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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

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

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

Complementary-label learning is a weakly supervised learning problem in which each training example is associated with one or multiple complementary labels indicating the classes to which it does not belong. Existing consistent approaches…

Machine Learning · Computer Science 2024-10-14 Wei Wang , Takashi Ishida , Yu-Jie Zhang , Gang Niu , Masashi Sugiyama

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

As deep neural networks are more commonly deployed in high-stakes domains, their black-box nature makes uncertainty quantification challenging. We investigate the presentation of conformal prediction sets--a distribution-free class of…

Human-Computer Interaction · Computer Science 2024-04-29 Dongping Zhang , Angelos Chatzimparmpas , Negar Kamali , Jessica Hullman

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Machine Learning · Computer Science 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard

When learning from positive and unlabelled data, it is a strong assumption that the positive observations are randomly sampled from the distribution of $X$ conditional on $Y = 1$, where X stands for the feature and Y the label. Most…

Machine Learning · Computer Science 2020-03-04 Fengxiang He , Tongliang Liu , Geoffrey I Webb , Dacheng Tao

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

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

Given a family of pretrained models and a hold-out set, how can we construct a valid conformal prediction set while selecting a model that minimizes the width of the set? If we use the same hold-out data set both to select a model (the…

Methodology · Statistics 2026-04-20 Ruiting Liang , Wanrong Zhu , Rina Foygel Barber

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Machine Learning · Computer Science 2024-12-03 Alireza Torabian , Ruth Urner

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

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

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

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber
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