arXiv Machine Learning

Multi-Distribution Robust Conformal Prediction

arXiv:2601. 02998v2 Announce Type: replace Abstract: In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them.

arXiv Machine Learning
Aug 7

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

arXiv:2608. 06206v1 Announce Type: cross Abstract: Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free conditional coverage is finite-sample unattainable.

By Anton Conrad, Rustam Isaev, Denis Belomestny, Eric Moulines, Sergey Samsonov
arXiv Machine Learning
Jun 11

Calibrating Decision Robustness via Inverse Conformal Risk Control

arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.

By Wenbin Zhou, Shixiang Zhu