Not all distributional shifts are equal: Fine-grained robust conformal inference
并非所有分布漂移都相同:细粒度稳健共形推断
We introduce a fine-grained framework for uncertainty quantification of predictive models under distributional shifts. This framework distinguishes the shift in covariate distributions from that in the conditional relationship between the outcome ($Y$) and the covariates ($X$). We propose to reweight the training samples to adjust for an identifiable covariate shift while protecting against worst-case conditional distribution shift bounded in an $f$-divergence ball. Based on…