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Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Machine Learning · Statistics 2026-03-03 Xiaoyi Su , Zhixin Zhou , Rui Luo

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

Machine learning classifiers often produce probabilistic predictions that are critical for accurate and interpretable decision-making in various domains. The quality of these predictions is generally evaluated with proper losses, such as…

Machine Learning · Computer Science 2025-06-26 Eugène Berta , David Holzmüller , Michael I. Jordan , Francis Bach

Calibration is crucial in deep learning applications, especially in fields like healthcare and autonomous driving, where accurate confidence estimates are vital for decision-making. However, deep neural networks often suffer from…

Machine Learning · Computer Science 2024-10-17 Linwei Tao , Haolan Guo , Minjing Dong , Chang Xu

In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions,…

Machine Learning · Statistics 2024-11-01 Lars van der Laan , Ahmed M. Alaa

Unlike the typical classification setting where each instance is associated with a single class, in multi-label learning each instance is associated with multiple classes simultaneously. Therefore the learning task in this setting is to…

Machine Learning · Computer Science 2022-11-30 Harris Papadopoulos

Estimating the reliability of individual predictions is key to increase the adoption of computational models and artificial intelligence in preclinical drug discovery, as well as to foster its application to guide decision making in…

Quantitative Methods · Quantitative Biology 2019-08-13 Isidro Cortés-Ciriano , Andreas Bender

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

Recommender systems utilize users' historical data to learn and predict their future interests, providing them with suggestions tailored to their tastes. Calibration ensures that the distribution of recommended item categories is consistent…

Information Retrieval · Computer Science 2022-08-23 Mohammadmehdi Naghiaei , Hossein A. Rahmani , Mohammad Aliannejadi , Nasim Sonboli

Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Matthew Cleaveland , Insup Lee , George J. Pappas , Lars Lindemann

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Conformal unlearning aims to ensure that a trained conformal predictor miscovers data points with specific shared characteristics, such as those from a particular label class, associated with a specific user, or belonging to a defined…

Machine Learning · Computer Science 2026-02-13 Yahya Alkhatib , Muhammad Ahmar Jamal , Wee Peng Tay

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

In many machine learning applications, it is important for the model to provide confidence scores that accurately capture its prediction uncertainty. Although modern learning methods have achieved great success in predictive accuracy,…

Machine Learning · Computer Science 2022-07-12 Linjun Zhang , Zhun Deng , Kenji Kawaguchi , James Zou

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…

Machine Learning · Statistics 2026-05-06 Ran Zou , Wanrong Zhu , Bin Nan

Conformal Prediction (CP) is a widely used technique for quantifying uncertainty in machine learning models. In its standard form, CP offers probabilistic guarantees on the coverage of the true label, but it is agnostic to sensitive…

Machine Learning · Computer Science 2025-09-30 Anutam Srinivasan , Aditya T. Vadlamani , Amin Meghrazi , Srinivasan Parthasarathy

Machine unlearning aims to remove the influence of specific training data from a model while preserving reliable behavior on the remaining data, making reliable prediction and uncertainty estimation essential for evaluation. Calibration is…

Computation and Language · Computer Science 2026-05-21 Divyaksh Shukla , Ashutosh Modi