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Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract level, conformal prediction makes use of in-sample…

统计方法学 · 统计学 2025-03-07 Sam Allen , Georgios Gavrilopoulos , Alexander Henzi , Gian-Reto Kleger , Johanna Ziegel

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

机器学习 · 计算机科学 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

机器学习 · 计算机科学 2025-06-12 Jake C. Snell , Thomas L. Griffiths

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

统计方法学 · 统计学 2024-01-19 Jerzy Wieczorek

Travel time is a crucial measure in transportation. Accurate travel time prediction is also fundamental for operation and advanced information systems. A variety of solutions exist for short-term travel time predictions such as solutions…

机器学习 · 计算机科学 2022-03-09 Jihed Khiari , Cristina Olaverri-Monreal

Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally costly, especially in the high-dimensional setting where the…

机器学习 · 统计学 2025-11-13 Lucas Clarté , Lenka Zdeborová

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

统计方法学 · 统计学 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

统计方法学 · 统计学 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

机器学习 · 计算机科学 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

机器学习 · 统计学 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

The growing penetration of electric vehicles (EVs) significantly changes typical load curves in smart grids. With the development of fast charging technology, the volatility of EV charging demand is increasing, which requires additional…

系统与控制 · 电气工程与系统科学 2024-11-05 Kedi Zheng , Hanwei Xu , Zeyang Long , Yi Wang , Qixin Chen

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…

机器学习 · 统计学 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

机器学习 · 计算机科学 2024-12-25 Ruipu Li , Alexander Rodríguez

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

机器学习 · 计算机科学 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

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…

机器学习 · 计算机科学 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Demand forecasting is a central component of the replenishment process for retailers, as it provides crucial input for subsequent decision making like ordering processes. In contrast to point estimates, such as the conditional mean of the…

机器学习 · 计算机科学 2021-07-23 F. Wick , U. Kerzel , M. Hahn , M. Wolf , T. Singhal , D. Stemmer , J. Ernst , M. Feindt

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…

机器学习 · 计算机科学 2025-11-24 Zijian Zhang , Xinyu Chen , Yuanjie Shi , Liyuan Lillian Ma , Zifan Xu , Yan Yan

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

计算与语言 · 计算机科学 2023-06-13 Chrysoula Zerva , André F. T. Martins

We consider the problem of forming prediction sets in an online setting where the distribution generating the data is allowed to vary over time. Previous approaches to this problem suffer from over-weighting historical data and thus may…

统计方法学 · 统计学 2023-10-09 Isaac Gibbs , Emmanuel Candès

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

统计方法学 · 统计学 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès