Selective Conformal Risk Control

arXiv:2512.12844v2 Announce Type: replace-cross Abstract: Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting its practical utility. To address this issue, we propose \textit{Selective Conformal Risk Control} (SCRC), a unified framework that integrates conformal prediction with selective classification. The frame