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Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Machine Learning · Computer Science 2024-03-25 Rui Xu , Yue Sun , Chao Chen , Parv Venkitasubramaniam , Sihong Xie

Machine learning (ML) is transforming healthcare, but safe clinical decisions demand reliable uncertainty estimates that standard ML models fail to provide. Conformal prediction (CP) is a popular tool that allows users to turn heuristic…

Machine Learning · Computer Science 2025-12-18 Klaus-Rudolf Kladny , Bernhard Schölkopf , Lisa Koch , Christian F. Baumgartner , Michael Muehlebach

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Conformal prediction (CP) is a popular frequentist framework for representing uncertainty by providing prediction sets that guarantee coverage of the true label with a user-adjustable probability. In most applications, CP operates on…

Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…

Machine Learning · Statistics 2025-12-04 Jean-Baptiste Fermanian , Mohamed Hebiri , Joseph Salmon

Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…

Machine Learning · Statistics 2026-04-13 Thomas Mortier , Alireza Javanmardi , Yusuf Sale , Eyke Hüllermeier , Willem Waegeman

Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

Machine Learning · Computer Science 2024-01-29 António Farinhas , Chrysoula Zerva , Dennis Ulmer , André F. T. Martins

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Astronomers often deal with data where the covariates and the dependent variable are measured with heteroscedastic non-Gaussian error. For instance, while TESS and Kepler datasets provide a wealth of information, addressing the challenges…

Instrumentation and Methods for Astrophysics · Physics 2024-12-17 Naomi Giertych , Jonathan P Williams , Sujit Ghosh

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions…

Machine Learning · Statistics 2026-05-18 Ziang Gao , Pengqi Liu , Archer Yi Yang , Mouloud Belbahri , Jesse C. Cresswell , Masoud Asgharian

Reliable uncertainty quantification is crucial for the trustworthiness of machine learning applications. Inductive Conformal Prediction (ICP) offers a distribution-free framework for generating prediction sets or intervals with…

Machine Learning · Computer Science 2025-06-25 A. A. Balinsky , A. D. Balinsky

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

We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…

Statistics Theory · Mathematics 2020-04-16 Rina Foygel Barber , Emmanuel J. Candès , Aaditya Ramdas , Ryan J. Tibshirani

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

Given data on a random variable \(Y\), a prediction set with miscoverage level \(\alpha \in (0,1)\) is a set that contains a new draw of \(Y\) with probability \(1-\alpha\). Among all prediction sets satisfying this coverage property, the…

Econometrics · Economics 2026-02-24 Weiguang Liu , Áureo de Paula , Elie Tamer