Online Conformal Prediction with Adversarial Semi-bandit Feedback via Regret Minimization

ArXi:2604.17984v1 Announce Type: new Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online conformal prediction is a principled online uncertainty quantification method that dynamically constructs a prediction set at each time step.