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The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…

Statistics Theory · Mathematics 2023-01-19 Michael Bian , Rina Foygel Barber

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

Predicting sets of outcomes -- instead of unique outcomes -- is a promising solution to uncertainty quantification in statistical learning. Despite a rich literature on constructing prediction sets with statistical guarantees, adapting to…

Methodology · Statistics 2023-06-21 Hongxiang Qiu , Edgar Dobriban , Eric Tchetgen Tchetgen

If you are predicting the label $y$ of a new object with $\hat y$, how confident are you that $y = \hat y$? Conformal prediction methods provide an elegant framework for answering such question by building a $100 (1 - \alpha)\%$ confidence…

Machine Learning · Statistics 2019-11-11 Eugene Ndiaye , Ichiro Takeuchi

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

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

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…

Statistics Theory · Mathematics 2025-08-05 Yonghoon Lee , Rina Foygel Barber , Rebecca Willett

Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…

Machine Learning · Computer Science 2026-05-13 Senrong Xu , Yanke Zhou , Yuhao Tan , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

The expense of acquiring labels in large-scale statistical machine learning makes partially and weakly-labeled data attractive, though it is not always apparent how to leverage such data for model fitting or validation. We present a…

Machine Learning · Statistics 2022-02-10 Maxime Cauchois , Suyash Gupta , Alnur Ali , John Duchi

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 prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

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

In statistical inference, confidence set procedures are typically evaluated based on their validity and width properties. Even when procedures achieve rate-optimal widths, confidence sets can still be excessively wide in practice due to…

Statistics Theory · Mathematics 2025-03-20 Kenta Takatsu

Machine learning has become an effective tool for automatically annotating unstructured data (e.g., images) with structured labels (e.g., object detections). As a result, a new programming paradigm called neurosymbolic programming has…

Programming Languages · Computer Science 2024-05-28 Ramya Ramalingam , Sangdon Park , Osbert Bastani

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either…

Machine Learning · Statistics 2026-04-03 Etienne Gauthier , Francis Bach , Michael I. Jordan

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Evaluating conditional coverage remains one of the most persistent challenges in assessing the reliability of predictive systems. Although conformal methods can give guarantees on marginal coverage, no method can guarantee to produce sets…

Machine Learning · Statistics 2025-12-15 Sacha Braun , David Holzmüller , Michael I. Jordan , Francis Bach