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In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

Conformal prediction constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…

Machine Learning · Statistics 2026-05-13 Laura Lützow , Simone Garatti , Marco C. Campi , Lars Lindemann , Matthias Althoff

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

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

Conformal prediction has become increasingly popular for quantifying the uncertainty associated with machine learning models. Recent work in graph uncertainty quantification has built upon this approach for conformal graph prediction. The…

Machine Learning · Computer Science 2025-05-21 Pranav Maneriker , Aditya T. Vadlamani , Anutam Srinivasan , Yuntian He , Ali Payani , Srinivasan Parthasarathy

Discrimination and calibration represent two important properties of survival analysis, with the former assessing the model's ability to accurately rank subjects and the latter evaluating the alignment of predicted outcomes with actual…

Machine Learning · Computer Science 2024-06-04 Shi-ang Qi , Yakun Yu , Russell Greiner

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

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

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

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…

Machine Learning · Computer Science 2026-02-13 Yahya Alkhatib , Muhammad Ahmar Jamal , Wee Peng Tay

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

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Conformal Prediction is a machine learning methodology that produces valid prediction regions under mild conditions. In this paper, we explore the application of making predictions over multiple data sources of different sizes without…

Machine Learning · Statistics 2018-06-15 Ola Spjuth , Lars Carlsson , Niharika Gauraha

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla