Conformal risk control for bounded non-monotone losses over a grid of size m achieves excess risk of order sqrt(log m / n) with n calibration samples, which is minimax optimal.
Non-exchangeable conformal risk control
3 Pith papers cite this work. Polarity classification is still indexing.
verdicts
UNVERDICTED 3representative citing papers
A decomposition-based modular conformal prediction method for two-stage models with FWER-controlled stage-wise scaling and adaptive extension for non-stationary data.
A joint finite-sample certificate for adaptive selective conformal risk control that treats selected risk as a ratio and couples empirical-Bernstein, Clopper-Pearson, and closeness bounds.
citing papers explorer
-
Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guarantees
Conformal risk control for bounded non-monotone losses over a grid of size m achieves excess risk of order sqrt(log m / n) with n calibration samples, which is minimax optimal.
-
Decomposition-Based Modular Conformal Prediction for Two-Stage Modeling
A decomposition-based modular conformal prediction method for two-stage models with FWER-controlled stage-wise scaling and adaptive extension for non-stationary data.