# Diagnosing Conformal Prediction Failures Under Distribution Shift: A COVID-19 Case Study

arXiv: https://arxiv.org/abs/2601.00908 · HTML: https://mlsanity.com/paper/2601.00908/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 27 of its 38 references that are in the map.
- First posted on arXiv 1 Jan 2026.

## Builds on (most cited first, 27 of 27)

- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [WILDS: A Benchmark of in-the-Wild Distribution Shifts](https://mlsanity.com/paper/2012.07421/) (2020)
- [In Search of Lost Domain Generalization](https://mlsanity.com/paper/2007.01434/) (2020)
- [A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification](https://mlsanity.com/paper/2107.07511/) (2021)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [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)
- [Uncertainty Sets for Image Classifiers using Conformal Prediction](https://mlsanity.com/paper/2009.14193/) (2020)
- [Conformal prediction beyond exchangeability](https://mlsanity.com/paper/2202.13415/) (2022)
- [Conformal Risk Control](https://mlsanity.com/paper/2208.02814/) (2022)
- [Consistent Individualized Feature Attribution for Tree Ensembles](https://mlsanity.com/paper/1802.03888/) (2018)
- [Revisiting Classifier Two-Sample Tests](https://mlsanity.com/paper/1610.06545/) (2016)
- [Accuracy on the Line: On the Strong Correlation Between Out-of-Distribution and In-Distribution Generalization](https://mlsanity.com/paper/2107.04649/) (2021)
- [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)
- [Leveraging Unlabeled Data to Predict Out-of-Distribution Performance](https://mlsanity.com/paper/2201.04234/) (2022)
- [Conformal Inference for Online Prediction with Arbitrary Distribution Shifts](https://mlsanity.com/paper/2208.08401/) (2022)
- [Class-Conditional Conformal Prediction with Many Classes](https://mlsanity.com/paper/2306.09335/) (2023)
- [Distribution-free uncertainty quantification for classification under label shift](https://mlsanity.com/paper/2103.03323/) (2021)
- [Shifts: A Dataset of Real Distributional Shift Across Multiple Large-Scale Tasks](https://mlsanity.com/paper/2107.07455/) (2021)
- [RelBench: A Benchmark for Deep Learning on Relational Databases](https://mlsanity.com/paper/2407.20060/) (2024)
- [Improved Online Conformal Prediction via Strongly Adaptive Online Learning](https://mlsanity.com/paper/2302.07869/) (2023)
- [Achieving Risk Control in Online Learning Settings](https://mlsanity.com/paper/2205.09095/) (2022)
- [Empirically Validating Conformal Prediction on Modern Vision Architectures Under Distribution Shift and Long-tailed Data](https://mlsanity.com/paper/2307.01088/) (2023)
- [Adapting Prediction Sets to Distribution Shifts Without Labels](https://mlsanity.com/paper/2406.01416/) (2024)

## Abstract (arXiv)

Conformal prediction provides distribution-free coverage guarantees, but these degrade under distribution shift - and practitioners lack tools to anticipate which deployed models will fail before observing test data. We propose SHapley Additive exPlanations (SHAP) concentration - the fraction of feature importance concentrated in the top feature - as a pre-deployment diagnostic for conformal prediction vulnerability in gradient-boosted classifiers. Using COVID-19 as a naturalistic case study, eight supply chain tasks experience identical temporal shift yet coverage drops ranging from negligible to catastrophic. Feature-importance concentration is strongly associated with failure severity across 16 multiclass tasks in 9 domains, while standard distributional shift detectors detect shift uniformly across tasks but cannot distinguish catastrophic from robust outcomes. External validation across 9 non-supply-chain datasets shows partial transfer. We prove a formal theorem showing that Adaptive Prediction Sets conformity-score bounds worsen monotonically with concentration under explicit assumptions, verified empirically. The diagnostic identifies concentrated-dependence failures characteristic of gradient-boosted models but does not detect global-sensitivity failures observed in neural networks. A decision framework operationalizes the diagnostic as an exploratory pre-deployment rule with an uncertainty band around a concentration threshold.