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Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

Statistics Theory · Mathematics 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

In response to everyday queries, humans explicitly signal uncertainty and offer alternative answers when they are unsure. Machine learning models that output calibrated prediction sets through conformal prediction mimic this human…

Machine Learning · Computer Science 2024-06-11 Jesse C. Cresswell , Yi Sui , Bhargava Kumar , Noël Vouitsis

Conformal predictors are machine learning algorithms developed in the 1990's by Gammerman, Vovk, and their research team, to provide set predictions with guaranteed confidence level. Over recent years, they have grown in popularity and have…

Machine Learning · Computer Science 2025-08-12 Anthony Bellotti , Xindi Zhao

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

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…

Methodology · Statistics 2021-10-26 Matteo Sesia , Yaniv Romano

Uncertainty-aware prediction is essential for safe motion planning, especially when using learned models to forecast the behavior of surrounding agents. Conformal prediction is a statistical tool often used to produce uncertainty-aware…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Allen Emmanuel Binny , Anushri Dixit

Trajectory prediction is an important task, especially in autonomous driving. The ability to forecast the position of other moving agents can yield to an effective planning, ensuring safety for the autonomous vehicle as well for the…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Lorenzo Berlincioni , Federico Becattini , Lorenzo Seidenari , Alberto Del Bimbo

Simultaneous load forecasting across multiple entities (e.g., regions, buildings) is crucial for the efficient, reliable, and cost-effective operation of power systems. Accurate load forecasting is a challenging problem due to the inherent…

Machine Learning · Computer Science 2026-01-21 Onintze Zaballa , Verónica Álvarez , Santiago Mazuelas

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

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of…

Methodology · Statistics 2020-08-10 Qinglong Tian , Fanqi Meng , Daniel J. Nordman , William Q. Meeker

The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…

Machine Learning · Statistics 2021-10-20 Sofia Ek , Dave Zachariah , Petre Stoica

We propose an importance sampling method for tractable and efficient estimation of counterfactual expressions in general settings, named Exogenous Matching. By minimizing a common upper bound of counterfactual estimators, we transform the…

Machine Learning · Computer Science 2025-02-14 Yikang Chen , Dehui Du , Lili Tian

Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often…

Forecasting conversation derailment can be useful in real-world settings such as online content moderation, conflict resolution, and business negotiations. However, despite language models' success at identifying offensive speech present in…

Computation and Language · Computer Science 2025-10-07 Yunfan Zhang , Kathleen McKeown , Smaranda Muresan

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…

Machine Learning · Computer Science 2025-04-25 Farhad Pourkamali-Anaraki

Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…

Machine Learning · Computer Science 2026-04-22 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…

Machine Learning · Statistics 2019-08-16 Ola Spjuth , Robin Carrión Brännström , Lars Carlsson , Niharika Gauraha
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