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A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification

Canonical reference. 83% of citing Pith papers cite this work as background.

54 Pith papers citing it
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abstract

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for creating statistically rigorous uncertainty sets/intervals for the predictions of such models. Critically, the sets are valid in a distribution-free sense: they possess explicit, non-asymptotic guarantees even without distributional assumptions or model assumptions. One can use conformal prediction with any pre-trained model, such as a neural network, to produce sets that are guaranteed to contain the ground truth with a user-specified probability, such as 90%. It is easy-to-understand, easy-to-use, and general, applying naturally to problems arising in the fields of computer vision, natural language processing, deep reinforcement learning, and so on. This hands-on introduction is aimed to provide the reader a working understanding of conformal prediction and related distribution-free uncertainty quantification techniques with one self-contained document. We lead the reader through practical theory for and examples of conformal prediction and describe its extensions to complex machine learning tasks involving structured outputs, distribution shift, time-series, outliers, models that abstain, and more. Throughout, there are many explanatory illustrations, examples, and code samples in Python. With each code sample comes a Jupyter notebook implementing the method on a real-data example; the notebooks can be accessed and easily run using our codebase.

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  • abstract Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for creating statistically rigorous uncertainty sets/intervals for the predictions of such models. Critically, the sets are valid in a distribution-free sense: they possess explicit, non-asymptotic guarantees even without distributional assumptions or model assumptions. One can use conformal prediction with any pre-trained model, such as a neural network, to produ

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2026 51 2025 3

representative citing papers

An Optimal Sauer Lemma Over $k$-ary Alphabets

cs.LG · 2026-04-14 · unverdicted · novelty 8.0

A sharp Sauer inequality for multiclass and list prediction is established in terms of the DS dimension, tight for every alphabet size k, list size ℓ, and dimension value.

Adaptive Stopping for Multi-Turn LLM Reasoning

cs.CL · 2026-04-01 · unverdicted · novelty 8.0

MiCP is the first conformal prediction method for multi-turn LLM pipelines that allocates per-turn error budgets to enable adaptive stopping with an overall coverage guarantee, shown to reduce turns and cost on RAG and ReAct benchmarks.

Conformal Prediction via Transported Beta Laws

stat.ML · 2026-05-18 · unverdicted · novelty 7.0

The paper derives that calibration-conditional coverage follows a Beta(k, n+1-k) law under continuous i.i.d. exchangeability and quantifies non-i.i.d. departures via Wasserstein distances on transported beta laws, yielding explicit bounds in scale-shift, clustered, and mixing regimes.

In-Context Positive-Unlabeled Learning

stat.ML · 2026-05-07 · unverdicted · novelty 7.0

PUICL is a transformer pretrained on synthetic PU data from structural causal models that solves positive-unlabeled classification via in-context learning without gradient updates or fitting.

Causal inference for social network formation

econ.EM · 2026-04-20 · conditional · novelty 7.0

Random team assignments in a professional firm reveal that indirect ties strongly increase new direct tie formation, while effects of degree and local density are smaller and less robust.

Post-Selection Distributional Model Evaluation

stat.ML · 2026-03-24 · unverdicted · novelty 7.0

PS-DME is a new framework that controls post-selection false coverage rate for distributional KPI estimates via e-values and is provably more sample-efficient than data splitting under explicit conditions.

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