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Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

机器学习 · 计算机科学 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Rigorous uncertainty quantification is essential for the safe deployment of autonomous systems in unconstrained environments. Conformal Prediction (CP) provides a distribution-free framework for this task, yet its standard formulations rely…

机器学习 · 计算机科学 2026-05-14 Renukanandan Tumu , Aditya Singh , Rahul Mangharam

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

机器学习 · 计算机科学 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

统计方法学 · 统计学 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Accurate sensor calibration is crucial for autonomous systems, yet its uncertainty quantification remains underexplored. We present the first approach to integrate uncertainty awareness into online extrinsic calibration, combining Monte…

计算机视觉与模式识别 · 计算机科学 2025-04-28 Mathieu Cocheteux , Julien Moreau , Franck Davoine

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

统计理论 · 数学 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

机器学习 · 统计学 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual…

机器学习 · 统计学 2026-02-04 Tuo Liu , Edgar Dobriban , Francesco Orabona

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

机器学习 · 计算机科学 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

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

We introduce a method for online conformal prediction with decaying step sizes. Like previous methods, ours possesses a retrospective guarantee of coverage for arbitrary sequences. However, unlike previous methods, we can simultaneously…

机器学习 · 统计学 2024-05-29 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

统计理论 · 数学 2025-11-24 Pierre Humbert , Ulysse Gazin , Ruth Heller , Etienne Roquain

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

计算机视觉与模式识别 · 计算机科学 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

机器学习 · 计算机科学 2025-01-03 Rui Luo , Zhixin Zhou

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;…

机器学习 · 计算机科学 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

机器学习 · 统计学 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

We study the problem of post-selection predictive inference in an online fashion. To avoid devoting resources to unimportant units, a preliminary selection of the current individual before reporting its prediction interval is common and…

机器学习 · 统计学 2025-12-02 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Recent work develops online conformal prediction methods that…

机器学习 · 计算机科学 2025-10-17 Huajun Xi , Kangdao Liu , Hao Zeng , Wenguang Sun , Hongxin Wei

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

机器学习 · 统计学 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…

机器学习 · 统计学 2025-12-04 Jean-Baptiste Fermanian , Mohamed Hebiri , Joseph Salmon