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We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical structure can be leveraged to reduce the size of prediction…

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

Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…

Machine Learning · Computer Science 2026-05-13 Senrong Xu , Yanke Zhou , Yuhao Tan , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

Credal sets are sets of probability distributions that are considered as candidates for an imprecisely known ground-truth distribution. In machine learning, they have recently attracted attention as an appealing formalism for uncertainty…

Machine Learning · Statistics 2024-02-19 Alireza Javanmardi , David Stutz , Eyke Hüllermeier

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

Set-valued prediction is a well-known concept in multi-class classification. When a classifier is uncertain about the class label for a test instance, it can predict a set of classes instead of a single class. In this paper, we focus on…

Machine Learning · Computer Science 2022-03-15 Thomas Mortier , Eyke Hüllermeier , Krzysztof Dembczyński , Willem Waegeman

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…

Machine Learning · Computer Science 2026-05-15 Alexis Bose , Jonathan Ethier , Paul Guinand

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

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…

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

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

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 is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…

Methodology · Statistics 2024-11-05 Subhrasish Chakraborty , Chhavi Tyagi , Haiyan Qiao , Wenge Guo
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