Time-uniform conformal and PAC prediction
arXiv:2602.06297v1 Announce Type: new Abstract: Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much attention in recent years. In sequential settings, where data are observed/generated in a streaming fashion, traditional conformal methods do not provide any guarantee without fixing the sample size. More importantly, traditional conformal methods cannot cope with sequentially updated predictions. As such, […]