Conformal Prediction Intervals for any Regression Model

Conformal Prediction in Julia — Part 3

Conformal Prediction intervals for different coverage rates. As coverage grows, so does the width of the prediction interval. Image by author.

This is the third (and for now final) part of a series of posts that introduce Conformal Prediction in Julia using ConformalPrediction.jl. The first post introduced Conformal Prediction for supervised classification tasks: we learned that conformal classifiers produce set-valued predictions that are…