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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

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Modern deep learning based classifiers show very high accuracy on test data but this does not provide sufficient guarantees for safe deployment, especially in high-stake AI applications such as medical diagnosis. Usually, predictions are…

Machine Learning · Computer Science 2022-05-09 David Stutz , Krishnamurthy , Dvijotham , Ali Taylan Cemgil , Arnaud Doucet

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

Conformal prediction (CP) provides sets of candidate classes with a guaranteed probability of containing the true class. However, it typically relies on a calibration set with clean labels. We address privacy-sensitive scenarios where the…

Machine Learning · Computer Science 2025-12-08 Coby Penso , Bar Mahpud , Jacob Goldberger , Or Sheffet

Accurate drug-target interaction (DTI) prediction with machine learning models is essential for drug discovery. Such models should also provide a credible representation of their uncertainty, but applying classical marginal conformal…

Machine Learning · Computer Science 2025-05-27 Morteza Rakhshaninejad , Mira Jurgens , Nicolas Dewolf , Willem Waegeman

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

Sequences of labeled events observed at irregular intervals in continuous time are ubiquitous across various fields. Temporal Point Processes (TPPs) provide a mathematical framework for modeling these sequences, enabling inferences such as…

Machine Learning · Computer Science 2024-06-06 Victor Dheur , Tanguy Bosser , Rafael Izbicki , Souhaib Ben Taieb

The conformalClassification package implements Transductive Conformal Prediction (TCP) and Inductive Conformal Prediction (ICP) for classification problems. Conformal Prediction (CP) is a framework that complements the predictions of…

Machine Learning · Statistics 2018-04-17 Niharika Gauraha , Ola Spjuth

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…

Machine Learning · Computer Science 2025-11-24 Zijian Zhang , Xinyu Chen , Yuanjie Shi , Liyuan Lillian Ma , Zifan Xu , Yan Yan

Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone

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 is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…

Machine Learning · Computer Science 2025-12-03 Senrong Xu , Tianyu Wang , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

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

We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…

Methodology · Statistics 2024-09-18 Isaac Gibbs , John J. Cherian , Emmanuel J. Candès
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