Conformal Prediction

Heard it first time via Valeriy Manokhin on X. His feed often posts on well regarded mathematical learning materials on archive.org.

Introduction

• How statisticians got prediction wrong by Manokhin on X.
• Predicting with confidence: the best machine learning idea you never heard of by Scott Locklin, 2016.

Tutorials

• [2107.07511] A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification
• Conformal Prediction by Ryan Tibshirani.
• A Tutorial on Conformal Prediction Journal of Machine Learning Research 9 (2008), by Glenn Shafer and Vladimir Vovk

Papers

• (Lei et al., 2017)

Links

• valeman/awesome-conformal-prediction: A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.

Lei, J., G’Sell, M., Rinaldo, A., Tibshirani, R. J., & Wasserman, L. (2017). Distribution-Free Predictive Inference for Regression. https://arxiv.org/abs/1604.04173