Papers › Conformal prediction with local weights: randomization enables local guarantees
Conformal prediction with local weights: randomization enables local guarantees
Rohan Hore, Rina Foygel Barber
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
In this work, we consider the problem of building distribution-free prediction intervals with finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly popular framework for building such intervals with distribution-free guarantees, but these guarantees only ensure marginal coverage: the probability of coverage is averaged over both the training and test data, meaning that there might be substantial undercoverage within certain subpopulations. Instead, ideally we would want to have local coverage guarantees that hold for each possible value of the test point's features. While the impossibility of achieving pointwise local coverage is well established in the literature, many variants of conformal prediction algorithm show favourable local coverage properties empirically. Relaxing the definition of local coverage can allow for a theoretical understanding of this empirical phenomenon. We propose randomly localized conformal prediction (RLCP), a method that builds on localized CP and weighted CP techniques to return prediction intervals that are not only marginally valid but also offer relaxed local coverage guarantees and validity under covariate shift. Through a series of simulations and real data experiments, we validate these coverage guarantees of RLCP while comparing it with the other local conformal prediction methods.
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections