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Existing evaluations of conformal prediction, such as prediction efficiency and test-conditional coverage, are defined in expectation over the calibration data. In practice, when only one calibration set of limited size is available,…

Methodology · Statistics 2026-05-05 Yinjie Min , Liuhua Peng , Changliang Zou

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

In this work, we consider the problem of building distribution-free prediction intervals with finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly popular framework for building such intervals with…

Methodology · Statistics 2024-10-29 Rohan Hore , Rina Foygel Barber

Deep learning models in robotics often output point estimates with poorly calibrated confidences, offering no native mechanism to quantify predictive reliability under novel, noisy, or out-of-distribution inputs. Conformal prediction (CP)…

Robotics · Computer Science 2025-09-29 Divake Kumar , Sina Tayebati , Francesco Migliarba , Ranganath Krishnan , Amit Ranjan Trivedi

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani

Conformal prediction can be used to construct prediction sets that cover the true outcome with a desired probability, but can sometimes lead to large prediction sets that are costly in practice. The most useful outcome is a singleton…

Machine Learning · Statistics 2026-02-05 Tao Wang , Yan Sun , Edgar Dobriban

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

Deep Learning predictions with measurable confidence are increasingly desirable for real-world problems, especially in high-risk settings. The Conformal Prediction (CP) framework is a versatile solution that guarantees a maximum error rate…

Machine Learning · Computer Science 2023-08-08 Julia A. Meister , Khuong An Nguyen , Stelios Kapetanakis , Zhiyuan Luo

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

Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…

Logic in Computer Science · Computer Science 2024-11-19 Linus Jeary , Tom Kuipers , Mehran Hosseini , Nicola Paoletti

Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…

Machine Learning · Computer Science 2025-03-10 Soroush H. Zargarbashi , Aleksandar Bojchevski

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

Machine Learning · Computer Science 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while…

Machine Learning · Computer Science 2026-05-25 Jiapeng Zeng , Yogesh Prabhu , Zhanpeng Zeng , Michael A. Newton , Vikas Singh

Split conformal prediction provides distribution-free prediction intervals with finite-sample marginal coverage, but produces constant-width intervals that overcover in low-variance regions and undercover in high-variance regions. Existing…

Machine Learning · Computer Science 2026-02-16 Shreyas Fadnavis

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

Conditional independence testing is an important problem, yet provably hard without assumptions. One of the assumptions that has become popular of late is called "model-X", where we assume we know the joint distribution of the covariates,…

Methodology · Statistics 2020-07-14 Eugene Katsevich , Aaditya Ramdas

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
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