arXiv Machine Learning
Oct 23

Metric Conformal Prediction via the Conditional Expected Local Radius

The paper introduces the conditional expected local radius (CELR), a new tool for measuring local conditional probability concentration in general metric spaces. Using CELR, the authors develop a conformal prediction method that works for non‑Euclidean responses, accommodates heterogeneity and multimodality without requiring densities or vector‑space structure, and avoids costly transport comparisons. The method is implemented via a metric distributional random forest that handles multivariate covariates and nonlinear interactions, yielding uniform consistency, asymptotic conditional validity, and finite‑sample marginal coverage under exchangeability, while also providing substantial computational savings compared to existing approaches.

By Rui Qiu, Fang Yao, Zhou Yu
arXiv Machine Learning
Jun 11

Projected random forests and conformal prediction of circular data

arXiv:2410. 24145v3 Announce Type: replace-cross Abstract: We apply conformal prediction techniques to regression problems with circular responses, producing prediction sets with adaptive arc length and finite-sample coverage guarantees for any circular predictive model under the assumption of data exchangeability.

By Paulo C. Marques F., Rinaldo Artes, Helton Graziadei
arXiv Statistics ML
Sep 1

Elements of Conformal Prediction

arXiv:2603.23923v2 Announce Type: replace-cross Abstract: Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution an...

By Matteo Sesia, Stefano Favaro