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In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…

Machine Learning · Statistics 2025-03-24 Yusuf Sale , Aaditya Ramdas

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

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

We study the problem of post-selection predictive inference in an online fashion. To avoid devoting resources to unimportant units, a preliminary selection of the current individual before reporting its prediction interval is common and…

Machine Learning · Statistics 2025-12-02 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou

Providing users with alternatives to choose from is an essential component in many online platforms, making the accurate prediction of choice vital to their success. A renewed interest in learning choice models has led to significant…

Machine Learning · Computer Science 2020-01-22 Nir Rosenfeld , Kojin Oshiba , Yaron Singer

Graph Neural Networks (GNNs) are able to achieve high classification accuracy on many important real world datasets, but provide no rigorous notion of predictive uncertainty. Quantifying the confidence of GNN models is difficult due to the…

Machine Learning · Statistics 2024-01-10 Jase Clarkson

We develop conformal prediction methods for constructing valid predictive confidence sets in multiclass and multilabel problems without assumptions on the data generating distribution. A challenge here is that typical conformal prediction…

Machine Learning · Statistics 2020-07-14 Maxime Cauchois , Suyash Gupta , John Duchi

Convolutional image classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, hindering their deployment in consequential settings. Existing uncertainty quantification techniques,…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Anastasios Angelopoulos , Stephen Bates , Jitendra Malik , Michael I. Jordan

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

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

Decision support systems for classification tasks are predominantly designed to predict the value of the ground truth labels. However, since their predictions are not perfect, these systems also need to make human experts understand when…

Machine Learning · Computer Science 2024-07-17 Eleni Straitouri , Manuel Gomez Rodriguez

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

{\em Algorithms with predictions} incorporate machine learning predictions into algorithm design. A plethora of recent works incorporated predictions to improve on worst-case optimal bounds for online problems. In this paper, we initiate…

Data Structures and Algorithms · Computer Science 2023-09-12 Monika Henzinger , Barna Saha , Martin P. Seybold , Christopher Ye

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

Online Feedback Optimization uses optimization algorithms as dynamic systems to design optimal control inputs. The results obtained from Online Feedback Optimization depend on the setup of the chosen optimization algorithm. In this work we…

Optimization and Control · Mathematics 2025-03-11 Marta Zagorowska , Lars Imsland

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

Graph Neural Networks have achieved remarkable accuracy in semi-supervised node classification tasks. However, these results lack reliable uncertainty estimates. Conformal prediction methods provide a theoretical guarantee for node…

Machine Learning · Computer Science 2025-01-07 Jianqing Song , Jianguo Huang , Wenyu Jiang , Baoming Zhang , Shuangjie Li , Chongjun Wang

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 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