Group-Conditional Conformal Prediction

Conformal prediction guarantees marginal coverage, but a single calibration threshold can still spread that coverage unevenly, over-covering easy regions and under-covering hard ones. SimplexUQ is, to our knowledge, the first benchmark and reproducible protocol for measuring this allocation problem on simplex-valued predictions; it compares existing conformal wrappers rather than proposing a new one. Its task suite, SimplexTasks-12, combines six controlled synthetic regimes with six frozen-predictor real tasks spanning class probabilities, topic mixtures, spectral abundances, cell-type fractions, age distributions, and emotion mixtures. Each comparison fixes the predictor, score, and response-free stratification map, varies only the wrapper, and reports marginal coverage, worst-stratum coverage, max disparity, and within-task radius and compute. Global calibration can look valid while failing badly: on CIFAR-10 it attains 0.900 marginal coverage but only 0.542 in the worst entropy stratum, and Mondrian calibration raises that stratum to 0.886 while reducing max disparity from 0.358 to 0.022. No wrapper dominates, however. Under smooth synthetic heterogeneity, several repairs are competitive; fixed-map analyses show that rankings depend on the evaluation groups and protocol; and in a 12-task comparison, Mondrian has lower disparity on its single target partition for all 12 tasks, whereas BatchMVP has lower disparity over overlapping groups on five. These are empirical comparisons, not new coverage guarantees. A controlled predictor-bias sweep shows that removing predictor bias only partly reduces global-threshold disparity. We release task cards, result provenance, permitted derived arrays, and rebuild instructions, and treat wrapper selection as a diagnostic comparison rather than a universal ranking.

In the Global South, the lower-income countries of Africa, Asia, and Latin America where most of the world's languages are spoken, a deployed text classifier usually runs on ordinary CPUs, serves many languages with a single model, has few labeled examples in any of them, and relies on people to catch its mistakes. Such a system is only useful if it can promise how often it will be wrong: at most a fixed fraction of the labels it assigns on its own may be incorrect, and everything else must go to a person. Split conformal prediction delivers this promise through a single confidence threshold, normally estimated on validation data pooled across languages. We ask whether the promise reaches every language, and it does not. On MasakhaNEWS (16 African languages) and AfriSenti (12 languages plus two never seen in training), a pooled threshold meets the 90% target on average but covers Somali at 77.5%, Tigrinya at 83.7%, and the two unseen languages at 77.5% and 81.2%. Estimating one threshold per language brings every language to between 89.1% and 91.0% without retraining, and it shows how unequal the cost of the promise is: keeping it means sending 43% of Somali news and over 80% of Amharic and Xitsonga tweets to a person, against under 8% of Nigerian Pidgin news. One or two hundred labels per language are enough and the models train in minutes on one CPU core, so the fix is affordable: calibrate, report, and budget human review one language at a time.

Tabular foundation models (TFMs) provide predictive distributions for regression, but their prediction regions can exhibit undercoverage or overcoverage even when point predictions are accurate. We introduce C-USIM (Conditionally-Uniformized Score Integration Method), a lightweight application of highest predictive density split conformal prediction that accommodates multimodal predictions. Given calibration and test outputs, it requires no additional training or model inference. It provides finite-sample marginal validity under our assumptions. We bound conditional-marginal coverage gaps using distribution-estimation error and score discreteness, and examine coverage heterogeneity through percentile rank-score plots. Experiments with TabPFN and TabICL show improved marginal coverage accuracy and lower average conditional and group coverage errors. Under a fixed data budget, allocating more observations to calibration can reduce marginal coverage error despite less accurate point predictions.

Transportation agencies increasingly predict crash-injury severity with statistical and machine-learning models, but these models do not state how often their output contains the recorded injury level or for which groups of drivers it fails, a gap that matters most for motorcyclists and unrestrained drivers. This study develops and evaluates a certification layer that gives any fitted severity model a finite-sample, distribution-free coverage guarantee within prespecified safety strata. The layer, CHOIR (Conformal Heterogeneity-aware Ordinal Inference with Risk control), combines groupwise and weighted conformal prediction with conformal risk control to return contiguous KABCO intervals, and adds a declared sensitivity analysis for medically assessed injury and bounds on fatal omission. It is evaluated on 4.04 million Texas crashes from 2017-2023, one sampled driver per crash, with seven base models from the ordered logit to a tabular foundation model, and on held-out counties and later years. Under one pooled threshold every model reaches 0.90 coverage overall but covers motorcyclists or unrestrained drivers at 0.868 or lower, and class-balanced gradient boosting covers unrestrained drivers at only 0.374. Calibration within four safety strata places all 28 model-by-stratum estimates between 0.898 and 0.907, at the cost of sets spanning 3.6 to 4.6 of five categories for these groups, and the certified ordered logit is within 0.03 categories of the narrowest model. Injury-model coverage should therefore be certified within safety groups rather than on average, calibration rather than model complexity determines validity, and a statewide threshold should not be applied to small rural counties without local calibration data.

