Non-exchangeable conformal risk control

A Farinhas, C Zerva, D Ulmer, AFT Martins - arXiv preprint arXiv …, 2023 - arxiv.org
Split conformal prediction has recently sparked great interest due to its ability to provide
formally guaranteed uncertainty sets or intervals for predictions made by black-box neural …

Conformal prediction with temporal quantile adjustments

Z Lin, S Trivedi, J Sun - Advances in Neural Information …, 2022 - proceedings.neurips.cc
Abstract We develop Temporal Quantile Adjustment (TQA), a general method to construct
efficient and valid prediction intervals (PIs) for regression on cross-sectional time series …

Non-exchangeable conformal language generation with nearest neighbors

D Ulmer, C Zerva, AFT Martins - arXiv preprint arXiv:2402.00707, 2024 - arxiv.org
Quantifying uncertainty in automatically generated text is important for letting humans check
potential hallucinations and making systems more reliable. Conformal prediction is an …

Evidence-driven spatiotemporal COVID-19 hospitalization prediction with Ising dynamics

J Gao, J Heintz, C Mack, L Glass, A Cross… - Nature …, 2023 - nature.com
In this work, we aim to accurately predict the number of hospitalizations during the COVID-
19 pandemic by developing a spatiotemporal prediction model. We propose HOIST, an Ising …

Conformalization of sparse generalized linear models

EK Guha, E Ndiaye, X Huo - International Conference on …, 2023 - proceedings.mlr.press
Given a sequence of observable variables $\{(x_1, y_1),\ldots,(x_n, y_n)\} $, the conformal
prediction method estimates a confidence set for $ y_ {n+ 1} $ given $ x_ {n+ 1} $ that is …

Early Time Classification with Accumulated Accuracy Gap Control

L Ringel, R Cohen, D Freedman, M Elad… - arXiv preprint arXiv …, 2024 - arxiv.org
Early time classification algorithms aim to label a stream of features without processing the
full input stream, while maintaining accuracy comparable to that achieved by applying the …

Conformal Prediction: A Data Perspective

X Zhou, B Chen, Y Gui, L Cheng - arXiv preprint arXiv:2410.06494, 2024 - arxiv.org
Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework,
reliably provides valid predictive inference for black-box models. CP constructs prediction …

Uncertainty Intervals for Prediction Errors in Time Series Forecasting

H Xu, S Mei, S Bates, J Taylor, R Tibshirani - arXiv preprint arXiv …, 2023 - arxiv.org
Inference for prediction errors is critical in time series forecasting pipelines. However,
providing statistically meaningful uncertainty intervals for prediction errors remains relatively …

On Uncertainty In Natural Language Processing

D Ulmer - arXiv preprint arXiv:2410.03446, 2024 - arxiv.org
The last decade in deep learning has brought on increasingly capable systems that are
deployed on a wide variety of applications. In natural language processing, the field has …

[PDF][PDF] ConForME: Multi-horizon conformal time series forecasting

AG Lopes, E Goubault, S Putot… - … of Machine Learning …, 2024 - raw.githubusercontent.com
Split conformal prediction is a statistical method known for its finite-sample coverage
guarantees, simplicity, and low computational cost. As such, it is suitable for predicting …