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Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

Calibration has emerged as a foundational goal in ``trustworthy machine learning'', in part because of its strong decision theoretic semantics. Independent of the underlying distribution, and independent of the decision maker's utility…

Machine Learning · Statistics 2025-10-28 Shayan Kiyani , Hamed Hassani , George Pappas , Aaron Roth

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

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

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

Deep learning models for medical imaging often exhibit overconfidence, creating safety risks in ambiguous diagnostic scenarios. While Conformal Prediction (CP) provides distribution-free statistical guarantees, standard methods such as…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 One Octadion , Novanto Yudistira , Lailil Muflikhah

Conformal prediction provides a principled framework for constructing predictive sets with finite-sample validity. While much of the focus has been on univariate response variables, existing multivariate methods either impose rigid…

Machine Learning · Statistics 2026-03-19 Sacha Braun , Liviu Aolaritei , Michael I. Jordan , Francis Bach

Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…

Computation · Statistics 2025-02-27 Amanda K. Glazer , Philip B. Stark

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation…

Machine Learning · Statistics 2026-02-20 Pengqi Liu , Zijun Yu , Mouloud Belbahri , Arthur Charpentier , Masoud Asgharian , Jesse C. Cresswell

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

We develop fast distribution-free conformal prediction algorithms for obtaining multivalid coverage on exchangeable data in the batch setting. Multivalid coverage guarantees are stronger than marginal coverage guarantees in two ways: (1)…

Machine Learning · Computer Science 2022-10-03 Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth

In clinical applications, the utility of segmentation models is often based on the accuracy of derived downstream metrics such as organ size, rather than by the pixel-level accuracy of the segmentation masks themselves. Thus, uncertainty…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Matt Y. Cheung , Ashok Veeraraghavan , Guha Balakrishnan

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…

Machine Learning · Computer Science 2026-03-10 Paul Hofman , Timo Löhr , Maximilian Muschalik , Yusuf Sale , Eyke Hüllermeier