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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

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

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

Machine Learning · Computer Science 2025-05-27 Shadi Alijani , Homayoun Najjaran

Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…

Machine Learning · Computer Science 2024-12-03 Zihao Tang , Boyuan Wang , Chuan Wen , Jiaye Teng

Conditional validity and length efficiency are two crucial aspects of conformal prediction (CP). Conditional validity ensures accurate uncertainty quantification for data subpopulations, while proper length efficiency ensures that the…

Machine Learning · Statistics 2024-12-12 Shayan Kiyani , George Pappas , Hamed Hassani

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

We study the problem of uncertainty quantification for time series prediction, with the goal of providing easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control…

Machine Learning · Computer Science 2023-08-01 Anastasios N. Angelopoulos , Emmanuel J. Candes , Ryan J. Tibshirani

Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align…

Machine Learning · Computer Science 2026-05-05 Rui Xu , Xingyuan Chen , Wenxing Huang , Minxuan Huang , Weiyan Chen , Sihong Xie , Hui Xiong

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…

Machine Learning · Statistics 2026-04-13 Thomas Mortier , Alireza Javanmardi , Yusuf Sale , Eyke Hüllermeier , Willem Waegeman

Scene Graph Generation (SGG) aims to represent visual scenes by identifying objects and their pairwise relationships, providing a structured understanding of image content. However, inherent challenges like long-tailed class distributions…

Computer Vision and Pattern Recognition · Computer Science 2025-04-14 Sayak Nag , Udita Ghosh , Calvin-Khang Ta , Sarosij Bose , Jiachen Li , Amit K Roy Chowdhury

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

Conformal prediction (CP) is a popular frequentist framework for representing uncertainty by providing prediction sets that guarantee coverage of the true label with a user-adjustable probability. In most applications, CP operates on…

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…

Machine Learning · Computer Science 2024-12-09 Yuanjie Shi , Subhankar Ghosh , Taha Belkhouja , Janardhan Rao Doppa , Yan Yan

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

Conformal prediction provides a framework for uncertainty quantification, specifically in the forms of prediction intervals and sets with distribution-free guaranteed coverage. While recent cross-conformal techniques such as CV+ and…

Machine Learning · Statistics 2026-01-01 Panisara Meehinkong , Donlapark Ponnoprat

Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang

Conformal prediction offers a powerful framework for building distribution-free prediction intervals for exchangeable data. Existing methods that extend conformal prediction to sequential data rely on fitting a relatively complex model to…

Machine Learning · Computer Science 2026-03-03 Roberto Neglia , Andrea Cini , Michael M. Bronstein , Filippo Maria Bianchi