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We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…

Machine Learning · Statistics 2026-01-26 Agnideep Aich , Ashit Baran Aich , Dipak C. Jain

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…

Methodology · Statistics 2022-12-14 Yachong Yang , Arun Kumar Kuchibhotla , Eric Tchetgen Tchetgen

We investigate the integration of Conformal Prediction (CP) with supervised learning on deterministically encrypted data, aiming to bridge the gap between rigorous uncertainty quantification and privacy-preserving machine learning. Using…

Machine Learning · Computer Science 2025-07-15 Alexander David Balinsky , Dominik Krzeminski , Alexander Balinsky

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

Machine learning (ML) is transforming healthcare, but safe clinical decisions demand reliable uncertainty estimates that standard ML models fail to provide. Conformal prediction (CP) is a popular tool that allows users to turn heuristic…

Machine Learning · Computer Science 2025-12-18 Klaus-Rudolf Kladny , Bernhard Schölkopf , Lisa Koch , Christian F. Baumgartner , Michael Muehlebach

Data poisoning attacks, in which an adversary corrupts a training set with the goal of inducing specific desired mistakes, have raised substantial concern: even just the possibility of such an attack can make a user no longer trust the…

Machine Learning · Computer Science 2022-03-09 Maria-Florina Balcan , Avrim Blum , Steve Hanneke , Dravyansh Sharma

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman

The safety and robustness of learning-based decision-making systems are under threats from adversarial examples, as imperceptible perturbations can mislead neural networks to completely different outputs. In this paper, we present an…

Machine Learning · Computer Science 2019-11-28 Chao Tang , Yifei Fan , Anthony Yezzi

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

It has been suggested that adversarial examples cause deep learning models to make incorrect predictions with high confidence. In this work, we take the opposite stance: an overly confident model is more likely to be vulnerable to…

Machine Learning · Computer Science 2018-02-14 Angus Galloway , Graham W. Taylor , Medhat Moussa

Adversarial training is by far the most successful strategy for improving robustness of neural networks to adversarial attacks. Despite its success as a defense mechanism, adversarial training fails to generalize well to unperturbed test…

Machine Learning · Computer Science 2019-10-18 Yogesh Balaji , Tom Goldstein , Judy Hoffman

Classifiers such as deep neural networks have been shown to be vulnerable against adversarial perturbations on problems with high-dimensional input space. While adversarial training improves the robustness of image classifiers against such…

Computer Vision and Pattern Recognition · Computer Science 2019-08-14 Chaithanya Kumar Mummadi , Thomas Brox , Jan Hendrik Metzen

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

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 robustness of machine learning approaches to adversarial perturbations, with a focus on supervised learning scenarios. We find that typical phase classifiers based on deep neural networks are extremely vulnerable to adversarial…

Disordered Systems and Neural Networks · Physics 2024-01-26 Si Jiang , Sirui Lu , Dong-Ling Deng

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

Conformal prediction is a flexible framework for calibrating machine learning predictions, providing distribution-free statistical guarantees. In outlier detection, this calibration relies on a reference set of labeled inlier data to…

Machine Learning · Statistics 2025-06-17 Meshi Bashari , Matteo Sesia , Yaniv Romano

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei