• Corpus ID: 235266057

Adaptive Conformal Inference Under Distribution Shift

  title={Adaptive Conformal Inference Under Distribution Shift},
  author={Isaac Gibbs and Emmanuel J. Cand{\`e}s},
We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general wrapper that can be combined with any black box method that produces point predictions of the unseen label or estimated quantiles of its distribution. While previous conformal inference methods rely on the assumption that the data points are exchangeable, our… 

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