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Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

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…

In interactive imitation learning (IL), uncertainty quantification offers a way for the learner (i.e. robot) to contend with distribution shifts encountered during deployment by actively seeking additional feedback from an expert (i.e.…

Robotics · Computer Science 2025-05-01 Michelle Zhao , Reid Simmons , Henny Admoni , Aaditya Ramdas , Andrea Bajcsy

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

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

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…

Machine Learning · Computer Science 2026-03-23 Junghwan Lee , Chen Xu , Yao Xie

Deploying artificial intelligence (AI) models on edge devices involves a delicate balance between meeting stringent complexity constraints, such as limited memory and energy resources, and ensuring reliable performance in sensitive…

Machine Learning · Computer Science 2025-10-02 Jiayi Huang , Sangwoo Park , Nicola Paoletti , Osvaldo Simeone

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Machine unlearning seeks to remove the influence of specified data from a trained model. While the unlearning accuracy provides a widely used metric for assessing unlearning performance, it falls short in assessing the reliability of…

Machine Learning · Computer Science 2026-05-13 Yingdan Shi , Sijia Liu , Kaize Ding , Ren Wang

This paper addresses the problem of providing runtime assurance for systems operating online under unknown and potentially time-varying data distributions. We propose Cost-Aware Adaptive Conformal Inference (ACI), a novel framework that…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Taoran Wu , Jingduo Pan , Luke Ong , Bai Xue

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

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

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

Model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. The uncertainty does not represent the model error well. In this paper, temperature scaling is extended to dropout variational…

Machine Learning · Computer Science 2019-11-19 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

While deep learning offers tremendous promise for scientific and medical imaging, any failures and hallucinations (predictions that do not coincide with reality) are hard to pinpoint and can have serious downstream consequences. Uncertainty…

Image and Video Processing · Electrical Eng. & Systems 2026-05-26 Cassandra Tong Ye , Shamus Li , Tyler King , Kristina Monakhova