Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP, conformal training methods minimize the size of the prediction sets. A typical way is to use a surrogate indicator function, usually Sigmoid or Gaussian error function. However, these surrogate functions do not have a uniform error bound to the indicator function, leading to uncontrollable learning bounds. In this paper, we propose a simple cost-sensitive conformal training algorithm that does not rely on the indicator approximation mechanism. Specifically, we theoretically show that minimizing the expected size of prediction sets is upper bounded by the expected rank of true labels. To this end, we develop an importance weighting strategy that assigns the weight using the rank of true label on each data. Our analysis provably demonstrates the tightness between the proposed weighted objective and the expected size of conformal prediction sets. Extensive experiments verify the validity of our theoretical insights, and superior empirical performance over other conformal training in terms of predictive efficiency with 21.38% reduction for average prediction set size.

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ framework that provides statistically valid guarantees, which is especially useful in practice. However, prior ordinal CP methods mainly focus on heuristic algorithms or restrictively require the underlying model to predict a unimodal distribution over ordinal labels. Consequently, they provide limited insight into coverage–efficiency trade-offs, or a model-agnostic and distribution-free nature favored by CP methods. To this end, we fill this gap by propose an ordinal-CP method that is model-agnostic and provides instance-level optimal prediction intervals. Specifically, we formulate conformal ordinal classification as a minimum-length covering problem at the instance level. To solve this problem, we develop a sliding-window algorithm that is optimal on each calibration data, with only a linear time complexity in K, the # of label candidates. The local optimality per instance further also improves predictive efficiency in expectation. Moreover, we propose a length-regularized variant that shrinks prediction set size while preserving coverage. Experiments on four benchmark datasets from diverse domains are conducted to demonstrate the significantly improved predictive efficiency of the proposed methods over baselines (by 15%↓ on average over four datasets).

Text summarization task extracts salient information from a large amount of text for productivity enhancement. However, most existing methods heavily rely on training models from ample and centrally stored data which is infeasible to collect in practice, due to privacy concerns and data scarcity nature under several settings (e.g., edge computing or cold starting). The main challenge lies in constructing the privacy-preserving and well-behaved summarization model under the data scarcity scenario, where the data scarcity nature will lead to the knowledge shortage of the model while magnifying the impact of data bias, causing performance degeneration. To tackle this challenge, previous studies attempt to complement samples or improve the efficiency of data. The former is usually associated with high computing costs or has a large dependence on empirical settings, while the latter might not effective due to the lack of consideration of data bias. In this work, we propose FedSum which extends the standard FL framework from depth and breadth to further extract prime and diversified knowledge from limited resources for text summarization. For depth extension, we introduce a Data Partition method to cooperatively recognize the prime samples that are more significant and unbiased, and the Data skip mechanism is introduced to help the model further focus on those prime samples during the local training process. For breadth extension, FedSum extends the source of knowledge and develops the summarization model by extracting knowledge from the data samples, hidden spaces, and globally received parameters. Extensive experiments on four benchmark datasets verify the promising improvement of FedSum compared to baselines, and show its generalizability, scalability, and robustness.

Deploying machine learning (ML) models in high-stakes domains such as healthcare and autonomous systems requires reliable uncertainty quantification (UQ) to ensure safe and accurate decision-making. Conformal prediction (CP) offers a robust, distribution-agnostic framework for UQ, providing valid prediction sets that guarantee a specified coverage probability. However, existing CP methods are often limited by assumptions that are violated in real-world scenarios, such as non-i.i.d. data, and by a lack of integration with modern machine learning workflows, particularly in large generative models. This research aims to address these limitations by advancing CP techniques to operate effectively in non-i.i.d. settings, improving predictive efficiency without sacrificing theoretical guarantees, and integrating CP directly into model training processes. These developments will enhance the practical applicability of CP for a wide range of ML tasks, enabling more reliable and interpretable models in high-stakes applications.

