Related papers: Conformal Tradeoffs: Operational Profiles Beyond C…
Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…
Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…
Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…
Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…
Scenario optimization and conformal prediction share a common goal, that is, turning finite samples into safety margins. Yet, different terminology often obscures the connection between their respective guarantees. This paper revisits that…
Selective conformal prediction can yield substantially tighter uncertainty sets when we can identify calibration examples that are exchangeable with the test example. In interventional settings, such as perturbation experiments in genomics,…
Conformal prediction is a popular framework of uncertainty quantification that constructs prediction sets with coverage guarantees. To uphold the exchangeability assumption, many conformal prediction methods necessitate an additional…
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…
Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…
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…
We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…
Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…
Uncertainty quantification for neural operators remains an open problem in the infinite-dimensional setting due to the lack of finite-sample coverage guarantees over functional outputs. While conformal prediction offers finite-sample…
Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
Conformal prediction (CP) provides distribution-free, finite-sample coverage guarantees but critically relies on exchangeability, a condition often violated under distribution shift. We study the robustness of split conformal prediction…
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…
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…