A Unified Perspective on Conformal Prediction and Wasserstein Distributionally Robust Optimization for Uncertainty Quantification
A unified probabilistic perspective on CP and DRO is developed by viewing both as ways to turn finite calibration data into a data-dependent quantile estimator that a test score falls below with high probability.
Kehan Long, Yiqi Zhao, Pol Mestres et al.
· 0 citations