Prediction intervals for multi-modal regression with tabular variables, text, images, or other input sources are difficult to calibrate when those sources disagree or one is missing. A single global quantile averages these regimes together instead of calibrating to the modality pattern observed at test time. We address this through a modality-aware conformal calibration layer. The layer trains or reuses one predictor per modality, computes a disagreement score from their predictions, and uses that score in split conformal calibration under a strict split protocol. We use the score in two complementary ways. First, a continuous disagreement-scaled method reallocates interval width across examples while preserving the usual marginal split-conformal guarantee. Second, a Mondrian (stratified) method calibrates within groups defined by disagreement or modality availability fixed before calibration, giving group guarantees under joint exchangeability of the calibration and test examples. Across four multi-modal datasets, the disagreement-scaled layer matches or improves the marginal conformal baseline in 59 of 60 paired runs for interval continuous ranked probability score (CRPS) and in 52 of 60 for interval width, while keeping empirical coverage near the 95% target. In stress tests with missing modalities, mask-matched recalibration recovers up to 19.5 percentage points of coverage in the hardest fixed-mask regime. The result is a simple, model-agnostic reliability layer for multi-modal regression systems. A project page is available at https://unco3892.github.io/modality-aware-conformal.

Multimodal fusion architectures typically assume all modalities are available at inference, yet sensor failures, acquisition variability, and cost constraints routinely produce incomplete observations. Existing work treats modality absence as a prediction-accuracy problem, leaving a more basic question unanswered: whether a model's confidence estimates remain calibrated when an entire input stream is removed. We argue that missing-modality robustness and calibrated uncertainty are a single coupled property, and introduce Modality-Conditioned Conformal Fusion (MCCF), an architecture that addresses both at once. MCCF combines a multimodal bottleneck fusion backbone trained with modality dropout, per-modality evidential heads producing modality-decomposed Dirichlet distributions, and a Dempster-Shafer combination rule that fuses the per-modality evidence into a joint predictive distribution; an absent modality contributes vacuous evidence that is structurally ignored, so the fused uncertainty automatically reflects the reduced information without test-time imputation. A Mondrian conformal calibration module keyed on the modality-presence mask then provides finite-sample group-conditional coverage for every non-empty modality subset. MCCF is, to our knowledge, the first method with formal coverage guarantees under arbitrary modality availability through architectural integration rather than post-hoc recalibration, and the evidential decomposition yields per-modality vacuity scores that localise uncertainty to the absent modality responsible. Across a synthetic problem and three real multimodal benchmarks, MCCF holds its target coverage on every modality-presence subset, substantially narrows the coverage gap between full and partial modalities relative to a marginal split-conformal baseline, and imposes no measurable accuracy cost relative to temperature-scaled and evidential baselines.

Medical vision-language models (VLMs) can retain high observed marginal coverage after clinical shift while substantially under-covering an individual disease class. The affected class varies with acquisition protocol and backbone geometry, so source prevalence does not reliably reveal the failure. Existing localized and tail-aware conformal methods respectively adapt to test neighborhoods and source-frequency tails, leaving held-out class-wise coverage failure unmodeled. We introduce Class-Tail Adaptive Localized Conformal Deferral (CALCoDe), a post-hoc reliability layer for frozen medical VLMs. Cross-fitted validation predictions identify classes at risk of undercoverage, and a disjoint calibration split estimates their class-conditional tail thresholds. CALCoDe combines each protected threshold with a localized conformal threshold using a one-sided maximum. The resulting set contains every label admitted by the localized rule, with additional protection confined to validation-identified classes. An independently calibrated support audit defers cases with insufficient inlier support. Under exchangeability among accepted examples within each protected class, CALCoDe provides finite-sample coverage at the prespecified guard level and contains the corresponding localized conformal sets; coverage on shifted external cohorts is evaluated empirically. Among standard conformal baselines and recent VLM-specific conformal methods evaluated across two dermatology shifts (HAM10000 to ISIC 2019 and HAM10000 to PAD-UFES-20) and four frozen VLM backbones (BiomedCLIP, OpenAI CLIP ViT-B/32, PubMedCLIP ViT-B/32, and MedSigLIP-448), CALCoDe is the only approach whose observed marginal and worst-class accepted coverage both reach 0.95 in all eight settings. On HAM10000 to ISIC 2019, its average worst-class accepted coverage is 0.970, compared with 0.926 for sTACP and 0.864 for LCP-VLM.

Large language models serve heterogeneous populations structured by domain, topic difficulty, and linguistic style. Conformal risk control (CRC) gives rigorous marginal risk guarantees for selective prediction with abstention, but marginal guarantees do not imply per-group ones: a model can meet the population budget while systematically over-exposing subgroups to errors. Under mild shift in group composition, standard CRC violates the budget in up to 47% of trials. We propose HG-CRC (Hierarchical Group-Conditional CRC), a post-hoc calibration framework enforcing simultaneous risk guarantees across all nodes of a user-defined group hierarchy. It applies a Bonferroni correction over nodes and a leaf-first policy that uses the most specific applicable threshold, falling back to coarser nodes when a finer one is uncertified or rejects the example. It needs only a held-out calibration set, with no retraining. We evaluate on three models (Qwen3-4B, Llama-3.1-8B-Instruct, Gemma-3-4B) and two benchmarks (ARC Challenge, MMLU-Pro) across eight configurations probing IID generalization, heterogeneity, mixture/domain/prompt/difficulty shift, label noise, and quantization. Main result: HG-CRC reaches an empirical 0% violation rate and WGER=0 on ARC Challenge for high-accuracy models (Qwen3-4B, Llama-3.1-8B). At 500 bootstrap trials these zeros are empirical upper bounds (true rate up to 0.6%), not certified. Results are benchmark-specific: on MMLU-Pro these models abstain entirely or (Llama) retain WGER=0.014. Gemma-3-4B, poorly calibrated here, degrades gracefully by abstaining. Participation cost vs. global CRC is 22 to 37 points. Ablations show hierarchical depth clears the budget: removing difficulty level returns violations to about 11%. Bonferroni is needed for the theoretical guarantee, though its empirical effect matters only with many nodes.

Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone. Existing probabilistic methods, however, often either lack finite-sample validity or require per-site recalibration, so a single model rarely transfers across the diverse climates of a dispersed generation fleet. This paper proposes a heteroscedastic, asymmetric, group-conditional split-conformal framework built on a bootstrap-diverse XGBoost ensemble, producing prediction intervals that adapt in width to local difficulty while retaining distribution-free coverage guarantees. A single fixed specification, with no per-site or per-horizon tuning, is evaluated across four climatologically distinct sites spanning both hemispheres, at horizons of 1 to 12 hours, for both solar irradiance and wind speed. The framework holds near-nominal coverage on both targets and reduces the Interval Score by up to 35% relative to competitive baselines, with the calibration and sharpness of its intervals shown to be properties of the method rather than of site-specific tuning.

Conformal prediction guarantees marginal coverage, but a pooled calibration quantile can hide systematic undercoverage across heterogeneous regions of the feature space. We introduce Self-Organized Conformal Prediction (SOCP), a calibration scheme that discovers input-space groups with an unsupervised Self-Organizing Map (SOM) trained without calibration labels. At prediction time, the query's best-matching unit (BMU) draws a calibration buffer from one cell, a fixed grid neighborhood, or a prototype-based enlargement. When fixed neighborhoods are too sparse, Regime 3 adds cells by prototype distance, using a global budget selected from training-cell occupancies and the planned calibration size before any calibration score is observed. The predictor and nonconformity score remain unchanged. Cell-only retrieval has exact cell-conditional validity, and each fixed union of cells has exact retrieved-set validity. Interpreting a neighborhood threshold at its central cell incurs an explicit Kolmogorov-Smirnov (KS) bias term. Across ten regression and classification benchmarks, SOCP reduces the weighted coverage gap relative to pooled split conformal prediction on nine datasets. The mean relative change is $-14.3\%$, at a mean output-size change of $+3.0\%$. Under fixed-neighborhood retrieval, SO composition lowers the ten-seed mean WCovGap in $43$ of the $50$ dataset-score comparisons, while SO-SCP lowers it on average over paired seeds for every dataset at all three tested external partition granularities. These results provide a concise route to group-local calibration without supervised partitions or predictor retraining with a diagnostic toolkit, while keeping the cost and limits of locality explicit.

We consider the problem of uncertainty quantification for a pretrained classification model deployed under unknown distribution shift. We propose Audited Conformal Prediction (ACP), a method that leverages a small labeled dataset from the target population to train an auxiliary audit model identifying inputs where the legacy model is likely to fail. By integrating the audit model's outputs into the conformal prediction framework, ACP produces prediction sets that guarantee marginal coverage while achieving substantially higher conditional coverage in practice than existing approaches. We develop and analyze two complementary integration strategies -- one targeting marginal coverage with improved conditional performance, the other providing explicit group-conditional coverage guarantees -- and establish theoretical guarantees for both. Experiments on synthetic and real-world datasets validate the method and illustrate trade-offs between prediction set size and conditional coverage.

