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Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

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

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract level, conformal prediction makes use of in-sample…

Methodology · Statistics 2025-03-07 Sam Allen , Georgios Gavrilopoulos , Alexander Henzi , Gian-Reto Kleger , Johanna Ziegel

In various situations one is given only the predictions of multiple classifiers over a large unlabeled test data. This scenario raises the following questions: Without any labeled data and without any a-priori knowledge about the…

Machine Learning · Statistics 2014-10-31 Ariel Jaffe , Boaz Nadler , Yuval Kluger

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…

Machine Learning · Statistics 2026-02-13 Etienne Gauthier , Francis Bach , Michael I. Jordan

Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…

Machine Learning · Computer Science 2025-03-10 Soroush H. Zargarbashi , Aleksandar Bojchevski

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…

Methodology · Statistics 2024-11-05 Subhrasish Chakraborty , Chhavi Tyagi , Haiyan Qiao , Wenge Guo

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

In the face of dataset shift, model calibration plays a pivotal role in ensuring the reliability of machine learning systems. Calibration error (CE) is an indicator of the alignment between the predicted probabilities and the classifier…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Gorjan Radevski , Tinne Tuytelaars , Matthew B. Blaschko

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 provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

High Energy Physics - Phenomenology · Physics 2025-12-22 Jack Y. Araz , Michael Spannowsky

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 builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren