{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/conformal-predictive-systems-under-covariate","title":"Conformal Predictive Systems Under Covariate Shift","arxiv_id":"2404.15018","date":"2024-04-23","proceeding":null,"authors":["Jef Jonkers","Glenn Van Wallendael","Luc Duchateau","Sofie Van Hoecke"],"abstract":"Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering to the Independent and Identically Distributed (IID) model assumption. This paper extends CPS to accommodate scenarios characterized by covariate shifts. We therefore propose Weighted CPS (WCPS), akin to Weighted Conformal Prediction (WCP), leveraging likelihood ratios between training and testing covariate distributions. This extension enables the construction of nonparametric predictive distributions capable of handling covariate shifts. We present theoretical underpinnings and conjectures regarding the validity and efficacy of WCPS and demonstrate its utility through empirical evaluations on both synthetic and real-world datasets. Our simulation experiments indicate that WCPS are probabilistically calibrated under covariate shift.","url_abs":"https://arxiv.org/abs/2404.15018v2","url_pdf":"https://arxiv.org/pdf/2404.15018v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"conformal-predictive-systems-under-covariate","repo_url":"https://github.com/predict-idlab/crepes-weighted","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"conformal-prediction","task_name":"Conformal Prediction"},{"task_slug":"decision-making","task_name":"Decision Making"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}