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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

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Recent work develops online conformal prediction methods that…

Machine Learning · Computer Science 2025-10-17 Huajun Xi , Kangdao Liu , Hao Zeng , Wenguang Sun , Hongxin Wei

Uncertainty quantification has received considerable interest in recent works in Machine Learning. In particular, Conformal Prediction (CP) gains ground in this field. For the case of time series, Online Conformal Prediction (OCP) becomes…

Machine Learning · Computer Science 2025-11-03 Théo Dupuy , Binbin Xu , Stéphane Perrey , Jacky Montmain , Abdelhak Imoussaten

We present an online post-hoc calibration method, called Online Platt Scaling (OPS), which combines the Platt scaling technique with online logistic regression. We demonstrate that OPS smoothly adapts between i.i.d. and non-i.i.d. settings…

Machine Learning · Computer Science 2023-08-21 Chirag Gupta , Aaditya Ramdas

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…

Machine Learning · Statistics 2026-05-14 Eduardo Ochoa Rivera , Ambuj Tewari

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

Edge intelligence enables low-latency inference via compact on-device models, but assuring reliability remains challenging. We study edge-cloud cascades that must preserve conditional coverage: whenever the edge returns a prediction set, it…

Machine Learning · Computer Science 2025-10-27 Jiayi Huang , Sangwoo Park , Nicola Paoletti , Osvaldo Simeone

Safety-critical control of uncertain, adaptive systems often relies on conservative, worst-case uncertainty bounds that limit closed-loop performance. Online conformal prediction is a powerful data-driven method for quantifying uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Daniel M. Cherenson , Dimitra Panagou

Online conformal prediction enables the runtime calibration of a pre-trained artificial intelligence model using feedback on its performance. Calibration is achieved through set predictions that are updated via online rules so as to ensure…

Machine Learning · Computer Science 2025-07-08 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

Panel data, in which multiple units are repeatedly observed over time, arise throughout science and engineering. Quantifying predictive uncertainty in such settings is challenging because conformal prediction, while distribution-free and…

Machine Learning · Statistics 2026-05-19 Daohong Tu , Kay Giesecke

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

Online conformal prediction has demonstrated its capability to construct a prediction set for each incoming data point that covers the true label with a predetermined probability. To cope with potential distribution shift, multi-model…

Machine Learning · Computer Science 2025-10-14 Erfan Hajihashemi , Yanning Shen

Modern Cyber-physical Systems (CPS) include applications like smart traffic, smart agriculture, smart power grid, etc. Commonly, these systems are distributed and composed of end-user applications and microservices that typically run in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-24 Lubomír Bulej , Tomáš Bureš , Adam Filandr , Petr Hnětynka , Iveta Hnětynkova , Jan Pacovský , Gabor Sandor , Ilias Gerostathopoulos

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

Statistics Theory · Mathematics 2025-11-24 Pierre Humbert , Ulysse Gazin , Ruth Heller , Etienne Roquain

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average…

Methodology · Statistics 2017-08-02 Jing Lei

Modern artificial intelligence systems require calibrated uncertainty estimates that remain reliable in sequential and non-stationary environments. Online conformal prediction (OCP) addresses this challenge through adaptively updated…

Machine Learning · Computer Science 2026-05-21 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional…

Machine Learning · Computer Science 2025-08-14 Licheng Liu , Mingda Qiao
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