Predictive inference with feature conformal prediction

J Teng, C Wen, D Zhang, Y Bengio, Y Gao… - arXiv preprint arXiv …, 2022 - arxiv.org
Conformal prediction is a distribution-free technique for establishing valid prediction
intervals. Although conventionally people conduct conformal prediction in the output space …

From Conformal Predictions to Confidence Regions

C Guille-Escuret, E Ndiaye - arXiv preprint arXiv:2405.18601, 2024 - arxiv.org
Conformal prediction methodologies have significantly advanced the quantification of
uncertainties in predictive models. Yet, the construction of confidence regions for model …

On the expected size of conformal prediction sets

GS Dhillon, G Deligiannidis… - … Conference on Artificial …, 2024 - proceedings.mlr.press
While conformal predictors reap the benefits of rigorous statistical guarantees on their error
frequency, the size of their corresponding prediction sets is critical to their practical utility …

Conditionally valid Probabilistic Conformal Prediction

V Plassier, A Fishkov, M Panov, E Moulines - arXiv preprint arXiv …, 2024 - arxiv.org
We develop a new method for creating prediction sets that combines the flexibility of
conformal methods with an estimate of the conditional distribution $ P_ {Y\mid X} $. Most …

Efficient conformal prediction via cascaded inference with expanded admission

A Fisch, T Schuster, T Jaakkola, R Barzilay - arXiv preprint arXiv …, 2020 - arxiv.org
In this paper, we present a novel approach for conformal prediction (CP), in which we aim to
identify a set of promising prediction candidates--in place of a single prediction. This set is …

Aggregating Predictions on Multiple Non-disclosed Datasets using Conformal Prediction

O Spjuth, L Carlsson, N Gauraha - arXiv preprint arXiv:1806.04000, 2018 - arxiv.org
Conformal Prediction is a machine learning methodology that produces valid prediction
regions under mild conditions. In this paper, we explore the application of making …

Conformal Predictive Systems Under Covariate Shift

J Jonkers, G Van Wallendael, L Duchateau… - arXiv preprint arXiv …, 2024 - arxiv.org
Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive
distributions, allowing for calibrated inference and informative decision-making. However …

Efficient and differentiable conformal prediction with general function classes

Y Bai, S Mei, H Wang, Y Zhou, C Xiong - arXiv preprint arXiv:2202.11091, 2022 - arxiv.org
Quantifying the data uncertainty in learning tasks is often done by learning a prediction
interval or prediction set of the label given the input. Two commonly desired properties for …

MD-split+: Practical local conformal inference in high dimensions

B LeRoy, D Zhao - arXiv preprint arXiv:2107.03280, 2021 - arxiv.org
Quantifying uncertainty in model predictions is a common goal for practitioners seeking
more than just point predictions. One tool for uncertainty quantification that requires minimal …

Localized conformal prediction: A generalized inference framework for conformal prediction

L Guan - Biometrika, 2023 - academic.oup.com
We propose a new inference framework called localized conformal prediction. It generalizes
the framework of conformal prediction by offering a single-test-sample adaptive construction …