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This content will become publicly available on July 1, 2025

Title: Online conformal prediction with decaying step sizes
We introduce a method for online conformal prediction with decaying step sizes. Like previous methods, ours possesses a retrospective guarantee of coverage for arbitrary sequences. However, unlike previous methods, we can simultaneously estimate a population quantile when it exists. Our theory and experiments indicate substantially improved practical properties: in particular, when the distribution is stable, the coverage is close to the desired level for every time point, not just on average over the observed sequence.  more » « less
Award ID(s):
2023109
PAR ID:
10528903
Author(s) / Creator(s):
; ;
Publisher / Repository:
Proceedings of the 41st International Conference on Machine Learning
Date Published:
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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