it is not always apparent how to leverage such data for model fitting or validation. We present a…

Machine Learning · Statistics 2022-02-10 Maxime Cauchois , Suyash Gupta , Alnur Ali , John Duchi

We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

In various situations one is given only the predictions of multiple classifiers over a large unlabeled test data. This scenario raises the following questions: Without any labeled data and without any a-priori knowledge about the…

Machine Learning · Statistics 2014-10-31 Ariel Jaffe , Boaz Nadler , Yuval Kluger

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

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 statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman
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