Named Entity Recognition (NER) serves as a foundational component in many natural language processing (NLP) pipelines. However, current NER models typically output a single predicted label sequence without any accompanying measure of uncertainty, leaving downstream applications vulnerable to cascading errors. In this paper, we introduce a general framework for adapting sequence-labeling-based NER models to produce uncertainty-aware prediction sets. These prediction sets are collections of full-sentence labelings that are guaranteed to contain the correct labeling with a user-specified confidence level. This approach serves a role analogous to confidence intervals in classical statistics by providing formal guarantees about the reliability of model predictions. Our method builds on conformal prediction, which offers finite-sample coverage guarantees under minimal assumptions. We design efficient nonconformity scoring functions to construct efficient, well-calibrated prediction sets that support both unconditional and class-conditional coverage. This framework accounts for heterogeneity across sentence length, language, entity type, and number of entities within a sentence. Empirical experiments on four NER models across three benchmark datasets demonstrate the broad applicability, validity, and efficiency of the proposed methods.

Graph Neural Networks have achieved remarkable accuracy in semi-supervised node classification tasks. However, these results lack reliable uncertainty estimates. Conformal prediction methods provide a theoretical guarantee for node classification tasks, ensuring that the conformal prediction set contains the ground-truth label with a desired probability (e.g., 95\%). In this paper, we empirically show that for each node, aggregating the non-conformity scores of nodes with the same label can improve the efficiency of conformal prediction sets while maintaining valid marginal coverage. This observation motivates us to propose a novel algorithm named $\textit{Similarity-Navigated Adaptive Prediction Sets}$ (SNAPS), which aggregates the non-conformity scores based on feature similarity and structural neighborhood. The key idea behind SNAPS is that nodes with high feature similarity or direct connections tend to have the same label. By incorporating adaptive similar nodes information, SNAPS can generate compact prediction sets and increase the singleton hit ratio (correct prediction sets of size one). Moreover, we theoretically provide a finite-sample coverage guarantee of SNAPS. Extensive experiments demonstrate the superiority of SNAPS, improving the efficiency of prediction sets and singleton hit ratio while maintaining valid coverage.

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data distribution shifts in fully adversarial environments, resulting in overly conservative prediction sets. We propose Conformal Optimistic Prediction (COP), an online conformal prediction algorithm incorporating underlying data pattern into the update rule. Through estimated cumulative distribution function of non-conformity scores, COP produces tighter prediction sets when predictable pattern exists, while retaining valid coverage guarantees even when estimates are inaccurate. We establish a joint bound on coverage and regret, which further confirms the validity of our approach. We also prove that COP achieves distribution-free, finite-sample coverage under arbitrary learning rates and can converge when scores are $i.i.d.$. The experimental results also show that COP can achieve valid coverage and construct shorter prediction intervals than other baselines.

Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or wrap the base model with an extra module using a conformal-aware inefficiency loss. In this work, we empirically and theoretically identify a trade-off between the CP efficiency and the entropy of model prediction. We then propose an entropy-constrained conformal correction method, exploring a better Pareto optimum between efficiency and entropy. Extensive experimental results on both computer vision and graph datasets demonstrate the efficacy of the proposed method. For instance, it can significantly improve the efficiency of state-of-the-art CP methods by up to 34.4%, given an entropy threshold.

However, these results lack reliable uncertainty estimates.

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic to the presence of sensitive attributes within the dataset. In this work, we formalize \textit{Conformal Fairness}, a notion of fairness using conformal predictors, and provide a theoretically well-founded algorithm and associated framework to control for the gaps in coverage between different sensitive groups. Our framework leverages the exchangeability assumption (implicit to CP) rather than the typical IID assumption, allowing us to apply the notion of Conformal Fairness to data types and tasks that are not IID, such as graph data. Experiments were conducted on graph and tabular datasets to demonstrate that the algorithm can control fairness-related gaps in addition to coverage aligned with theoretical expectations.

Conformal prediction is a powerful tool for uncertainty qua ntification, but its application to time-series data is constrained by the violati on of the exchangeability assumption. Current solutions for time-series prediction typically operate in the output space and rely on manually selected weights to addres s distribution drift, leading to overly conservative predictions. To enable dyna mic weight learning in the semantically rich latent space, we introduce a novel a pproach called Con-formalized Time Series with Semantic Features (CT -SSF). CT -SSF utilizes the inductive bias in deep representation learning to dynamica lly adjust weights, prioritizing semantic features relevant to the current predic tion. Theoretically, we show that CT -SSF surpasses previous methods defined in the ou tput space. Experiments on synthetic and benchmark datasets demonstrate tha t CT -SSF significantly outperforms existing state-of-the-art (SOT A) conformal p rediction techniques in terms of prediction efficiency while maintaining a valid cov erage guarantee.

However, these results lack reliable uncertainty estimates.