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Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

Machine Learning · Computer Science 2025-08-18 Shuqi Liu , Jianguo Huang , Luke Ong

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

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

Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…

Logic in Computer Science · Computer Science 2024-11-19 Linus Jeary , Tom Kuipers , Mehran Hosseini , Nicola Paoletti

Existing evaluations of conformal prediction, such as prediction efficiency and test-conditional coverage, are defined in expectation over the calibration data. In practice, when only one calibration set of limited size is available,…

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

While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…

Machine Learning · Computer Science 2025-02-12 Minxing Zheng , Shixiang Zhu

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial…

Statistics Theory · Mathematics 2024-08-26 Roberto I. Oliveira , Paulo Orenstein , Thiago Ramos , João Vitor Romano

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via…

Machine Learning · Computer Science 2026-04-09 Xiayin Lou , Peng Luo

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…

Machine Learning · Computer Science 2025-12-17 Miguel Sánchez-Domínguez , Lucas Lacasa , Javier de Vicente , Gonzalo Rubio , Eusebio Valero

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 (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei
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