arXiv Statistics ML

Elements of Conformal Prediction

arXiv Machine Learning
Sep 11

Benchmarking non-conformity score functions in conformal prediction

Conformal prediction replaces single-class predictions with prediction sets that guarantee a pre-specified coverage probability. The paper reviews properties of non‑conformity score functions, presents examples from the literature, and proposes new modifications. It introduces a method to evaluate prediction set sizes and compares different score functions, including their effectiveness for class‑conditional conformal prediction with imbalanced classes.

By Sol Erika Boman
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 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
Jun 11

Projected random forests and conformal prediction of circular data

arXiv:2410. 24145v3 Announce Type: replace-cross Abstract: We apply conformal prediction techniques to regression problems with circular responses, producing prediction sets with adaptive arc length and finite-sample coverage guarantees for any circular predictive model under the assumption of data exchangeability.

By Paulo C. Marques F., Rinaldo Artes, Helton Graziadei
arXiv Machine Learning
Jul 21

Isotonic Conformal Prediction

arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.

By Daniel Bensimon, Sean Xiang Yu, Eric D. Kolaczyk, Archer Y. Yang
arXiv Machine Learning
Aug 11

Aggregation in conformal e-classification

arXiv:2605. 07963v2 Announce Type: replace Abstract: Aggregating conformal predictors is a standard way of balancing their predictive and computational efficiency while retaining their validity, at least approximately.

By Vladimir Vovk
arXiv Machine Learning
Jul 1

Conformalized Regression for Continuous Bounded Outcomes

arXiv:2507. 14023v2 Announce Type: replace-cross Abstract: Regression problems with bounded continuous outcomes frequently arise in statistical and machine learning applications, such as the analysis of rates and proportions.

By Zhanli Wu, Fabrizio Leisen, F. Javier Rubio