arXiv Statistics ML

Conformalized Polynomial Chaos Expansion for Uncertainty-aware Surrogate Modeling

The paper presents a technique that augments data‑driven polynomial chaos expansion surrogate models with uncertainty quantification through jackknife‑based conformal prediction. By leveraging the linearity of the regression model, leave‑one‑out residuals and predictions are computed analytically, avoiding repeated retraining and eliminating the need for a hold‑out dataset. The method is validated on benchmark models and applied to electrical engineering design cases, demonstrating accurate predictive intervals even with small, low‑accuracy training sets, while showing that more training data improves coverage and interval tightness.

arXiv Machine Learning
Oct 5

Threshold-Aware Conformal Routing

Threshold-Aware Conformal Routing (TACR) is a method that decides whether to use a fast surrogate model or a full simulator based on whether the surrogate’s conformal interval lies entirely on one side of a fixed decision threshold. TACR learns input‑dependent interval widths that are tighter near the threshold, preserving distribution‑free coverage while reducing the number of simulator calls. Experiments on scientific and engineering datasets show TACR cuts simulator deferrals by 14‑75% compared to standard conformal prediction, and by an additional 10‑24% over a variant without threshold‑aware weighting.

By Shiwei Tan, Huzefa Rangwala, Danielle C. Maddix
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 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
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