Conformal prediction with local weights: randomization enables robust guarantees
局部加权共形预测:随机化带来稳健保证
Abstract 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 popular framework for building such intervals with distribution-free guarantees, but these guarantees only ensure marginal coverage: the probability of coverage is averaged over both the training and test data, meaning that there might be substantial undercoverage within certain…