Approximate leave-one-out conformal prediction achieves asymptotic coverage and efficiency comparable to exact leave-one-out methods with substantially lower computational cost.
Proceedings of the 31st International Conference on Neural Information Processing Systems , pages =
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Accelerating Conformal Prediction via Approximate Leave-One-Out
Approximate leave-one-out conformal prediction achieves asymptotic coverage and efficiency comparable to exact leave-one-out methods with substantially lower computational cost.