arXiv Machine Learning

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.

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
Sep 10

Conformalized Super Learner

arXiv:2604.22391v2 Announce Type: replace-cross Abstract: The Super Learner (SL) is a widely used ensemble method that combines point predictions from a library of learners based on their predictive...

By Zhanli Wu, Fabrizio Leisen, Miguel-Angel Luque-Fernandez, F. Javier Rubio
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 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
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
Aug 7

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

arXiv:2608. 06206v1 Announce Type: cross Abstract: Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free conditional coverage is finite-sample unattainable.

By Anton Conrad, Rustam Isaev, Denis Belomestny, Eric Moulines, Sergey Samsonov