AI RESEARCH

Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Prediction

arXiv CS.LG

ArXi:2512.24139v5 Announce Type: replace Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite samples, recent work has focused on improving the conditional coverage of standard conformal procedures.