Conformal prediction (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of candidate classes) with provable guarantees. However, standard calibration methods for CP tend to produce large prediction sets which makes them less useful in practice. This paper considers the problem of integrating conformal principles into the training process of deep classifiers to directly minimize the size of prediction sets. We formulate conformal training as a bilevel optimization problem and propose the {\em Direct Prediction Set Minimization (DPSM)} algorithm to solve it. The key insight behind DPSM is to minimize a measure of the prediction set size (upper level) that is conditioned on the learned quantile of conformity scores (lower level). We analyze that DPSM has a learning bound of $O(1/\sqrt{n})$ (with $n$ training samples), while prior conformal training methods based on stochastic approximation for the quantile has a bound of $\Omega(1/s)$ (with batch size $s$ and typically $s \ll \sqrt{n}$). Experiments on various benchmark datasets and deep models show that DPSM significantly outperforms the best prior conformal training baseline with $20.46\\%\downarrow$ in the prediction set size and validates our theory.

Federated Learning (FL) is a prominent distributed learning approach that addresses two major challenges: statistical heterogeneity (i.e., non-identically distributed data) and system heterogeneity (i.e., variability in the communication and computation on each client). As FL is commonly applied in sectors such as commercial and financial, group disparities may emerge and cause harm. However, current fairness algorithms assume homogeneous data, which does not align with the FL context. The main challenge is estimating global fairness measures (e.g., Rényi or Pearson correlation) in an asynchronous, heterogeneous system. To address this, we propose the FedRényi algorithm, which regularizes fairness by Rényi correlation. For statistical heterogeneity, FedRényi aggregates local fairness statistics to estimate the global Rényi correlation with an estimation error bound of $O(1/\sqrt{n})$, where $n$ is the total number of data samples. This theoretical result improves significantly over the prior result $O(1/\sqrt{K})$ with $K$ clients. We further prove that FedRényi converges at the same rate as in the homogeneous setting. For system heterogeneity, FedRényi approximates missing client updates through weighted averaging over a nearest neighbor region, ensuring a non-expansive approximation error under non-convex conditions. Extensive experiments demonstrate that FedRényi achieves a promising fairness-accuracy trade-off, with at least 2\% improvement over baselines.

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage guarantee has been extensively studied for classification problems, CP often produces large prediction sets which may not be practically useful. This issue is exacerbated for the setting of class-conditional coverage on imbalanced classification tasks with many and/or imbalanced classes. This paper proposes the Rank Calibrated Class-conditional CP (RC3P) algorithm to reduce the prediction set sizes to achieve class-conditional coverage, where the valid coverage holds for each class. In contrast to the standard class-conditional CP (CCP) method that uniformly thresholds the class-wise conformity score for each class, the augmented label rank calibration step allows RC3P to selectively iterate this class-wise thresholding subroutine only for a subset of classes whose class-wise top-$k$ error is small. We prove that agnostic to the classifier and data distribution, RC3P achieves class-wise coverage. We also show that RC3P reduces the size of prediction sets compared to the CCP method. Comprehensive experiments on multiple real-world datasets demonstrate that RC3P achieves class-wise coverage and $26.25\\%$ $\downarrow$ reduction in prediction set sizes on average.

Conformal prediction (CP) is a framework to quantify uncertainty of machine learning classifiers including deep neural networks. Given a testing example and a trained classifier, CP produces a prediction set of candidate labels with a user-specified coverage (i.e., true class label is contained with high probability). Almost all the existing work on CP assumes clean testing data and there is not much known about the robustness of CP algorithms w.r.t natural/adversarial perturbations to testing examples. This paper studies the problem of probabilistically robust conformal prediction (PRCP) which ensures robustness to most perturbations around clean input examples. PRCP generalizes the standard CP (cannot handle perturbations) and adversarially robust CP (ensures robustness w.r.t worst-case perturbations) to achieve better trade-offs between nominal performance and robustness. We propose a novel adaptive PRCP (aPRCP) algorithm to achieve probabilistically robust coverage. The key idea behind aPRCP is to determine two parallel thresholds, one for data samples and another one for the perturbations on data (aka "quantile-of-quantile” design). We provide theoretical analysis to show that aPRCP algorithm achieves robust coverage. Our experiments on CIFAR-10, CIFAR-100, and ImageNet datasets using deep neural networks demonstrate that aPRCP achieves better trade-offs than state-of-the-art CP and adversarially robust CP algorithms.