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Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

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

Uncertainty estimation is critical in high-stakes machine learning applications. One effective way to estimate uncertainty is conformal prediction, which can provide predictive inference with statistical coverage guarantees. We present a…

Machine Learning · Computer Science 2023-11-03 Nathaniel Diamant , Ehsan Hajiramezanali , Tommaso Biancalani , Gabriele Scalia

Uncertainty quantification (UQ) in natural language generation (NLG) tasks remains an open challenge, exacerbated by the closed-source nature of the latest large language models (LLMs). This study investigates applying conformal prediction…

Computation and Language · Computer Science 2024-11-19 Zhiyuan Wang , Jinhao Duan , Lu Cheng , Yue Zhang , Qingni Wang , Xiaoshuang Shi , Kaidi Xu , Hengtao Shen , Xiaofeng Zhu

Recent studies have shown that deep neural networks are not well-calibrated and often produce over-confident predictions. The miscalibration issue primarily stems from using cross-entropy in classifications, which aims to align predicted…

Machine Learning · Computer Science 2025-02-05 Daehwan Kim , Haejun Chung , Ikbeom Jang

Predicting the minimum operating voltage ($V_{min}$) of chips is one of the important techniques for improving the manufacturing testing flow, as well as ensuring the long-term reliability and safety of in-field systems. Current $V_{min}$…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Yuxuan Yin , Xiaoxiao Wang , Rebecca Chen , Chen He , Peng Li

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

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

Uncertainty Quantification (UQ) for Natural Language Generation (NLG) is crucial for assessing the performance of Large Language Models (LLMs), as it reveals confidence in predictions, identifies failure modes, and gauges output…

Computation and Language · Computer Science 2025-04-09 Sean Wang , Yicheng Jiang , Yuxin Tang , Lu Cheng , Hanjie Chen

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…

Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…

Machine Learning · Computer Science 2025-10-27 Alvaro H. C. Correia , Christos Louizos

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual…

Machine Learning · Statistics 2026-02-04 Tuo Liu , Edgar Dobriban , Francesco Orabona

Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

Machine Learning · Computer Science 2026-02-17 Farbod Siahkali , Ashwin Verma , Vijay Gupta

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

Machine Learning · Computer Science 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while…

Machine Learning · Computer Science 2026-05-25 Jiapeng Zeng , Yogesh Prabhu , Zhanpeng Zeng , Michael A. Newton , Vikas Singh

Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…

Methodology · Statistics 2023-10-24 Yu Gui , Rina Foygel Barber , Cong Ma

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the…

Machine Learning · Statistics 2025-05-09 Qian Peng , Yajie Bao , Haojie Ren , Zhaojun Wang , Changliang Zou