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Applied Conformal Prediction:Practical Uncertainty Quantification for Real-World ML
Practical Uncertainty Quantification for Real-World ML Learn Conformal Prediction (CP), the state-of-the-art technique for building statistically valid, model-agnostic prediction intervals
This book is 50% completeLast updated on 2026-03-23
A powerful new book on Conformal Prediction by bestselling author and machine learning expert Valery Manokhin, bridging theory and real-world machine learning. Discover how to quantify uncertainty with statistical guarantees—across deep learning, time series, forecasting, and more. Preorder now before the price goes up.
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About the Book
Applied Conformal Prediction is a comprehensive and practical guide to one of the most powerful and rapidly evolving frameworks in machine learning: Conformal Prediction (CP).
Written by Valery Manokhin, who completed his PhD under Vladimir Vovk, the creator of Conformal Prediction, and has been one of its most prominent advocates for years, this book reflects deep expertise and commitment to the field. Manokhin's widely followed "Awesome Conformal Prediction" repository and his contributions to the global CP community have helped fuel its meteoric rise in research and industry.
Conformal Prediction is quickly becoming a must-have skill for anyone working in high-stakes, production-level AI systems. It provides rigorous, model-agnostic methods for quantifying uncertainty and constructing statistically valid prediction sets with guaranteed coverage. Unlike many traditional approaches, CP offers finite-sample guarantees without requiring unrealistic assumptions.
This book begins with the philosophical and mathematical origins of CP and walks you through its key components: exchangeability, nonconformity scores, prediction regions, inductive and adaptive variants, and beyond. It then explores cutting-edge research on:
- Classification
- Classifier calibration
- Regression
- Time Series and Forecasting (e.g., EnbPI, blockwise CP)
- Deep Learning Integration (NLP, CV, transformers)
- Weighted CP for covariate shift
- Software tools
- And much more
Whether you're a practitioner building risk-sensitive systems or a researcher exploring the limits of statistical inference, Applied Conformal Prediction is your definitive resource.
Preorder now to lock in the lowest price. You'll get early access to chapters as they’re released, and all future updates will be included. The price will increase significantly as more chapters are added.
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Author
About the Author
Valery Manokhin
Valery Manokhin (PhD, MBA, CQF) is a data scienstist, machine learning researcher and book author. He earned his PhD in ML at Royal Holloway, University of London, under Prof. Vladimir Vovk, the creator of Conformal Prediction, and holds an MBA from Warwick and an MSc in Computational Statistics & Machine Learning from UCL.
His technical books — Mastering Modern Time Series Forecasting and Applied Conformal Prediction among them — are used by data scientists, ML engineers, and researchers in over 100+ countries.
In parallel, he produces English editions of classic Russian mathematics textbooks, beginning with Kiselev’s Arithmetic and now Algebra, Part I. The aim is straightforward: give English-speaking students access to the books that shaped generations of Russian mathematicians, in editions that match the originals’ rigour.
Also by the Author
Also by the Author
Mastering Modern Time Series Forecasting
Kiselev's Arithmetic
Mastering CatBoost: The Hidden Gem of Tabular AI
Probabilistic Forecasting with Conformal Prediction in Python
Mastering Advanced Time Series Forecasting in Python: Probabilistic, Hierarchical, and Foundation Models
Mastering Forecasting Metrics & Accuracy: For Data Science and Beyond
Foundation Models for Tabular Data
Kiselev’s Algebra, Part I — A Complete English Translation
Kiselev's Calculus
Kiselev’s Algebra, Part II — A Complete English Translation
Rachinsky's 1001 Problems in Mental Arithmetic
Kiselev’s Algebra, Part I — A Complete English Translation
Kiselev's Algebra, Part I — A Complete English Translation
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