Non-Exchangeable Conformal Risk Control
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Abstract (arXiv)
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 models, ensuring a predefined probability of containing the actual ground truth. While the original formulation assumes data exchangeability, some extensions handle non-exchangeable data, which is often the case in many real-world scenarios. In parallel, some progress has been made in conformal methods that provide statistical guarantees for a broader range of objectives, such as bounding the best F1-score or minimizing the false negative rate in expectation. In this paper, we leverage and extend these two lines of work by proposing non-exchangeable conformal risk control, which allows controlling the expected value of any monotone loss function when the data is not exchangeable. Our framework is flexible, makes very few assumptions, and allows weighting the data based on its relevance for a given test example; a careful choice of weights may result on tighter bounds, making our framework useful in the presence of change points, time series, or other forms of distribution drift. Experiments with both synthetic and real world data show the usefulness of our method.
Key facts. Cited by 29 papers in the map (data through 7 Oct 2026). Builds on 27 of its 53 references that are in the map. First posted on arXiv 2 Oct 2023.
Builds on
27 of 53 references.
References · 27
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- 2019Conformal Prediction Under Covariate Shiftcited by 511
- 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
- 2022Conformal prediction beyond exchangeabilitycited by 348
- 2022Confident Adaptive Language Modelingcited by 297
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15 more
- 2021Localized Conformal Prediction: A Generalized Inference Framework for Conformal Predictioncited by 112
- 2019Distributional conformal predictioncited by 104
- 2021Distribution-free uncertainty quantification for classification under label shiftcited by 99
- 2023Conformal PID Control for Time Series Predictioncited by 85
- 2020Robust Validation: Confident Predictions Even When Distributions Shiftcited by 82
- 2018Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Datacited by 64
- 2022Conformal Prediction Under Feedback Covariate Shift for Biomolecular Designcited by 53
- 2023How to Trust Your Diffusion Model: A Convex Optimization Approach to Conformal Risk Controlcited by 50
- 2021Conformal Bayesian Computationcited by 38
- 2022Achieving Risk Control in Online Learning Settingscited by 38
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- 2023Object Pose Estimation with Statistical Guarantees: Conformal Keypoint Detection and Geometric Uncertainty Propagationcited by 33
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- 2023Conformal Temporal Logic Planning using Large Language Modelscited by 21
- 2022Conformal Prediction Intervals with Temporal Dependencecited by 9
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Citing papers per year: 2023: 1; 2024: 7; 2025: 6; 2026: 15.
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- 2024Conformal Prediction for Natural Language Processing: A Surveycited by 52
- 2023Conformal Decision Theory: Safe Autonomous Decisions from Imperfect Predictionscited by 46
- 2024C-RAG: Certified Generation Risks for Retrieval-Augmented Language Modelscited by 27
- 2024Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)cited by 26
- 2024Conformal Prediction: A Data Perspectivecited by 25
- 2024Sample then Identify: A General Framework for Risk Control and Assessment in Multimodal Large Language Modelscited by 18
- 2025WATCH: Adaptive Monitoring for AI Deployments via Weighted-Conformal Martingalescited by 13
- 2024Uncertainty quantification for probabilistic machine learning in earth observation using conformal predictioncited by 9
- 2025Selective Risk Certification for LLM Outputs via Information-Lift Statistics: PAC-Bayes, Robustness, and Skeleton Designcited by 5
- 2025Non-exchangeable Conformal Prediction with Optimal Transport: Tackling Distribution Shifts with Unlabeled Datacited by 4
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
- 2026When Can Conformal Risk Control Certify LLM Outputs? Bounds, Impossibility, and Adaptation for Structured Generationcited by 4
17 more
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Controlcited by 3
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guaranteescited by 2
- 2026Decision-calibrated prediction sets for robust power system operationscited by 2
- 2024Single Trajectory Conformal Predictioncited by 1
- 2025CPATTA: Conformal Supervision Allocation For Active Test-Time Adaptationcited by 1
- 2026Post-Hoc Trajectory-Risk Certification for Modular LLM-Based Security Agentscited by 1
- 2026SCP-NL2TL: Selective Conformal Prediction with Semantic Verification for Natural Language to Temporal Logic Specificationscited by 1
- 2025Decomposition-Based Modular Conformal Prediction for Two-Stage Modelingcited by 0
- 2026The Confidence Gate Theorem: When Should Ranked Decision Systems Abstain?cited by 0
- 2026Safe Probabilistic Planning for Human-Robot Interaction using Conformal Risk Controlcited by 0
- 2026Online Conformal Prediction for Non-Exchangeable Panel Datacited by 0
- 2026Conformal Coverage Guarantees for Any Video Temporal Groundercited by 0
- 2026ReliableNet: A Chance-Constrained Approach to Trustworthy Classification in Deep Learningcited by 0
- 2026Non-Degenerate Risk Certification for Automated Security Decisions: A Decision-Contract Theory with ATT&CK-Aligned Triage as a Worked Instancecited by 0
