Accelerating Conformal Prediction via Approximate Leave-One-Out
Jiachen Cong, Jingbo Liu
stat.ML, cs.LG
Submitted: 2026-06-30
Code: https://github.com/JiachenCong/Accelerating_Conformal_Prediction_
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification
- Approximate Leave-one-out Cross Validation for Regression with $\ell_1$ Regularizers (extended version)
- Building Conformal Prediction Intervals with Approximate Message Passing
- Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection
- Computing Full Conformal Prediction Set with Approximate Homotopy
- Approximate Leave-One-Out for High-Dimensional Non-Differentiable Learning Problems
- Theoretical Analysis of Leave-one-out Cross Validation for Non-differentiable Penalties under High-dimensional Settings
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