A Tutorial on Conformal Prediction

SHAFER AND VOVK region—a set Γ0:05 that contains y with probability at least 95%. Typically Γ0:05 also contains the prediction yˆ. We call yˆ the point prediction, and we call Γ0:05 the region prediction. In the case of regression, where y is a number, Γ0:05 is typically an interval around yˆ. In the case of classiﬁcation,

Prediction, Conformal, Shafer, Conformal prediction

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