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Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of…

Machine Learning · Computer Science 2019-04-23 Glenn Shafer , Vladimir Vovk

Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…

Machine Learning · Computer Science 2025-03-12 Xiaofan Zhou , Baiting Chen , Yu Gui , Lu Cheng

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

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

With the proliferation of increasingly complicated Deep Learning architectures, data synthesis is a highly promising technique to address the demand of data-hungry models. However, reliably assessing the quality of a 'synthesiser' model's…

Machine Learning · Computer Science 2025-05-05 Julia A. Meister , Khuong An Nguyen

Autonomous driving heavily relies on perception systems to interpret the environment for decision-making. To enhance robustness in these safety critical applications, this paper considers a Deep Ensemble of Deep Neural Network regressors…

Robotics · Computer Science 2024-12-06 Xiao Li , Anouck Girard , Ilya Kolmanovsky

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

Machine Learning · Statistics 2026-03-31 Liang Hong , Noura Raydan Nasreddine

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

Machine Learning · Computer Science 2024-01-29 António Farinhas , Chrysoula Zerva , Dennis Ulmer , André F. T. Martins

Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…

Machine Learning · Computer Science 2026-05-01 Arjun Chatterjee , Sayeed Sajjad Razin , John Wu , Siddhartha Laghuvarapu , Jathurshan Pradeepkumar , Jimeng Sun

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…

Machine Learning · Computer Science 2025-12-03 Senrong Xu , Tianyu Wang , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

The recent developments of complex deep learning models have led to unprecedented ability to accurately predict across multiple data representation types. Conformal prediction for uncertainty quantification of these models has risen in…

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

Conformal prediction is a statistical tool for producing prediction regions for machine learning models that are valid with high probability. A key component of conformal prediction algorithms is a \emph{non-conformity score function} that…

Machine Learning · Computer Science 2025-03-06 Renukanandan Tumu , Matthew Cleaveland , Rahul Mangharam , George J. Pappas , Lars Lindemann

The analysis of data such as graphs has been gaining increasing attention in the past years. This is justified by the numerous applications in which they appear. Several methods are present to predict graphs, but much fewer to quantify the…

Methodology · Statistics 2024-04-30 Anna Calissano , Matteo Fontana , Gianluca Zeni , Simone Vantini

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

Methodology · Statistics 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…

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