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Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…

Machine Learning · Statistics 2025-12-04 Jean-Baptiste Fermanian , Mohamed Hebiri , Joseph Salmon

A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…

Machine Learning · Statistics 2024-10-08 Zhuoqun Wang , Naoki Awaya , Li Ma

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

With the proliferation of increasingly complicated Deep Learning architectures, data synthesis is a highly promising technique to address the demand of data-hungry models. However, reliably assessing the quality of a 'synthesiser' model's…

Machine Learning · Computer Science 2025-05-05 Julia A. Meister , Khuong An Nguyen

Accurately forecasting extreme rainfall is notoriously difficult, but is also ever more crucial for society as climate change increases the frequency of such extremes. Global numerical weather prediction models often fail to capture…

Machine Learning · Statistics 2022-03-24 Ilan Price , Stephan Rasp

Accurate prediction with multimodal data-encompassing tabular, textual, and visual inputs or outputs-is fundamental to advancing analytics in diverse application domains. Traditional approaches often struggle to integrate heterogeneous data…

Machine Learning · Statistics 2025-03-11 Xinyu Tian , Xiaotong Shen

Recent methods in quantile regression have adopted a classification perspective to handle challenges posed by heteroscedastic, multimodal, or skewed data by quantizing outputs into fixed bins. Although these regression-as-classification…

Machine Learning · Computer Science 2024-11-05 Batuhan Cengiz , Halil Faruk Karagoz , Tufan Kumbasar

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

Generative modeling has recently seen many exciting developments with the advent of deep generative architectures such as Variational Auto-Encoders (VAE) or Generative Adversarial Networks (GAN). The ability to draw synthetic i.i.d.…

Machine Learning · Computer Science 2021-02-19 Johan Leduc , Nicolas Grislain

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

Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often…

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

Modern clustering approaches often trade interpretability for performance, particularly in deep learning-based methods. We present Generative Kernel Spectral Clustering (GenKSC), a novel model combining kernel spectral clustering with…

Machine Learning · Computer Science 2025-04-25 David Winant , Sonny Achten , Johan A. K. Suykens

Quantifying uncertainty in automatically generated text is important for letting humans check potential hallucinations and making systems more reliable. Conformal prediction is an attractive framework to provide predictions imbued with…

Computation and Language · Computer Science 2024-02-02 Dennis Ulmer , Chrysoula Zerva , André F. T. Martins

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive regions. We prove the validity of the method, and that…

Methodology · Statistics 2025-04-09 Max Sampson , Kung-Sik Chan

Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider…

Machine Learning · Statistics 2025-01-22 Zheng Dong , Zekai Fan , Shixiang Zhu

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay