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This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees…

机器学习 · 统计学 2013-02-27 Jing Lei , Alessandro Rinaldo , Larry Wasserman

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

机器学习 · 计算机科学 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

Most anomaly detection systems output scores rather than calibrated decisions, leaving practitioners to choose thresholds heuristically and without clear statistical interpretation. Conformal anomaly detection addresses this limitation by…

机器学习 · 统计学 2026-05-14 Oliver Hennhöfer , Maximilian Kirsch , Christine Preisach

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

机器学习 · 统计学 2026-03-31 Liang Hong , Noura Raydan Nasreddine

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

机器学习 · 计算机科学 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Conformal Prediction is a machine learning methodology that produces valid prediction regions under mild conditions. In this paper, we explore the application of making predictions over multiple data sources of different sizes without…

机器学习 · 统计学 2018-06-15 Ola Spjuth , Lars Carlsson , Niharika Gauraha

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

统计方法学 · 统计学 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

统计方法学 · 统计学 2026-05-07 Zhirui Li , Ricardo Diaz-Rincon , Benjamin Shickel , Sai Zhang , Sohom Bhattacharya , Muxuan Liang

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

机器学习 · 计算机科学 2024-05-07 Protim Bhattacharjee , Peter Jung

Many real-world classification problems, such as plant identification, have extremely long-tailed class distributions. In order for prediction sets to be useful in such settings, they should (i) provide good class-conditional coverage,…

机器学习 · 统计学 2026-03-02 Tiffany Ding , Jean-Baptiste Fermanian , Joseph Salmon

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

机器学习 · 统计学 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of the residuals and the input points. We give theoretical…

统计理论 · 数学 2025-06-30 Iain Henderson , Adrien Mazoyer , Fabrice Gamboa

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

机器学习 · 计算机科学 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Conformal predictors are an important class of algorithms that allow predictions to be made with a user-defined confidence level. They are able to do this by outputting prediction sets, rather than simple point predictions. The conformal…

机器学习 · 计算机科学 2021-05-25 Anthony Bellotti

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…

统计方法学 · 统计学 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…

机器学习 · 统计学 2025-07-02 Johan Hallberg Szabadváry , Tuwe Löfström

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

机器学习 · 统计学 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

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