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Conformal prediction is a powerful distribution-free tool for uncertainty quantification, establishing valid prediction intervals with finite-sample guarantees. To produce valid intervals which are also adaptive to the difficulty of each…

Machine Learning · Computer Science 2023-02-24 Nabeel Seedat , Alan Jeffares , Fergus Imrie , Mihaela van der Schaar

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

Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are…

Machine Learning · Computer Science 2025-07-29 Dharmesh Tailor , Alvaro H. C. Correia , Eric Nalisnick , Christos Louizos

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency…

Machine Learning · Statistics 2025-03-05 Rui Luo , Zhixin Zhou

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

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

Conformal prediction can be used to construct prediction sets that cover the true outcome with a desired probability, but can sometimes lead to large prediction sets that are costly in practice. The most useful outcome is a singleton…

Machine Learning · Statistics 2026-02-05 Tao Wang , Yan Sun , Edgar Dobriban

Safe deployment of deep neural networks in high-stake real-world applications requires theoretically sound uncertainty quantification. Conformal prediction (CP) is a principled framework for uncertainty quantification of deep models in the…

Machine Learning · Computer Science 2023-03-21 Subhankar Ghosh , Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Conformal prediction is a popular tool for providing valid prediction sets for classification and regression problems, without relying on any distributional assumptions on the data. While the traditional description of conformal prediction…

Methodology · Statistics 2022-05-11 Chirag Gupta , Arun K. Kuchibhotla , Aaditya K. Ramdas

Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal and flexible instrument for assessing the uncertainty of…

Machine Learning · Statistics 2025-09-09 Junxi Wu , Dongjian Hu , Yajie Bao , Shu-Tao Xia , Changliang Zou

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…

Statistics Theory · Mathematics 2025-05-19 Yiren Wang , Dimitris N. Politis

Large language models are increasingly deployed in settings where reliability matters, yet output-level uncertainty signals such as token probabilities, entropy, and self-consistency can become brittle under calibration--deployment…

Computation and Language · Computer Science 2026-04-20 Yanli Wang , Peng Kuang , Xiaoyu Han , Kaidi Xu , Haohan Wang

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…

Machine Learning · Computer Science 2025-03-12 Xiaofan Zhou , Baiting Chen , Yu Gui , Lu Cheng

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning