{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/epistemic-uncertainty-in-conformal-scores-a","title":"Epistemic Uncertainty in Conformal Scores: A Unified Approach","arxiv_id":"2502.06995","date":"2025-02-10","proceeding":null,"authors":["Luben M. C. Cabezas","Vagner S. Santos","Thiago R. Ramos","Rafael Izbicki"],"abstract":"Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores have been developed to address this limitation, they are typically designed for specific tasks, such as regression or quantile regression. Moreover, they rely on particular modeling choices for epistemic uncertainty, restricting their applicability. We introduce $\\texttt{EPICSCORE}$, a model-agnostic approach that enhances any conformal score by explicitly integrating epistemic uncertainty. Leveraging Bayesian techniques such as Gaussian Processes, Monte Carlo Dropout, or Bayesian Additive Regression Trees, $\\texttt{EPICSCORE}$ adaptively expands predictive intervals in regions with limited data while maintaining compact intervals where data is abundant. As with any conformal method, it preserves finite-sample marginal coverage. Additionally, it also achieves asymptotic conditional coverage. Experiments demonstrate its good performance compared to existing methods. Designed for compatibility with any Bayesian model, but equipped with distribution-free guarantees, $\\texttt{EPICSCORE}$ provides a general-purpose framework for uncertainty quantification in prediction problems.","url_abs":"https://arxiv.org/abs/2502.06995v1","url_pdf":"https://arxiv.org/pdf/2502.06995v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"epistemic-uncertainty-in-conformal-scores-a","repo_url":"https://github.com/Monoxido45/EPICSCORE","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"conformal-prediction","task_name":"Conformal Prediction"},{"task_slug":"gaussian-processes","task_name":"Gaussian Processes"},{"task_slug":"prediction","task_name":"Prediction"},{"task_slug":"uncertainty-quantification","task_name":"Uncertainty Quantification"},{"task_slug":"quantile-regression","task_name":"quantile regression"},{"task_slug":"regression-1","task_name":"regression"}],"methods":[{"method_slug":"dropout","method_name":"Dropout"},{"method_slug":"monte-carlo-dropout","method_name":"Monte Carlo Dropout"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2502.06995","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}