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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

Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal…

Statistics Theory · Mathematics 2025-11-24 Pankaj Bhagwat , Linglong Kong , Bei Jiang

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Existing approaches to predictive uncertainty rely either on multi-hypothesis prediction, which promotes diversity but lacks principled aggregation, or on ensemble learning, which improves accuracy but rarely captures the structured…

Machine Learning · Computer Science 2025-09-04 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

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

In real-world settings involving consequential decision-making, the deployment of machine learning systems generally requires both reliable uncertainty quantification and protection of individuals' privacy. We present a framework that…

Machine Learning · Computer Science 2024-03-05 Anastasios N. Angelopoulos , Stephen Bates , Tijana Zrnic , Michael I. Jordan

Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…

Methodology · Statistics 2026-03-27 Nina Deliu , Brunero Liseo

Federated learning is a collaborative model training method that iterates model updates by multiple clients and aggregation of the updates by a central server. Device and statistical heterogeneity of participating clients cause significant…

Machine Learning · Computer Science 2023-08-29 Ayano Nakai-Kasai , Tadashi Wadayama

The rapid growth of renewable energy penetration has intensified the need for reliable probabilistic forecasts to support grid operations at aggregated (fleet or system) levels. In practice, however, system operators often lack access to…

Machine Learning · Computer Science 2026-02-04 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

Understanding why a model makes a certain prediction can be as crucial as the prediction's accuracy in many applications. However, the highest accuracy for large modern datasets is often achieved by complex models that even experts struggle…

Artificial Intelligence · Computer Science 2017-11-28 Scott Lundberg , Su-In Lee

With promising empirical performance across a wide range of applications, synthetic data augmentation appears a viable solution to data scarcity and the demands of increasingly data-intensive models. Its effectiveness lies in expanding the…

Machine Learning · Computer Science 2026-02-02 Zixuan Wu , So Won Jeong , Yating Liu , Yeo Jin Jung , Claire Donnat

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite…

Machine Learning · Computer Science 2026-05-20 Qianyi Chen , Bo Li

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Federated Learning enables multiple data centers to train a central model collaboratively without exposing any confidential data. Even though deterministic models are capable of performing high prediction accuracy, their lack of calibration…

Machine Learning · Computer Science 2022-11-24 Atahan Ozer , Kadir Burak Buldu , Abdullah Akgül , Gozde Unal

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

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