# Adaptive Conformal Regression with Jackknife+ Rescaled Scores

arXiv: https://arxiv.org/abs/2305.19901 · HTML: https://mlsanity.com/paper/2305.19901/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 21 of its 39 references that are in the map.
- First posted on arXiv 31 May 2023.

## Builds on (most cited first, 21 of 21)

- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Grokking: Generalization Beyond Overfitting on Small Algorithmic Datasets](https://mlsanity.com/paper/2201.02177/) (2022)
- [Conformal Prediction Under Covariate Shift](https://mlsanity.com/paper/1904.06019/) (2019)
- [Does Learning Require Memorization? A Short Tale about a Long Tail](https://mlsanity.com/paper/1906.05271/) (2019)
- [Classification with Valid and Adaptive Coverage](https://mlsanity.com/paper/2006.02544/) (2020)
- [Conformal prediction beyond exchangeability](https://mlsanity.com/paper/2202.13415/) (2022)
- [ChemBERTa: Large-Scale Self-Supervised Pretraining for Molecular Property Prediction](https://mlsanity.com/paper/2010.09885/) (2020)
- [Conformal Risk Control](https://mlsanity.com/paper/2208.02814/) (2022)
- [Therapeutics Data Commons: Machine Learning Datasets and Tasks for Drug Discovery and Development](https://mlsanity.com/paper/2102.09548/) (2021)
- [Predictive inference with the jackknife+](https://mlsanity.com/paper/1905.02928/) (2019)
- [Deep Learning Through the Lens of Example Difficulty](https://mlsanity.com/paper/2106.09647/) (2021)
- [Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction](https://mlsanity.com/paper/2106.08460/) (2021)
- [A Conformal Prediction Approach to Explore Functional Data](https://mlsanity.com/paper/1302.6452/) (2013)
- [Improving Conditional Coverage via Orthogonal Quantile Regression](https://mlsanity.com/paper/2106.00394/) (2021)
- [Distribution Density, Tails, and Outliers in Machine Learning: Metrics and Applications](https://mlsanity.com/paper/1910.13427/) (2019)
- [Conformal Prediction Sets with Limited False Positives](https://mlsanity.com/paper/2202.07650/) (2022)
- [Locally Valid and Discriminative Prediction Intervals for Deep Learning Models](https://mlsanity.com/paper/2106.00225/) (2021)
- [Conformal prediction with localization](https://mlsanity.com/paper/1908.08558/) (2019)
- [Split Localized Conformal Prediction](https://mlsanity.com/paper/2206.13092/) (2022)
- [Adaptive Conformal Prediction by Reweighting Nonconformity Score](https://mlsanity.com/paper/2303.12695/) (2023)

## Built on by (most cited first, 8 of 8)

- [Length Optimization in Conformal Prediction](https://mlsanity.com/paper/2406.18814/) (2024)
- [Conformal Prediction with Learned Features](https://mlsanity.com/paper/2404.17487/) (2024)
- [Probabilistic Conformal Prediction with Approximate Conditional Validity](https://mlsanity.com/paper/2407.01794/) (2024)
- [Rectifying Conformity Scores for Better Conditional Coverage](https://mlsanity.com/paper/2502.16336/) (2025)
- [Normalizing Flows for Conformal Regression](https://mlsanity.com/paper/2406.03346/) (2024)
- [Conformal Generative Modeling with Improved Sample Efficiency through Sequential Greedy Filtering](https://mlsanity.com/paper/2410.01660/) (2024)
- [Cross-Validation Conformal Risk Control](https://mlsanity.com/paper/2401.11974/) (2024)
- [Conformal Approach To Gaussian Process Surrogate Evaluation With Coverage Guarantees](https://mlsanity.com/paper/2401.07733/) (2024)

## Abstract (arXiv)

Conformal regression provides prediction intervals with global coverage guarantees, but often fails to capture local error distributions, leading to non-homogeneous coverage. We address this with a new adaptive method based on rescaling conformal scores with an estimate of local score distribution, inspired by the Jackknife+ method, which enables the use of calibration data in conformal scores without breaking calibration-test exchangeability. Our approach ensures formal global coverage guarantees and is supported by new theoretical results on local coverage, including an a posteriori bound on any calibration score. The strength of our approach lies in achieving local coverage without sacrificing calibration set size, improving the applicability of conformal prediction intervals in various settings. As a result, our method provides prediction intervals that outperform previous methods, particularly in the low-data regime, making it especially relevant for real-world applications such as healthcare and biomedical domains where uncertainty needs to be quantified accurately despite low sample data.
