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Conformal prediction can be used to construct prediction sets that cover the true outcome with a desired probability, but can sometimes lead to large prediction sets that are costly in practice. The most useful outcome is a singleton…

Machine Learning · Statistics 2026-02-05 Tao Wang , Yan Sun , Edgar Dobriban

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

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

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

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

For any black-box model, conformal prediction (CP) returns prediction sets guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude.…

Machine Learning · Computer Science 2025-12-09 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this deficiency is with…

Machine Learning · Statistics 2024-06-25 Chancellor Johnstone , Eugene Ndiaye

Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…

Machine Learning · Computer Science 2025-03-12 Xiaofan Zhou , Baiting Chen , Yu Gui , Lu Cheng

Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…

Machine Learning · Computer Science 2025-03-18 Yan Scholten , Stephan Günnemann

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP…

Machine Learning · Computer Science 2023-02-23 Javier Abad , Umang Bhatt , Adrian Weller , Giovanni Cherubin

Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP)…

Machine Learning · Statistics 2026-05-19 Junxian Liu , Hao Zeng , Hongxin Wei

Conformal inference is a popular tool for constructing prediction intervals (PI). We consider here the scenario of post-selection/selective conformal inference, that is PIs are reported only for individuals selected from an unlabeled test…

Methodology · Statistics 2024-03-13 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Conformal prediction (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of candidate classes) with provable guarantees. However,…

Machine Learning · Computer Science 2025-06-10 Yuanjie Shi , Hooman Shahrokhi , Xuesong Jia , Xiongzhi Chen , Janardhan Rao Doppa , Yan Yan

Conformal Prediction (CP) has emerged as a powerful statistical framework for high-stakes classification applications. Instead of predicting a single class, CP generates a prediction set, guaranteed to include the true label with a…

Machine Learning · Computer Science 2025-11-25 Ariel Fargion , Lahav Dabah , Tom Tirer

Aiming at the problems of computational inefficiency and insufficient interpretability faced by large models in complex tasks such as multi-round reasoning and multi-modal collaboration, this study proposes a three-layer collaboration…

Computation and Language · Computer Science 2025-09-23 Luyan Zhang
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