ORCA · Project page

Generative Conformal Prediction with Optimized Coverage Allocation

NeurIPS 2026

ORCA: Optimized Ranking and Coverage Allocation

A generative model gives many plausible outcomes, and they often concentrate in several separate modes. Standard CP draws one region around a single prediction, so it must also cover the empty space between modes. PCP keeps the modes apart with a ball around every sample, but every ball gets the same radius. ORCA reads the local geometry of the samples: it ranks them from crowded to isolated and learns a separate radius for each rank. The result is a set of disconnected pieces with adaptive radii that stay close to the likely outcomes, and a final calibration step keeps the guaranteed coverage, such as 90%.

  1. 01

    Explore

    Draw samples from the generative model and rank them by their mean distance to a few nearest neighbours: densest first, stray samples last.

  2. 02

    Optimize

    On an exploration split, learn one radius per rank: the smallest balls that still cover the target share of outcomes. Isolated samples can get no ball at all.

  3. 03

    Calibrate

    On a separate calibration split, scale every radius by one common factor, chosen so the target share of outcomes is covered. This step alone guarantees the coverage.

Interactive demo

Standard CP, PCP and ORCA build prediction sets from the same generated samples. Move a slider and everything is recomputed on the spot, from sampling to the final coverage check.

Example

Standard CP

One ball around the mean

Coverage-
Mean area-

PCP

Equal balls around every sample

Coverage-
Mean area-

ORCA

-
Coverage-
Mean area-
True density of Y (contour lines) True density of Y Samples from the trained generator, one draw Each method's prediction set
Where ORCA's edge comes from

A trained generator is never perfect, so a few of its samples land where Y never goes: the dots that land away from the true distribution. Those samples sit alone. ORCA ranks them last and gives them little or no radius, while PCP draws the same ball around every sample.

Citation

@inproceedings{zheng2026orca,
  title     = {Generative Conformal Prediction with Optimized Coverage Allocation},
  author    = {Zheng, Minxing and Zhu, Shixiang},
  booktitle = {Advances in Neural Information Processing Systems},
  year      = {2026}
}