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Split conformal prediction is a computationally efficient method for performing distribution-free predictive inference in regression. It involves, however, a one-time random split of the data, and the result depends on the particular split.…

Methodology · Statistics 2021-07-22 Aldo Solari , Vera Djordjilović

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

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

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

Spectral Clustering(SC) is a prominent data clustering technique of recent times which has attracted much attention from researchers. It is a highly data-driven method and makes no strict assumptions on the structure of the data to be…

Machine Learning · Computer Science 2019-09-18 Lalith Srikanth Chintalapati , Raghunatha Sarma Rachakonda

Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because standard conformal scores do not explicitly represent…

Machine Learning · Statistics 2026-03-10 Luben M. C. Cabezas , Sabina J. Sloman , Bruno M. Resende , Fanyi Wu , Michele Caprio , Rafael Izbicki

Split conformal prediction provides distribution-free prediction intervals with finite-sample marginal coverage, but produces constant-width intervals that overcover in low-variance regions and undercover in high-variance regions. Existing…

Machine Learning · Computer Science 2026-02-16 Shreyas Fadnavis

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…

Machine Learning · Statistics 2026-05-06 Ran Zou , Wanrong Zhu , Bin Nan

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

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

Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…

Machine Learning · Statistics 2025-04-17 Kiljae Lee , Yuan Zhang

Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…

Machine Learning · Computer Science 2025-09-22 Petrus H. Zwart

Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…

Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP…

Machine Learning · Computer Science 2023-02-23 Javier Abad , Umang Bhatt , Adrian Weller , Giovanni Cherubin

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Machine Learning · Computer Science 2024-03-25 Rui Xu , Yue Sun , Chao Chen , Parv Venkitasubramaniam , Sihong Xie

We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…

Machine Learning · Statistics 2026-01-07 Naixin Guo , Rui Luo , Zhixin Zhou

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…