Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
Predictive inference in multi- environment scenarios.arXiv preprint arXiv:2403.16336
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The book curates and presents proofs of important existing results in conformal prediction in a unified pedagogical format with illustrations.
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Risk-Controlled Post-Processing of Decision Policies
Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
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Theoretical Foundations of Conformal Prediction
The book curates and presents proofs of important existing results in conformal prediction in a unified pedagogical format with illustrations.