Reliable decision making pipelines powered by machine learning models require uncertainty quantification (UQ) methods that come with explicit safety guarantees. Conformal prediction provides such UQ by wrapping ML predictions into prediction sets, and recent work by Kiyani et al. (2025b) established that these sets can be translated into optimal risk-averse decision policies -- yet only inheriting marginal safety guarantees. We generalize and strengthen their results by (i) introducing action-conditional conformal prediction, which yields safety guarantees conditioned explicitly on each action taken by the decision maker, (ii) showing that action-conditional prediction sets serve as a proxy for the feasible decision space for risk-averse decision makers aiming to optimize action-conditional value-at-risk, and (iii) proposing a principled finite-sample algorithm based on pinball-loss minimization, connecting the framework of Gibbs et al. (2025) to action-conditional guarantees. Experiments on two real-world datasets confirm that our approach significantly improves action-conditional performance over conformal baselines.

Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.e., data may not be exchangeable). Online conformal prediction (OCP) methods address this issue at the expense of either (i) group-wise error control or (ii) learning-rate independent implementation. Group-conditional coverage is essential for fairness across different collections of data points and for providing finer UQ guarantees. Parameter-free optimization is crucial for robustness to adversarial and unknown data shifts. We propose a parameter-free algorithm for group-conditional OCP and demonstrate that it achieves the best group-conditional coverage guarantees. We evaluate our algorithm on synthetic and real-world data, demonstrating that our method not only improves the reliability of existing parameter-free OCP methods but also provides prediction intervals that are comparable in size to well-tuned group-conditional approaches. By unifying group-conditional coverage with parameter-free online algorithms, our work lays a foundation for fair and robust uncertainty quantification in shifting environments.

Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces a fair conformal inference framework for classification tasks. The proposed method constructs prediction sets that guarantee conditional coverage on adaptively identified subgroups, which can be implicitly defined through nonlinear feature combinations. By balancing effectiveness and efficiency in producing compact, informative prediction sets and ensuring adaptive equalized coverage across unfairly treated subgroups, our approach paves a practical pathway toward trustworthy machine learning. Extensive experiments on both synthetic and real-world datasets demonstrate the effectiveness of the framework.

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly in complex settings with heteroskedasticity, skewed responses, or estimation errors. We propose a conformal-style calibration method for responses obtained by the probability integral transform (PIT) of the conditional cumulative distribution function (CDF) estimated via neural networks to construct a finite-sample-adjusted percentile interval with the shortest length determined by the estimated conditional CDF. Calibrating in PIT space is effective because PIT values are asymptotically feature-independent when the CDF estimator is accurate, which mitigates feature-dependent miscoverage and improves conditional calibration. On the other hand, our percentile calibration adapts to the empirical PIT distribution, which is robust against a possibly imperfect estimation of the conditional CDF. We prove the finite-sample marginal coverage property of the proposed method and show its asymptotic conditional coverage under mild consistency conditions. Experiments on diverse synthetic and real-world benchmarks demonstrate better conditional calibration and substantially shorter intervals than existing methods.

Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align marginal conformal score distributions, which is sufficient to preserve marginal coverage but does not control the conditional coverage error at individual test inputs. As a consequence, CP can remain unreliable in regions where the conditional score distributions are mismatched. In this work, we bound the conditional invalidity of CP under distribution shift in terms of the Wasserstein distance between the calibration and test distributions. This result highlights the role of invertible transport in mitigating conditional coverage degradation. Motivated by this insight, we introduce Branched Normalizing Flow (BNF), a two-branch architecture that normalizes a test input to the calibration distribution and transforms the prediction set of the normalized input back to the test distribution while preserving conditional guarantees. Empirically, BNF consistently improves conditional coverage robustness on nine datasets across a wide range of confidence levels.

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings, including healthcare, finance, and mobile sensing, the calibration data required for CP are distributed across multiple clients, each with its own local data distribution. In this federated setting, data can often be partitioned into, potentially overlapping, groups, which may reflect client-specific strata or cross-cutting attributes such as demographic or semantic categories. We propose group-conditional federated conformal prediction (GC-FCP), a federated extension of conditional conformal calibration for a target mixture over prespecified groups. GC-FCP constructs mergeable, atom-stratified coresets from local calibration scores, enabling compact aggregation at the server when the number of active atoms is moderate. Experiments on synthetic and real-world datasets validate the performance of GC-FCP compared to centralized calibration baselines. The code of our work can be found at https://github.com/HaifengWen/GC-FCP.