In classification, every confidence predictor that is valid under IID data can be transformed into a conformal predictor with an explicit, constant-free bound on the loss of efficiency.
Angelopoulos, Rina Foygel Barber, and Stephen Bates
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Randomness, exchangeability, and conformal prediction
In classification, every confidence predictor that is valid under IID data can be transformed into a conformal predictor with an explicit, constant-free bound on the loss of efficiency.