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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

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…

Machine Learning · Statistics 2020-09-10 Shengjia Zhao , Tengyu Ma , Stefano Ermon

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…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Conformal prediction is a powerful distribution-free tool for uncertainty quantification, establishing valid prediction intervals with finite-sample guarantees. To produce valid intervals which are also adaptive to the difficulty of each…

Machine Learning · Computer Science 2023-02-24 Nabeel Seedat , Alan Jeffares , Fergus Imrie , Mihaela van der Schaar

Decomposing predictive uncertainty into epistemic (model ignorance) and aleatoric (data ambiguity) components is central to reliable decision making, yet most methods estimate both from the same predictive distribution. Recent empirical and…

Machine Learning · Computer Science 2026-02-13 Tanmoy Mukherjee , Marius Kloft , Pierre Marquis , Zied Bouraoui

Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…

Machine Learning · Computer Science 2025-02-25 Margarida M. Campos , João Calém , Sophia Sklaviadis , Mário A. T. Figueiredo , André F. T. Martins

Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…

Machine Learning · Computer Science 2023-09-25 Yunye Gong , Yi Yao , Xiao Lin , Ajay Divakaran , Melinda Gervasio

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…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…

Machine Learning · Statistics 2024-05-01 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

Deep neural networks exhibit remarkable performance, yet their black-box nature limits their utility in fields like healthcare where interpretability is crucial. Existing explainability approaches often sacrifice accuracy and lack…

Machine Learning · Computer Science 2025-04-08 Linhui Huang , Sayeri Lala , Niraj K. Jha

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

Perturbation-based explanations are widely utilized to enhance the transparency of modern machine-learning models. However, their reliability is often compromised by the unknown model behavior under the specific perturbations used. This…

Machine Learning · Computer Science 2025-06-25 Thomas Decker , Volker Tresp , Florian Buettner

In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

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

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini