# Non-exchangeable Conformal Prediction with Optimal Transport: Tackling Distribution Shifts with Unlabeled Data

arXiv: https://arxiv.org/abs/2507.10425 · HTML: https://mlsanity.com/paper/2507.10425/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 51 references that are in the map.
- First posted on arXiv 14 Jul 2025.

## Builds on (most cited first, 30 of 31)

- [ImageNet Large Scale Visual Recognition Challenge](https://mlsanity.com/paper/1409.0575/) (2014)
- [Benchmarking Neural Network Robustness to Common Corruptions and Perturbations](https://mlsanity.com/paper/1903.12261/) (2019)
- [WILDS: A Benchmark of in-the-Wild Distribution Shifts](https://mlsanity.com/paper/2012.07421/) (2020)
- [A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification](https://mlsanity.com/paper/2107.07511/) (2021)
- [Conformal Prediction Under Covariate Shift](https://mlsanity.com/paper/1904.06019/) (2019)
- [Classification with Valid and Adaptive Coverage](https://mlsanity.com/paper/2006.02544/) (2020)
- [Adaptive Conformal Inference Under Distribution Shift](https://mlsanity.com/paper/2106.00170/) (2021)
- [Conformal prediction beyond exchangeability](https://mlsanity.com/paper/2202.13415/) (2022)
- [Adaptive Conformal Predictions for Time Series](https://mlsanity.com/paper/2202.07282/) (2022)
- [Conformal Prediction With Conditional Guarantees](https://mlsanity.com/paper/2305.12616/) (2023)
- [Conformal Inference of Counterfactuals and Individual Treatment Effects](https://mlsanity.com/paper/2006.06138/) (2020)
- [Conformal Inference for Online Prediction with Arbitrary Distribution Shifts](https://mlsanity.com/paper/2208.08401/) (2022)
- [Learning Optimal Conformal Classifiers](https://mlsanity.com/paper/2110.09192/) (2021)
- [Telescoping Density-Ratio Estimation](https://mlsanity.com/paper/2006.12204/) (2020)
- [Distribution-free uncertainty quantification for classification under label shift](https://mlsanity.com/paper/2103.03323/) (2021)
- [The iWildCam 2020 Competition Dataset](https://mlsanity.com/paper/2004.10340/) (2020)
- [Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data](https://mlsanity.com/paper/1802.06300/) (2018)
- [Sensitivity Analysis of Individual Treatment Effects: A Robust Conformal Inference Approach](https://mlsanity.com/paper/2111.12161/) (2021)
- [Conformal prediction for time series](https://mlsanity.com/paper/2010.09107/) (2020)
- [Doubly Robust Calibration of Prediction Sets under Covariate Shift](https://mlsanity.com/paper/2203.01761/) (2022)
- [Length Optimization in Conformal Prediction](https://mlsanity.com/paper/2406.18814/) (2024)
- [Conformal prediction under ambiguous ground truth](https://mlsanity.com/paper/2307.09302/) (2023)
- [RLSbench: Domain Adaptation Under Relaxed Label Shift](https://mlsanity.com/paper/2302.03020/) (2023)
- [Non-Exchangeable Conformal Risk Control](https://mlsanity.com/paper/2310.01262/) (2023)
- [Optimized conformal classification using gradient descent approximation](https://mlsanity.com/paper/2105.11255/) (2021)
- [Ensemble Conformalized Quantile Regression for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2202.08756/) (2022)
- [Prediction Sets Adaptive to Unknown Covariate Shift](https://mlsanity.com/paper/2203.06126/) (2022)
- [An Information Theoretic Perspective on Conformal Prediction](https://mlsanity.com/paper/2405.02140/) (2024)
- [Conformalized Credal Regions for Classification with Ambiguous Ground Truth](https://mlsanity.com/paper/2411.04852/) (2024)
- [Conformal Prediction via Regression-as-Classification](https://mlsanity.com/paper/2404.08168/) (2024)

## Built on by (most cited first, 5 of 5)

- [Conformal Policy Control](https://mlsanity.com/paper/2603.02196/) (2026)
- [Conformal Prediction via Transported Beta Laws](https://mlsanity.com/paper/2605.19024/) (2026)
- [Coverage Guarantees for Pseudo-Calibrated Conformal Prediction under Distribution Shift](https://mlsanity.com/paper/2602.14913/) (2026)
- [Certify or Refuse: A Cross-Model Map for Selective Risk Control with Coverage Floors under Covariate Shift](https://mlsanity.com/paper/2608.10893/) (2026)
- [CHOIR: heterogeneity-aware conformal prediction for crash injury severity across driver safety strata](https://mlsanity.com/paper/2609.11592/) (2026)

## Abstract (arXiv)

Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal prediction, is also computationally efficient as it boils down to collecting statistics of the model predictions on some calibration data not yet seen by the model. Nonetheless, these guarantees only hold if the calibration and test data are exchangeable, a condition that is difficult to verify and often violated in practice due to so-called distribution shifts. The literature is rife with methods to mitigate the loss in coverage in this non-exchangeable setting, but these methods require some prior information on the type of distribution shift to be expected at test time. In this work, we study this problem via a new perspective, through the lens of optimal transport, and show that it is possible to estimate the loss in coverage and mitigate arbitrary distribution shifts, offering a principled and broadly applicable solution.
