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Reliable uncertainty estimation is one of the major challenges for medical classification tasks. While many approaches have been proposed, recently the statistical framework of conformal predictions has gained a lot of attention, due to its…

Machine Learning · Computer Science 2025-06-24 Hendrik Mehrtens , Tabea Bucher , Titus J. Brinker

We say that two probabilities are similar at level $\alpha$ if they are contaminated versions (up to an $\alpha$ fraction) of the same common probability. We show how this model is related to minimal distances between sets of trimmed…

Statistics Theory · Mathematics 2012-05-10 Pedro C. Álvarez-Esteban , Eustasio del Barrio , Juan A. Cuesta-Albertos , Carlos Matrán

We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control…

Methodology · Statistics 2025-06-17 Anastasios N. Angelopoulos , Stephen Bates , Adam Fisch , Lihua Lei , Tal Schuster

We introduce and study the problem of calibrating conditional risk, which involves estimating the expected loss of a prediction model conditional on input features. We analyze this problem in both classification and regression settings and…

Machine Learning · Computer Science 2026-04-23 Andrey Vasilyev , Yikai Wang , Xiaocheng Li , Guanting Chen

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

There has been a growing interest in covariate adjustment in the analysis of randomized controlled trials in past years. For instance, the U.S. Food and Drug Administration recently issued guidance that emphasizes the importance of…

Methodology · Statistics 2023-06-12 Kelly Van Lancker , Frank Bretz , Oliver Dukes

Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained with early stopping often provide relatively accurate…

Machine Learning · Statistics 2023-06-28 Ziyi Liang , Yanfei Zhou , Matteo Sesia

Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of…

Machine Learning · Computer Science 2022-12-21 Ramya Hebbalaguppe , Rishabh Patra , Tirtharaj Dash , Gautam Shroff , Lovekesh Vig

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

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

Although deep neural networks (DNNs) achieve high predictive accuracy, their confidence estimates are often unreliable, potentially compromising user trust in their decisions. This has motivated research on calibrated models, where…

Machine Learning · Computer Science 2026-05-25 Ramya Hebbalaguppe , Ajay Shastry , Soumya Suvra Ghosal , Chetan Arora

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

Uncertainty quantification is becoming increasingly important in image segmentation, especially for high-stakes applications like medical imaging. While conformal risk control generalizes conformal prediction beyond standard miscoverage to…

Machine Learning · Computer Science 2025-04-11 Rui Luo , Zhixin Zhou

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Statistics Theory · Mathematics 2025-08-22 Manit Paul , Arun Kumar Kuchibhotla , Eric J. Tchetgen Tchetgen

We propose a novel approach to conformal prediction for generative language models (LMs). Standard conformal prediction produces prediction sets -- in place of single predictions -- that have rigorous, statistical performance guarantees. LM…

Computation and Language · Computer Science 2024-06-04 Victor Quach , Adam Fisch , Tal Schuster , Adam Yala , Jae Ho Sohn , Tommi S. Jaakkola , Regina Barzilay

Image segmentation is a challenging task influenced by multiple sources of uncertainty, such as the data labeling process or the sampling of training data. In this paper we focus on binary segmentation and address these challenges using…

Computer Vision and Pattern Recognition · Computer Science 2025-03-10 Luca Mossina , Corentin Friedrich

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri