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We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

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

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

The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…

Machine Learning · Statistics 2026-05-11 Yijin Ni , Xiaoming Huo

This paper proposes a way of protecting probabilistic prediction models against changes in the data distribution, concentrating on the case of classification and paying particular attention to binary classification. This is important in…

Machine Learning · Computer Science 2021-10-26 Vladimir Vovk , Ivan Petej , Alex Gammerman

A binary classifier capable of abstaining from making a label prediction has two goals in tension: minimizing errors, and avoiding abstaining unnecessarily often. In this work, we exactly characterize the best achievable tradeoff between…

Machine Learning · Computer Science 2016-11-30 Akshay Balsubramani

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

Conformal Prediction (CP) algorithms estimate the uncertainty of a prediction model by calibrating its outputs on labeled data. The same calibration scheme usually applies to any model and data without modifications. The obtained prediction…

Machine Learning · Computer Science 2024-06-27 Nicolo Colombo

Conformal prediction (CP) provides sets of candidate classes with a guaranteed probability of containing the true class. However, it typically relies on a calibration set with clean labels. We address privacy-sensitive scenarios where the…

Machine Learning · Computer Science 2025-12-08 Coby Penso , Bar Mahpud , Jacob Goldberger , Or Sheffet

In high-stakes applications, predictive models must not only produce accurate predictions but also quantify and communicate their uncertainty. Reject-option prediction addresses this by allowing the model to abstain when prediction…

Artificial Intelligence · Computer Science 2026-05-05 Vojtech Franc , Jakub Paplham

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Machine Learning · Computer Science 2023-11-21 Gundeep Arora , Srujana Merugu , Anoop Saladi , Rajeev Rastogi

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

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 popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

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

Assessing reliably the confidence of a deep neural network and predicting its failures is of primary importance for the practical deployment of these models. In this paper, we propose a new target criterion for model confidence,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-29 Charles Corbière , Nicolas Thome , Avner Bar-Hen , Matthieu Cord , Patrick Pérez

Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…

Machine Learning · Computer Science 2025-03-18 Yan Scholten , Stephan Günnemann

The rapid advancement of large language models has raised significant concerns regarding their potential misuse by malicious actors. As a result, developing effective detectors to mitigate these risks has become a critical priority.…

Computation and Language · Computer Science 2025-05-15 Xiaowei Zhu , Yubing Ren , Yanan Cao , Xixun Lin , Fang Fang , Yangxi Li

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

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut