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Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…

Machine Learning · Computer Science 2022-05-31 Yu Bai , Song Mei , Huan Wang , Yingbo Zhou , Caiming Xiong

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

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

Shape completion is the problem of completing partial input shapes such as partial scans. This problem finds important applications in computer vision and robotics due to issues such as occlusion or sparsity in real-world data. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-07-08 Himanshu Arora , Saurabh Mishra , Shichong Peng , Ke Li , Ali Mahdavi-Amiri

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

High Energy Physics - Phenomenology · Physics 2025-12-22 Jack Y. Araz , Michael Spannowsky

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…

Machine Learning · Computer Science 2025-05-14 Xiannan Huang , Shuhan Qiu

Calibration has emerged as a foundational goal in ``trustworthy machine learning'', in part because of its strong decision theoretic semantics. Independent of the underlying distribution, and independent of the decision maker's utility…

Machine Learning · Statistics 2025-10-28 Shayan Kiyani , Hamed Hassani , George Pappas , Aaron Roth

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…

Machine Learning · Computer Science 2024-12-09 Yuanjie Shi , Subhankar Ghosh , Taha Belkhouja , Janardhan Rao Doppa , Yan Yan

We study distribution-free predictive inference for data with group symmetries, aiming to establish near-conditional coverage guarantees beyond exchangeability for structured data. While many predictive inference methods achieve a target…

Methodology · Statistics 2026-05-19 Yichen Shen , Mengxin Yu

Conformal prediction is a powerful distribution-free framework for constructing prediction sets with coverage guarantees. Classical methods, such as split conformal prediction, provide marginal coverage, ensuring that the prediction set…

Machine Learning · Computer Science 2025-08-01 Konstantina Bairaktari , Jiayun Wu , Zhiwei Steven Wu

By generating prediction intervals (PIs) to quantify the uncertainty of each prediction in deep learning regression, the risk of wrong predictions can be effectively controlled. High-quality PIs need to be as narrow as possible, whilst…

Machine Learning · Computer Science 2023-02-03 Haocheng Lei , Anthony Bellotti

Sampling-based controllers, such as Model Predictive Path Integral (MPPI) methods, offer substantial flexibility but often suffer from high variance and low sample efficiency. To address these challenges, we introduce a hybrid…

We develop a general framework for constructing distribution-free prediction intervals for time series. Theoretically, we establish explicit bounds on conditional and marginal coverage gaps of estimated prediction intervals, which…

Methodology · Statistics 2023-02-20 Chen Xu , Yao Xie

Volumetry is one of the principal downstream applications of 3D medical image segmentation, for example, to detect abnormal tissue growth or for surgery planning. Conformal Prediction is a promising framework for uncertainty quantification,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-30 Benjamin Lambert , Florence Forbes , Senan Doyle , Michel Dojat

Most off-policy evaluation methods for contextual bandits have focused on the expected outcome of a policy, which is estimated via methods that at best provide only asymptotic guarantees. However, in many applications, the expectation may…

Machine Learning · Statistics 2022-10-27 Muhammad Faaiz Taufiq , Jean-Francois Ton , Rob Cornish , Yee Whye Teh , Arnaud Doucet

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber
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