A parameter-free algorithm for group-conditional online conformal prediction that achieves optimal coverage guarantees without learning-rate tuning.
Parameter-free stochastic optimization of variationally coherent functions.arXiv preprint arXiv:2102.00236, 2021
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Parameter-Free and Group Conditional Online Conformal Prediction
A parameter-free algorithm for group-conditional online conformal prediction that achieves optimal coverage guarantees without learning-rate tuning.