AI RESEARCH
Conformalized Percentile Interval: Finite Sample Validity and Improved Conditional Performance
arXiv CS.LG
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ArXi:2605.03233v1 Announce Type: cross Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly in complex settings with heteroskedasticity, skewed responses, or estimation errors.