A stability-based randomized selection rule, MinSE, allows picking among multiple valid conformal prediction sets, such as the smallest, while retaining a coverage guarantee after selection, and a recalibration procedure removes the coverage inflation in split conformal settings.
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Valid Selection among Conformal Sets
A stability-based randomized selection rule, MinSE, allows picking among multiple valid conformal prediction sets, such as the smallest, while retaining a coverage guarantee after selection, and a recalibration procedure removes the coverage inflation in split conformal settings.