arXiv Machine Learning

Conformal Prediction with Macro-Coverage Guarantees

arXiv:2606. 28598v1 Announce Type: cross Abstract: Prediction sets should have high coverage to be useful, but some coverage notions are more practically relevant than others.

arXiv Machine Learning
Jul 10

Multi-Distribution Robust Conformal Prediction

arXiv:2601. 02998v2 Announce Type: replace Abstract: In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them.

By Yuqi Yang, Ying Jin
arXiv Machine Learning
Jul 9

Optimal Conformal Prediction under Epistemic Uncertainty

arXiv:2505. 19033v2 Announce Type: replace-cross Abstract: Conformal prediction (CP) is a widely used frequentist framework to quantify uncertainty by constructing prediction sets with user-specified marginal coverage guarantees.

By Alireza Javanmardi, Soroush H. Zargarbashi, Santo M. A. R. Thies, Willem Waegeman, Aleksandar Bojchevski, Eyke H\"ullermeier
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