OLCP and OLCP-Hedge achieve long-run valid coverage in non-exchangeable online settings with narrower prediction sets by localizing conformal prediction to covariates and selecting bandwidth via online convex optimization.
The series is split chronologically into 70% training, 10% validation, and 20% testing, giving 913
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Online Localized Conformal Prediction
OLCP and OLCP-Hedge achieve long-run valid coverage in non-exchangeable online settings with narrower prediction sets by localizing conformal prediction to covariates and selecting bandwidth via online convex optimization.