Conformal inference is a popular tool for constructing prediction intervals. We consider here the scenario of post-selection/selective conformal inference, that is, prediction intervals are …
Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP …
U Gazin, R Heller, A Marandon, E Roquain - arXiv preprint arXiv …, 2024 - arxiv.org
In supervised learning, including regression and classification, conformal methods provide prediction sets for the outcome/label with finite sample coverage for any machine learning …
Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal …
In this work, we consider the problem of building distribution-free prediction intervals with finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly …
Conditional validity and length efficiency are two crucial aspects of conformal prediction (CP). Achieving conditional validity ensures accurate uncertainty quantification for data …
Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite …
We compare two recent methods that combine conformal inference with quantile regression to produce locally adaptive and marginally valid prediction intervals under sample …
Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees …