[edit]
Distortion and Consistency in Conformal Prediction
Proceedings of the Fifteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 329:62-81, 2026.
Abstract
Conformal Prediction (CP) is a framework for reliable machine learning. Its aim is to convert a classification algorithm into a calibrated one with guaranteed validity properties. The core element (metaparameter) of a CP algorithm is a Non-Conformity Measure (CM) function that typically links the framework to an underlying algorithm. Typically, NCM represents an information distance between a data example from an object space and a bag of data examples. In most cases, it has a residual form: the difference between the true value of an example and the label predicted by the underlying algorithm. However, there is also an alternative principle for the NCM construction. Its core is a consistency function that is a function of a bag of data examples only and measures, in some sense, regularity in a bag. Consistency functions can be transformed into NCM functions in a standard way. Therefore, we suggest considering the consistency function as an intermediate chain between the underlying algorithm and the Conformity Measure. In the example of a simple nearest-neighbour approach, we demonstrate that it covers the capabilities of the standard method for defining conformity measures.