- 2026TRACE-CRC: Trajectory-Adaptive Conformal Risk Control for Multi-Step Channel State Information Predictioncited by 0
- 2026PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraintscited by 0
- 2026RAEGL: Risk-Aware Evidence-Gated Learning for Selective Contextual Routing under Temporal Shiftcited by 0
- 2026RAEGL: Risk-Aware Evidence-Gated Learning for Selective Contextual Routing under Temporal Shift27 Sep 2026
- 2026PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints25 Sep 2026
- 2026TRACE-CRC: Trajectory-Adaptive Conformal Risk Control for Multi-Step Channel State Information Prediction27 Aug 2026
- 2026Non-Degenerate Risk Certification for Automated Security Decisions: A Decision-Contract Theory with ATT&CK-Aligned Triage as a Worked Instance12 Aug 2026
- 2026ReliableNet: A Chance-Constrained Approach to Trustworthy Classification in Deep Learning10 Aug 2026
- 2026Conformal Coverage Guarantees for Any Video Temporal Grounder7 Aug 2026
- 2026SCP-NL2TL: Selective Conformal Prediction with Semantic Verification for Natural Language to Temporal Logic Specifications5 Aug 2026
- 2026Post-Hoc Trajectory-Risk Certification for Modular LLM-Based Security Agents4 Aug 2026
- 2026When Can Conformal Risk Control Certify LLM Outputs? Bounds, Impossibility, and Adaptation for Structured Generation27 Jun 2026
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control7 Jun 2026
- 2026Decision-calibrated prediction sets for robust power system operations1 Jun 2026
- 2026Online Conformal Prediction for Non-Exchangeable Panel Data18 May 2026
17 more
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guarantees2 Apr 2026
- 2026Safe Probabilistic Planning for Human-Robot Interaction using Conformal Risk Control11 Mar 2026
- 2026The Confidence Gate Theorem: When Should Ranked Decision Systems Abstain?10 Mar 2026
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Control9 Oct 2025
- 2025Decomposition-Based Modular Conformal Prediction for Two-Stage Modeling6 Oct 2025
- 2025CPATTA: Conformal Supervision Allocation For Active Test-Time Adaptation30 Sep 2025
- 2025Selective Risk Certification for LLM Outputs via Information-Lift Statistics: PAC-Bayes, Robustness, and Skeleton Design16 Sep 2025
- 2025Non-exchangeable Conformal Prediction with Optimal Transport: Tackling Distribution Shifts with Unlabeled Data14 Jul 2025
- 2025WATCH: Adaptive Monitoring for AI Deployments via Weighted-Conformal Martingales7 May 2025
- 2024Sample then Identify: A General Framework for Risk Control and Assessment in Multimodal Large Language Models10 Oct 2024
- 2024Conformal Prediction: A Data Perspective9 Oct 2024
- 2024Single Trajectory Conformal Prediction3 Jun 2024
- 2024Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)10 May 2024
- 2024Conformal Prediction for Natural Language Processing: A Survey3 May 2024
- 2024C-RAG: Certified Generation Risks for Retrieval-Augmented Language Models5 Feb 2024
- 2024Uncertainty quantification for probabilistic machine learning in earth observation using conformal prediction12 Jan 2024
- 2023Conformal Decision Theory: Safe Autonomous Decisions from Imperfect Predictions9 Oct 2023
- 2024Conformal Prediction for Natural Language Processing: A Surveycited by 52
- 2023Conformal Decision Theory: Safe Autonomous Decisions from Imperfect Predictionscited by 46
- 2024Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)cited by 26
- 2024Conformal Prediction: A Data Perspectivecited by 25
- 2025WATCH: Adaptive Monitoring for AI Deployments via Weighted-Conformal Martingalescited by 13
- 2024Uncertainty quantification for probabilistic machine learning in earth observation using conformal predictioncited by 9
- 2025Selective Risk Certification for LLM Outputs via Information-Lift Statistics: PAC-Bayes, Robustness, and Skeleton Designcited by 5
- 2025Non-exchangeable Conformal Prediction with Optimal Transport: Tackling Distribution Shifts with Unlabeled Datacited by 4
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
- 2026When Can Conformal Risk Control Certify LLM Outputs? Bounds, Impossibility, and Adaptation for Structured Generationcited by 4
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Controlcited by 3
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guaranteescited by 2
12 most cited of 26 All 26 (JSON)
- 2026RAEGL: Risk-Aware Evidence-Gated Learning for Selective Contextual Routing under Temporal Shift27 Sep 2026
- 2026PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints25 Sep 2026
- 2026TRACE-CRC: Trajectory-Adaptive Conformal Risk Control for Multi-Step Channel State Information Prediction27 Aug 2026
- 2026Non-Degenerate Risk Certification for Automated Security Decisions: A Decision-Contract Theory with ATT&CK-Aligned Triage as a Worked Instance12 Aug 2026
- 2026ReliableNet: A Chance-Constrained Approach to Trustworthy Classification in Deep Learning10 Aug 2026
- 2026Conformal Coverage Guarantees for Any Video Temporal Grounder7 Aug 2026
- 2026SCP-NL2TL: Selective Conformal Prediction with Semantic Verification for Natural Language to Temporal Logic Specifications5 Aug 2026
- 2026When Can Conformal Risk Control Certify LLM Outputs? Bounds, Impossibility, and Adaptation for Structured Generation27 Jun 2026
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control7 Jun 2026
- 2026Decision-calibrated prediction sets for robust power system operations1 Jun 2026
- 2026Online Conformal Prediction for Non-Exchangeable Panel Data18 May 2026
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guarantees2 Apr 2026
12 newest of 26 All 26 (JSON)