Multi-Distribution Robust Conformal Prediction
arXiv:2601.02998v1 Announce Type: cross Abstract: In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a conformal prediction set that is uniformly valid across multiple, heterogeneous distributions, in the sense that no matter which distribution the test point is from, the coverage of the prediction set is guaranteed to exceed […]