Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Prediction

arXiv:2512.24139v5 Announce Type: replace Abstract: Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite samples, recent work has focused on improving the conditional coverage of standard conformal procedures. Distinct from approaches that target relaxed notions of conditional coverage, we directly target the mean squared error of conditional coverage by refining the quantile regression components that underpin many

Source: arXiv cs.LG — read the full report at the original publisher.

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