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Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

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

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either…

Machine Learning · Statistics 2026-04-03 Etienne Gauthier , Francis Bach , Michael I. Jordan

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani

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

While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…

Machine Learning · Statistics 2024-03-12 Guneet S. Dhillon , George Deligiannidis , Tom Rainforth

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

Conformal prediction is a distribution-free and model-agnostic uncertainty-quantification method that provides finite-sample prediction intervals with guaranteed coverage. In this work, for the first time, we apply conformal-prediction to…

Nuclear Theory · Physics 2026-02-02 Habib Yousefi Dezdarani , Ryan Curry , Alexandros Gezerlis

This paper explores uncertainty quantification (UQ) methods in the context of Kolmogorov-Arnold Networks (KANs). We apply an ensemble approach to KANs to obtain a heuristic measure of UQ, enhancing interpretability and robustness in…

Machine Learning · Computer Science 2025-04-22 Amirhossein Mollaali , Christian Bolivar Moya , Amanda A. Howard , Alexander Heinlein , Panos Stinis , Guang Lin

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

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 (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

We introduce a method for online conformal prediction with decaying step sizes. Like previous methods, ours possesses a retrospective guarantee of coverage for arbitrary sequences. However, unlike previous methods, we can simultaneously…

Machine Learning · Statistics 2024-05-29 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

As deep neural networks are more commonly deployed in high-stakes domains, their black-box nature makes uncertainty quantification challenging. We investigate the presentation of conformal prediction sets--a distribution-free class of…

Human-Computer Interaction · Computer Science 2024-04-29 Dongping Zhang , Angelos Chatzimparmpas , Negar Kamali , Jessica Hullman

Probably Approximately Correct (PAC) bounds are widely used to derive probabilistic guarantees for the generalisation of machine learning models. They highlight the components of the model which contribute to its generalisation capacity.…

Machine Learning · Computer Science 2024-07-30 Thomas Walker , Alessio Lomuscio

Uncertainty quantification (UQ) is essential for safe deployment of generative AI models such as large language models (LLMs), especially in high stakes applications. Conformal prediction (CP) offers a principled uncertainty quantification…

Machine Learning · Computer Science 2025-06-09 Sima Noorani , Shayan Kiyani , George Pappas , Hamed Hassani

Risk assessments to help inform criminal justice decisions have been used in the United States since the 1920s. Over the past several years, statistical learning risk algorithms have been introduced amid much controversy about fairness,…

Methodology · Statistics 2021-04-20 Arun K. Kuchibhotla , Richard A. Berk

Prediction-powered inference is a recent methodology for the safe use of black-box ML models to impute missing data, strengthening inference of statistical parameters. However, many applications require strong properties besides valid…

Conformal prediction is a popular uncertainty quantification method that augments a base predictor to return sets of predictions with statistically valid coverage guarantees. However, current methods are often computationally expensive and…

Machine Learning · Computer Science 2026-03-05 Laura Lützow , Michael Eichelbeck , Mykel J. Kochenderfer , Matthias Althoff
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