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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

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

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

Machine Learning · Computer Science 2024-01-29 António Farinhas , Chrysoula Zerva , Dennis Ulmer , André F. T. Martins

In clinical applications, the utility of segmentation models is often based on the accuracy of derived downstream metrics such as organ size, rather than by the pixel-level accuracy of the segmentation masks themselves. Thus, uncertainty…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Matt Y. Cheung , Ashok Veeraraghavan , Guha Balakrishnan

We give a simple, generic conformal prediction method for sequential prediction that achieves target empirical coverage guarantees against adversarially chosen data. It is computationally lightweight -- comparable to split conformal…

Machine Learning · Computer Science 2022-06-03 Osbert Bastani , Varun Gupta , Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth

Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are…

Machine Learning · Computer Science 2025-07-29 Dharmesh Tailor , Alvaro H. C. Correia , Eric Nalisnick , Christos Louizos

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Forecasting armed conflicts is a critical area of research with the potential to save lives and mitigate suffering. While existing forecasting models offer valuable point predictions, they often lack individual-level uncertainty estimates,…

Methodology · Statistics 2026-01-14 David Randahl , Jonathan P. Williams , Håvard Hegre

Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on…

Machine Learning · Statistics 2025-02-18 Hanyang Jiang , Yao Xie

Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of…

Machine Learning · Computer Science 2019-04-23 Glenn Shafer , Vladimir Vovk

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

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

Conformal prediction is a generic methodology for finite-sample valid distribution-free prediction. This technique has garnered a lot of attention in the literature partly because it can be applied with any machine learning algorithm that…

Methodology · Statistics 2024-04-12 Yachong Yang , Arun Kumar Kuchibhotla

Conformal prediction (CP) is a distribution-free method to construct reliable prediction intervals that has gained significant attention in recent years. Despite its success and various proposed extensions, a significant practical feature…

Statistics Theory · Mathematics 2026-02-02 Louis Allain , Sébastien Da Veiga , Brian Staber

Recent advances in uncertainty quantification increasingly emphasise the distinction between aleatory and epistemic uncertainty in machine learning, motivating the need for more unified frameworks. However, despite much progress in…

Machine Learning · Computer Science 2026-05-26 Yu Chen , Scott Ferson

Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…

Machine Learning · Computer Science 2025-02-25 Chao Gao , Liren Shan , Vaidehi Srinivas , Aravindan Vijayaraghavan

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

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 propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a…

Machine Learning · Statistics 2017-02-01 Markus Schöberl , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis

Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…

Machine Learning · Computer Science 2025-02-25 Margarida M. Campos , João Calém , Sophia Sklaviadis , Mário A. T. Figueiredo , André F. T. Martins
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