Conformal prediction's marginal coverage guarantee does not extend to distribution shifts, subgroups, or selective classification, and it has limited practical value in few-class medical tasks.
Estimating diagnostic uncertainty in artificial intelligence assisted pathology using confor- mal prediction
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Pitfalls of Conformal Predictions for Medical Image Classification
Conformal prediction's marginal coverage guarantee does not extend to distribution shifts, subgroups, or selective classification, and it has limited practical value in few-class medical tasks.