On the Utility of Conformal Prediction Intervals

This article is meant as an ad-hoc response to Ben Recht's recent blog series on whether we need conformal prediction intervals. I have been thinking a lot about the use of conformal prediction myself and this seems like a good opportunity to share some thoughts and learnings from working on conformal prediction the past few years.

The post On the Utility of Conformal Prediction Intervals appeared first on David Stutz.

article blog good machine learning mathematics prediction series statistics thinking thoughts utility