Conformal prediction enables the construction of high-coverage prediction sets for any pre-trained model, guaranteeing that the true label lies within the set with a specified probability. However, these sets do not provide probability estimates for individual labels, limiting their practical use. In this paper, we propose, to the best of our knowledge, the first method for assigning calibrated probabilities to elements of a conformal prediction set. Our approach frames this as an adaptive calibration problem, selecting an input-specific temperature parameter to match the desired coverage level. Experiments on several challenging image classification datasets demonstrate that our method maintains coverage guarantees while significantly reducing expected calibration error.
View on arXiv@article{kotelevskii2025_2505.15437,
title={ Adaptive Temperature Scaling with Conformal Prediction },
author={ Nikita Kotelevskii and Mohsen Guizani and Eric Moulines and Maxim Panov },
journal={arXiv preprint arXiv:2505.15437},
year={ 2025 }
}