Cd-split and hpd-split: Efficient conformal regions in high dimensions

R Izbicki, G Shimizu, RB Stern - Journal of Machine Learning Research, 2022 - jmlr.org
Conformal methods create prediction bands that control average coverage assuming solely
iid data. Although the literature has mostly focused on prediction intervals, more general …

Weighted Aggregation of Conformity Scores for Classification

R Luo, Z Zhou - arXiv preprint arXiv:2407.10230, 2024 - arxiv.org
Conformal prediction is a powerful framework for constructing prediction sets with valid
coverage guarantees in multi-class classification. However, existing methods often rely on a …

Robust Conformal Prediction Using Privileged Information

S Feldman, Y Romano - arXiv preprint arXiv:2406.05405, 2024 - arxiv.org
We develop a method to generate prediction sets with a guaranteed coverage rate that is
robust to corruptions in the training data, such as missing or noisy variables. Our approach …

A gentle introduction to conformal prediction and distribution-free uncertainty quantification

AN Angelopoulos, S Bates - arXiv preprint arXiv:2107.07511, 2021 - arxiv.org
Black-box machine learning models are now routinely used in high-risk settings, like
medical diagnostics, which demand uncertainty quantification to avoid consequential model …

Conformal prediction with localization

L Guan - arXiv preprint arXiv:1908.08558, 2019 - arxiv.org
We propose a new method called localized conformal prediction, where we can perform
conformal inference using only a local region around a new test sample to construct its …

How nonconformity functions and difficulty of datasets impact the efficiency of conformal classifiers

M Aleksandrova, O Chertov - arXiv preprint arXiv:2108.05677, 2021 - arxiv.org
The property of conformal predictors to guarantee the required accuracy rate makes this
framework attractive in various practical applications. However, this property is achieved at a …

Split localized conformal prediction

X Han, Z Tang, J Ghosh, Q Liu - arXiv preprint arXiv:2206.13092, 2022 - arxiv.org
Conformal prediction is a simple and powerful tool that can quantify uncertainty without any
distributional assumptions. Many existing methods only address the average coverage …

Kernel-based optimally weighted conformal prediction intervals

J Lee, C Xu, Y Xie - arXiv preprint arXiv:2405.16828, 2024 - arxiv.org
Conformal prediction has been a popular distribution-free framework for uncertainty
quantification. In this paper, we present a novel conformal prediction method for time-series …

Boosted Conformal Prediction Intervals

R Xie, RF Barber, EJ Candès - arXiv preprint arXiv:2406.07449, 2024 - arxiv.org
This paper introduces a boosted conformal procedure designed to tailor conformalized
prediction intervals toward specific desired properties, such as enhanced conditional …

Adaptive conformal regression with jackknife+ rescaled scores

N Deutschmann, M Rigotti, MR Martinez - arXiv preprint arXiv:2305.19901, 2023 - arxiv.org
Conformal regression provides prediction intervals with global coverage guarantees, but
often fails to capture local error distributions, leading to non-homogeneous coverage. We …