# Combining Prediction Intervals on Multi-Source Non-Disclosed Regression Datasets

arXiv: https://arxiv.org/abs/1908.05571 · HTML: https://mlsanity.com/paper/1908.05571/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Aug 2019.

## Built on by (most cited first, 1 of 1)

- [Multi-Distribution Robust Conformal Prediction](https://mlsanity.com/paper/2601.02998/) (2026)

## Abstract (arXiv)

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources that cannot be pooled. We here consider the regression case and propose a method where a conformal predictor is trained on each data source independently, and where the prediction intervals are then combined into a single interval. We call the approach Non-Disclosed Conformal Prediction (NDCP), and we evaluate it on a regression dataset from the UCI machine learning repository using support vector regression as the underlying machine learning algorithm, with varying number of data sources and sizes. The results show that the proposed method produces conservatively valid prediction intervals, and while we cannot retain the same efficiency as when all data is used, efficiency is improved through the proposed approach as compared to predicting using a single arbitrarily chosen source.