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Improved Online Conformal Prediction via Strongly Adaptive Online Learning

ICML 2023 · Bandits and online learning › Online convex optimization and games · approach: Online learning with feedback graphs · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace single-expert SF-OGD with SAOCP (multiple experts with active intervals, strongly adaptive meta-algorithm)online conformal prediction radius learning · M4 Hourly and M4 Daily, k=20LCE_k and SAReg_kHelped
Predict radius directly (FACI-S) instead of as quantile of past radii (FACI)FACI · M4 Hourly and M4 DailyLCE_k and SAReg_kHelped
Use scale-free OGD experts with SAOCP's meta-algorithm rather than single SF-OGDSAOCP vs SF-OGD on TinyImageNet-C · Image classification under shiftlocal coverage / LCEHelped
Use SAOCP instead of SF-OGD on ImageNet shiftimage classification under distribution shift · ImageNet-Cprediction set sizeHelped

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