arXiv Machine Learning

Adaptive conformal prediction on the Grassmannian

The paper presents a conformal prediction framework for regression problems where the responses lie on the Grassmann manifold. It builds prediction regions as metric balls on the manifold, using basis‑invariant geometric distances as non‑conformity measures and scaling them with a learned prediction‑difficulty estimator to achieve locally adaptive, input‑dependent regions. The method preserves finite‑sample marginal coverage under exchangeability and is evaluated on synthetic data and an airfoil inverse shape‑design task, showing that geometry‑aware scores and local adaptation improve coverage uniformity and can reduce region size in heteroscedastic settings.

arXiv Machine Learning
Sep 24

Tail-Aware Geometry Learning for Conformal Ellipsoids

The paper introduces a tail‑aware geometry learning framework for multivariate conformal prediction using ellipsoids. It decouples tail sensitivity from coverage guarantees by learning a metric matrix through volume minimization under a CVaR constraint, followed by standard conformal calibration. The approach is convex, prioritizes high‑residual samples, and theoretically balances ellipsoidal volume against tail severity, with experiments confirming its effectiveness.

By Xiang Zhang
arXiv Machine Learning
Sep 15

Noise-Adaptive Conformal Classification with Marginal Coverage

arXiv:2501.18060v2 Announce Type: replace-cross Abstract: Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated pr...

By Teresa Bortolotti, Y. X. Rachel Wang, Xin Tong, Alessandra Menafoglio, Simone Vantini, Matteo Sesia
arXiv Statistics ML
Sep 1

Elements of Conformal Prediction

arXiv:2603.23923v2 Announce Type: replace-cross Abstract: Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution an...

By Matteo Sesia, Stefano Favaro
arXiv Machine Learning
Jul 9

Approximate full conformal prediction in an RKHS

arXiv:2601. 13102v3 Announce Type: replace-cross Abstract: Full conformal prediction is a framework that implicitly formulates distribution-free confidence prediction regions for a wide range of estimators.

By Davidson Lova Razafindrakoto, Alain Celisse, J\'er\^ome Lacaille
arXiv Machine Learning
Jul 1

On Optimal Data Splitting for Split Conformal Prediction

arXiv:2606. 31600v1 Announce Type: cross Abstract: Conformal prediction and its variants, including the split conformal prediction, provide a distribution-free framework for uncertainty quantification by constructing prediction intervals or sets with finite-sample coverage guarantees.

By Sayan Das, Bahram Yaghooti, Todd A. Kuffner, Soumendra N. Lahiri
arXiv Machine Learning
Oct 23

Metric Conformal Prediction via the Conditional Expected Local Radius

The paper introduces the conditional expected local radius (CELR), a new tool for measuring local conditional probability concentration in general metric spaces. Using CELR, the authors develop a conformal prediction method that works for non‑Euclidean responses, accommodates heterogeneity and multimodality without requiring densities or vector‑space structure, and avoids costly transport comparisons. The method is implemented via a metric distributional random forest that handles multivariate covariates and nonlinear interactions, yielding uniform consistency, asymptotic conditional validity, and finite‑sample marginal coverage under exchangeability, while also providing substantial computational savings compared to existing approaches.

By Rui Qiu, Fang Yao, Zhou Yu