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While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger

Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Machine Learning · Statistics 2026-03-03 Xiaoyi Su , Zhixin Zhou , Rui Luo

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

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

Robust optimization (RO) provides a principled framework for decision-making under uncertainty, but its performance critically depends on the choice of the uncertainty set. While large sets ensure reliability, they often lead to overly…

Machine Learning · Computer Science 2026-05-15 Shuyi Chen , Wenbin Zhou , Shixiang Zhu

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

The merit of Conformal Prediction (CP), as a distribution-free framework for uncertainty quantification, depends on generating prediction sets that are efficient, reflected in small average set sizes, while adaptive, meaning they signal…

Machine Learning · Computer Science 2026-02-24 Navid Akhavan Attar , Hesam Asadollahzadeh , Ling Luo , Uwe Aickelin

Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract level, conformal prediction makes use of in-sample…

Methodology · Statistics 2025-03-07 Sam Allen , Georgios Gavrilopoulos , Alexander Henzi , Gian-Reto Kleger , Johanna Ziegel

Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

Machine Learning · Computer Science 2025-05-28 Louis Allain , Sébastien da Veiga , Brian Staber

We investigate the integration of Conformal Prediction (CP) with supervised learning on deterministically encrypted data, aiming to bridge the gap between rigorous uncertainty quantification and privacy-preserving machine learning. Using…

Machine Learning · Computer Science 2025-07-15 Alexander David Balinsky , Dominik Krzeminski , Alexander Balinsky

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

Safe deployment of deep neural networks in high-stake real-world applications requires theoretically sound uncertainty quantification. Conformal prediction (CP) is a principled framework for uncertainty quantification of deep models in the…

Machine Learning · Computer Science 2023-03-21 Subhankar Ghosh , Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

Conformal risk control (CRC) provides distribution-free guarantees for controlling the expected loss at a user-specified level. Existing theory typically assumes that the loss decreases monotonically with a tuning parameter that governs the…

Machine Learning · Statistics 2026-04-21 Tareq Aldirawi , Yun Li , Wenge Guo

Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…

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

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

We give a simple, generic conformal prediction method for sequential prediction that achieves target empirical coverage guarantees against adversarially chosen data. It is computationally lightweight -- comparable to split conformal…

Machine Learning · Computer Science 2022-06-03 Osbert Bastani , Varun Gupta , Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth