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New method tackles online conformal prediction with adversarial feedback

Researchers have developed a new method for online conformal prediction, a technique crucial for uncertainty quantification in safety-critical systems. This novel approach addresses the challenge of partial feedback, where the true label is only revealed if it falls within the predicted set. By framing the problem as an adversarial bandit scenario, the method ensures long-run coverage guarantees and demonstrates empirical effectiveness in controlling miscoverage rates while keeping prediction sets reasonably sized. AI

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RANK_REASON The submission is an academic paper on a novel learning method for online conformal prediction.

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New method tackles online conformal prediction with adversarial feedback

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  1. arXiv stat.ML TIER_1 · Sangdon Park ·

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

    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…