mlsanityData to 14 Oct 2026

Stable Conformal Prediction Sets

arXiv 2112.10224 ↗First posted 19 Dec 2021stat.ML cs.LG stat.COcited by 19

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Abstract (arXiv)

When one observes a sequence of variables (x1, y1), ldots, (xn, yn), Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for yn+1 given xn+1 by merely assuming that the distribution of the data is exchangeable. CP sets have guaranteed coverage for any finite population size n. While appealing, the computation of such a set turns out to be infeasible in general, e.g. when the unknown variable yn+1 is continuous. The bottleneck is that it is based on a procedure that readjusts a prediction model on data where we replace the unknown target by all its possible values in order to select the most probable one. This requires computing an infinite number of models, which often makes it intractable. In this paper, we combine CP techniques with classical algorithmic stability bounds to derive a prediction set computable with a single model fit. We demonstrate that our proposed confidence set does not lose any coverage guarantees while avoiding the need for data splitting as currently done in the literature. We provide some numerical experiments to illustrate the tightness of our estimation when the sample size is sufficiently large, on both synthetic and real datasets.

Key facts. Cited by 19 papers in the map (data through 14 Oct 2026). Builds on 18 of its 45 references that are in the map. First posted on arXiv 19 Dec 2021.

Builds on

18 of 45 references.

References · 18

  1. 2016Distribution-Free Predictive Inference For Regressioncited by 668
  2. 2015Train faster, generalize better: Stability of stochastic gradient descentcited by 552
  3. 2019Predictive inference with the jackknife+cited by 211
  4. 2020Stability of Stochastic Gradient Descent on Nonsmooth Convex Lossescited by 173
  5. 2021Testing for Outliers with Conformal p-valuescited by 134
  6. 2018Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Datacited by 66
  7. 2021Few-shot Conformal Prediction with Auxiliary Taskscited by 53
  8. 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
  9. 2021Stability and Deviation Optimal Risk Bounds with Convergence Rate O(1/n)cited by 42
  10. 2017An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controlscited by 36
  11. 2021Stability and Generalization of Stochastic Gradient Methods for Minimax Problemscited by 36
  12. 2020Discriminative Jackknife: Quantifying Uncertainty in Deep Learning via Higher-Order Influence Functionscited by 34
6 more
  1. 2017Fast Exact Conformalization of Lasso using Piecewise Linear Homotopycited by 20
  2. 2019Computing Full Conformal Prediction Set with Approximate Homotopycited by 19
  3. 2021Exact Optimization of Conformal Predictors via Incremental and Decremental Learningcited by 10
  4. 2018Safe Grid Search with Optimal Complexitycited by 8
  5. 2020Making learning more transparent using conformalized performance predictioncited by 8
  6. 2021Root-finding Approaches for Computing Conformal Prediction Setcited by 8

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2022: 4; 2023: 5; 2024: 3; 2025: 4; 2026: 3.

19 papers.

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  1. 2022Bayesian Optimization with Conformal Prediction Setscited by 28
  2. 2023One-Shot Federated Conformal Predictioncited by 27
  3. 2023Bagging Provides Assumption-free Stabilitycited by 19
  4. 2024Conformal Prediction via Regression-as-Classificationcited by 18
  5. 2022Approximating Full Conformal Prediction at Scale via Influence Functionscited by 11
  6. 2022Exact and Approximate Conformal Inference for Multi-Output Regressioncited by 7
  7. 2023Distribution-Free Matrix Prediction Under Arbitrary Missing Patterncited by 5
  8. 2023Conformalization of Sparse Generalized Linear Modelscited by 4
  9. 2024Uncertainty Quantification on Graph Learning: A Surveycited by 4
  10. 2026Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Seriescited by 4
  11. 2025Leave-One-Out Stable Conformal Predictioncited by 3
  12. 2025Beyond Uncertainty Sets: Leveraging Optimal Transport to Extend Conformal Predictive Distributions to Multivariate Settingscited by 3
7 more
  1. 2022Constructing Prediction Intervals with Neural Networks: An Empirical Evaluation of Bootstrapping and Conformal Inference Methodscited by 2
  2. 2025MetaSTNet: Multimodal Meta-learning for Cellular Traffic Conformal Predictioncited by 2
  3. 2024Robust Conformal Prediction under Distribution Shift via Physics-Informed Structural Causal Modelcited by 1
  4. 2025Approximating Full Conformal Prediction for Neural Network Regression with Gauss-Newton Influencecited by 1
  5. 2023Conformalised data synthesiscited by 0
  6. 2026Replicable Conformal Predictioncited by 0
  7. 2026Calibration Count Reuse: Validity Does Not Determine Efficiencycited by 0