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Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…

Machine Learning · Computer Science 2020-02-18 Tim Leathart , Maksymilian Polaczuk

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Convolutional image classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, hindering their deployment in consequential settings. Existing uncertainty quantification techniques,…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Anastasios Angelopoulos , Stephen Bates , Jitendra Malik , Michael I. Jordan

Uncertainty Quantification (UQ) presents a pivotal challenge in the field of Artificial Intelligence (AI), profoundly impacting decision-making, risk assessment and model reliability. In this paper, we introduce Credal and Interval Deep…

Machine Learning · Computer Science 2025-12-08 Michele Caprio , Shireen K. Manchingal , Fabio Cuzzolin

Credal predictors are models that are aware of epistemic uncertainty and produce a convex set of probabilistic predictions. They offer a principled way to quantify predictive epistemic uncertainty (EU) and have been shown to improve model…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Ghifari Adam Faza , Fabio Cuzzolin , Siu Lun Chau , David Moens , Hans Hallez

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

Machine Learning · Computer Science 2024-12-30 Gustaf Ahdritz , Aravind Gollakota , Parikshit Gopalan , Charlotte Peale , Udi Wieder

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

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

Adequate uncertainty representation and quantification have become imperative in various scientific disciplines, especially in machine learning and artificial intelligence. As an alternative to representing uncertainty via one single…

Machine Learning · Computer Science 2023-06-19 Yusuf Sale , Michele Caprio , Eyke Hüllermeier

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Understanding uncertainty in large language models remains a fundamental challenge, particularly in creative tasks where multiple valid outputs exist. We present a geometric framework using credal sets - convex hulls of probability…

Computation and Language · Computer Science 2025-09-30 Esteban Garces Arias , Julian Rodemann , Christian Heumann

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates