# Rectifying Conformity Scores for Better Conditional Coverage

arXiv: https://arxiv.org/abs/2502.16336 · HTML: https://mlsanity.com/paper/2502.16336/

## Key facts

- Cited by 17 papers in the map (data through 14 Oct 2026).
- Builds on 37 of its 72 references that are in the map.
- First posted on arXiv 22 Feb 2025.

## Builds on (most cited first, 30 of 37)

- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Do Deep Generative Models Know What They Don't Know?](https://mlsanity.com/paper/1810.09136/) (2018)
- [Classification with Valid and Adaptive Coverage](https://mlsanity.com/paper/2006.02544/) (2020)
- [Least Ambiguous Set-Valued Classifiers with Bounded Error Levels](https://mlsanity.com/paper/1609.00451/) (2016)
- [Conformal Prediction With Conditional Guarantees](https://mlsanity.com/paper/2305.12616/) (2023)
- [Localized Conformal Prediction: A Generalized Inference Framework for Conformal Prediction](https://mlsanity.com/paper/2106.08460/) (2021)
- [Class-Conditional Conformal Prediction with Many Classes](https://mlsanity.com/paper/2306.09335/) (2023)
- [Theoretical Foundations of Conformal Prediction](https://mlsanity.com/paper/2411.11824/) (2024)
- [Conformal Prediction using Conditional Histograms](https://mlsanity.com/paper/2105.08747/) (2021)
- [A comparison of some conformal quantile regression methods](https://mlsanity.com/paper/1909.05433/) (2019)
- [CD-split and HPD-split: efficient conformal regions in high dimensions](https://mlsanity.com/paper/2007.12778/) (2020)
- [Batch Multivalid Conformal Prediction](https://mlsanity.com/paper/2209.15145/) (2022)
- [Adaptive, Distribution-Free Prediction Intervals for Deep Networks](https://mlsanity.com/paper/1905.10634/) (2019)
- [Copula-based conformal prediction for Multi-Target Regression](https://mlsanity.com/paper/2101.12002/) (2021)
- [Calibrated Multiple-Output Quantile Regression with Representation Learning](https://mlsanity.com/paper/2110.00816/) (2021)
- [Probabilistic Conformal Prediction Using Conditional Random Samples](https://mlsanity.com/paper/2206.06584/) (2022)
- [A Large-Scale Study of Probabilistic Calibration in Neural Network Regression](https://mlsanity.com/paper/2306.02738/) (2023)
- [Boosted Conformal Prediction Intervals](https://mlsanity.com/paper/2406.07449/) (2024)
- [Conformal Prediction with Learned Features](https://mlsanity.com/paper/2404.17487/) (2024)
- [A Unified Comparative Study with Generalized Conformity Scores for Multi-Output Conformal Regression](https://mlsanity.com/paper/2501.10533/) (2025)
- [Split Localized Conformal Prediction](https://mlsanity.com/paper/2206.13092/) (2022)
- [Probabilistic Conformal Prediction with Approximate Conditional Validity](https://mlsanity.com/paper/2407.01794/) (2024)
- [Integrating Uncertainty Awareness into Conformalized Quantile Regression](https://mlsanity.com/paper/2306.08693/) (2023)
- [The Importance of Being a Band: Finite-Sample Exact Distribution-Free Prediction Sets for Functional Data](https://mlsanity.com/paper/2102.06746/) (2021)
- [Adaptive Conformal Prediction by Reweighting Nonconformity Score](https://mlsanity.com/paper/2303.12695/) (2023)
- [Modular Conformal Calibration](https://mlsanity.com/paper/2206.11468/) (2022)
- [Reliable Prediction Intervals with Regression Neural Networks](https://mlsanity.com/paper/2312.09606/) (2023)
- [Conformalized Adaptive Forecasting of Heterogeneous Trajectories](https://mlsanity.com/paper/2402.09623/) (2024)
- [Efficient Conformal Prediction under Data Heterogeneity](https://mlsanity.com/paper/2312.15799/) (2023)

## Built on by (most cited first, 17 of 17)

- [Conditional Coverage Diagnostics for Conformal Prediction](https://mlsanity.com/paper/2512.11779/) (2025)
- [Multivariate Standardized Residuals for Conformal Prediction](https://mlsanity.com/paper/2507.20941/) (2025)
- [CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inference](https://mlsanity.com/paper/2508.17077/) (2025)
- [Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Prediction](https://mlsanity.com/paper/2512.24139/) (2025)
- [Neural Optimal Transport Meets Multivariate Conformal Prediction](https://mlsanity.com/paper/2509.25444/) (2025)
- [CLAPS: Aleatoric-Epistemic Scaling via Last-Layer Laplace for Conformal Regression](https://mlsanity.com/paper/2512.01384/) (2025)
- [Co-optimization for Adaptive Conformal Prediction](https://mlsanity.com/paper/2603.01719/) (2026)
- [Adaptive Cumulative Mass Calibration with Conformal Prediction](https://mlsanity.com/paper/2505.15437/) (2025)
- [Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approach](https://mlsanity.com/paper/2603.27320/) (2026)
- [Adaptive Conformal Prediction for Improving Factuality of Generations by Large Language Models](https://mlsanity.com/paper/2604.13991/) (2026)
- [Conformalized Percentile Interval: Finite Sample Validity and Improved Conditional Performance](https://mlsanity.com/paper/2605.03233/) (2026)
- [Smoothing-Based Conformal Prediction for Balancing Efficiency and Interpretability](https://mlsanity.com/paper/2509.22529/) (2025)
- [Super-Level-Set Regression: Conditional Quantiles via Volume Minimization](https://mlsanity.com/paper/2605.06210/) (2026)
- [Conformal Reliability: A New Evaluation Metric for Conditional Generation](https://mlsanity.com/paper/2605.30807/) (2026)
- [Self-Organized Conformal Prediction: Reducing Regional Coverage Gaps with Unsupervised Group Discovery](https://mlsanity.com/paper/2606.29403/) (2026)
- [How Synthetic Labels Improve Conformal Prediction: A Perspective on Conditional Coverage](https://mlsanity.com/paper/2609.33482/) (2026)
- [Sample-Efficient Generative Conformal Prediction](https://mlsanity.com/paper/2610.11349/) (2026)

## Abstract (arXiv)

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact marginal coverage. The transformation is based on an estimate of the conditional quantile of conformity scores. The resulting method is particularly beneficial for constructing adaptive confidence sets in multi-output problems where standard conformal quantile regression approaches have limited applicability. We develop a theoretical bound that captures the influence of the accuracy of the quantile estimate on the approximate conditional validity, unlike classical bounds for conformal prediction methods that only offer marginal coverage. We experimentally show that our method is highly adaptive to the local data structure and outperforms existing methods in terms of conditional coverage, improving the reliability of statistical inference in various applications.
