# coverforest: Conformal Predictions with Random Forest in Python

arXiv: https://arxiv.org/abs/2501.14570 · HTML: https://mlsanity.com/paper/2501.14570/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 46 references that are in the map.
- First posted on arXiv 24 Jan 2025.

## Builds on (most cited first, 12 of 12)

- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Ray: A Distributed Framework for Emerging AI Applications](https://mlsanity.com/paper/1712.05889/) (2017)
- [Classification with Valid and Adaptive Coverage](https://mlsanity.com/paper/2006.02544/) (2020)
- [Uncertainty Sets for Image Classifiers using Conformal Prediction](https://mlsanity.com/paper/2009.14193/) (2020)
- [Conformal Risk Control](https://mlsanity.com/paper/2208.02814/) (2022)
- [Distribution-Free, Risk-Controlling Prediction Sets](https://mlsanity.com/paper/2101.02703/) (2021)
- [Least Ambiguous Set-Valued Classifiers with Bounded Error Levels](https://mlsanity.com/paper/1609.00451/) (2016)
- [Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control](https://mlsanity.com/paper/2110.01052/) (2021)
- [Predictive inference with the jackknife+](https://mlsanity.com/paper/1905.02928/) (2019)
- [Machine Learning in Python: Main developments and technology trends in data science, machine learning, and artificial intelligence](https://mlsanity.com/paper/2002.04803/) (2020)
- [Predictive Inference Is Free with the Jackknife+-after-Bootstrap](https://mlsanity.com/paper/2002.09025/) (2020)
- [Random Forest Missing Data Algorithms](https://mlsanity.com/paper/1701.05305/) (2017)

## Abstract (arXiv)

Conformal prediction provides a framework for uncertainty quantification, specifically in the forms of prediction intervals and sets with distribution-free guaranteed coverage. While recent cross-conformal techniques such as CV+ and Jackknife+-after-bootstrap achieve better data efficiency than traditional split conformal methods, they incur substantial computational costs due to required pairwise comparisons between training and test samples' out-of-bag scores. Observing that these methods naturally extend from ensemble models, particularly random forests, we leverage existing optimized random forest implementations to enable efficient cross-conformal predictions. We present coverforest, a Python package that implements efficient conformal prediction methods specifically optimized for random forests. coverforest supports both regression and classification tasks through various conformal prediction methods, including split conformal, CV+, Jackknife+-after-bootstrap, and adaptive prediction sets. Our package leverages parallel computing and Cython optimizations to speed up out-of-bag calculations. Our experiments demonstrate that coverforest's predictions achieve the desired level of coverage. In addition, its training and prediction times can be faster than an existing implementation by 2--9 times. The source code for the coverforest is hosted on GitHub at https://github.com/donlap/coverforest.