Conformal calibration

Vladimir Vovk, Ivan Petej, Paolo Toccaceli, Alex Gammerman, Ernst Ahlberg, Lars Carlsson

Research output: Chapter in Book/Report/Conference proceedingChapter


Most existing examples of full conformal predictive systems, split conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split conformal predictive systems that are fully adaptive. Our method consists in calibrating existing predictive systems; the input predictive system is not supposed to satisfy any properties of validity, whereas the output predictive system is guaranteed to be calibrated in probability.
Original languageEnglish
Title of host publicationProceedings of Machine Learning Research
EditorsAlex Gammerman, Vladimir Vovk, Zhiyuan Luo, Evgueni Smirnov, Giovanni Cherubin
Number of pages16
Publication statusPublished - Sept 2020


  • conformal prediction
  • cross-conformal prediction
  • predictive distributions

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