Coverage Probability Calculator

Measure real coverage from predictions and outcomes. Check target gaps, Wilson intervals, and calibration-style misses. Export clear reports and compare reliability across evaluation batches.

Calculator Inputs

Use summary counts for overall coverage, then optionally add per-fold or per-batch rows as Label, Total, Covered.

Accepted formats: Total,Covered or Label,Total,Covered, one row per line.

Example Data Table

This example shows four evaluation folds for a prediction interval or conformal set workflow.

Fold Total Predictions Covered Predictions Coverage % Comment
Fold 1 120 111 92.50% Near target, slightly conservative miss count.
Fold 2 140 130 92.86% Stable performance with modest under-coverage.
Fold 3 110 101 91.82% Lowest fold coverage in the sample.
Fold 4 130 121 93.08% Best fold in this small evaluation set.
Total 500 463 92.60% Use these totals as the default calculator example.

Formula Used

Empirical coverage probability
Coverage = Covered Predictions / Total Predictions
Miss rate
Miss Rate = 1 - Coverage
Coverage gap
Coverage Gap = Empirical Coverage - Target Coverage
Wilson confidence interval
Center = (p + z² / 2n) / (1 + z² / n)
Margin = z × sqrt((p(1-p)/n) + z²/(4n²)) / (1 + z²/n)

In machine learning, coverage usually means the true label or value is contained in a predicted set, interval, or uncertainty region. High coverage improves reliability, but very wide intervals or large label sets may reduce usefulness.

How to Use This Calculator

1. Enter total predictions and how many were covered by the model’s prediction interval, label set, or uncertainty band.
2. Set the target coverage, such as 90%, 95%, or 99%, based on your calibration or risk requirement.
3. Choose a confidence level for the Wilson interval. This estimates plausible bounds around empirical coverage.
4. Optionally add average set size or interval width to judge efficiency alongside reliability.
5. Paste fold or batch rows to visualize how coverage changes across data splits, time windows, or deployment batches.
6. Click the calculate button. Results appear above the form, with export buttons and a Plotly graph.

FAQs

1) What does coverage probability mean in AI and machine learning?

It measures how often the true outcome falls inside the model’s predicted set, interval, or uncertainty region. It is common in conformal prediction, probabilistic forecasting, and uncertainty-aware classification.

2) Is higher coverage always better?

Not always. A model can reach high coverage by producing overly wide intervals or large label sets. Good systems balance coverage with efficiency, sharpness, and practical decision usefulness.

3) Why does this calculator show a Wilson interval?

Empirical coverage from finite samples has uncertainty. The Wilson interval is a stable binomial confidence interval that often performs better than a simple normal approximation, especially with smaller samples.

4) What is the difference between target coverage and empirical coverage?

Target coverage is the desired reliability level, such as 95%. Empirical coverage is what your evaluation data actually achieved. The difference between them is the coverage gap.

5) When is under-coverage dangerous?

Under-coverage means the model misses true outcomes more often than intended. This can be risky in medical AI, finance, forecasting, and other systems where uncertainty calibration matters.

6) What counts as a covered prediction?

A prediction is covered when the true label or observed value lies inside the predicted label set, interval, or uncertainty range for that sample.

7) Why can batch-level coverage help?

Batch results reveal instability across folds, time periods, domains, or segments. Strong overall coverage can still hide weak reliability in specific slices of data.

8) Can I use this for conformal prediction evaluation?

Yes. It is suitable for conformal intervals, conformal sets, calibrated risk control summaries, and other workflows where coverage is estimated from covered versus total predictions.

Related Calculators

random forest oob errorelastic net ratiomean absolute percentage error

Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.