Fast conformal classification using influence functions
Proceedings of the Tenth Symposium on Conformal and Probabilistic Prediction and Applications, PMLR 152:303-305, 2021.
We use influence functions from robust statistics to speed up full conformal prediction. Traditionally, conformal prediction requires retraining multiple leave-one-out classifiers to calculate p-values for each test point. By using influence functions, we are able to approximate this procedure and to speed up considerably the time complexity.