A Taste of Conformal Prediction - Principles and Recent Advances

Explore the cutting-edge field of conformal inference methods in this 35-minute lecture by Emmanuel Candès from Stanford University. Delve into the basic principles underlying conformal inference and discover how these methods provide exact prediction intervals for future observations without relying on distributional assumptions, requiring only iid or exchangeable data. Learn about recent major contributions in the field from the past 2-3 years, including enhanced conformity scores applicable to both quantitative and categorical labels. If time permits, gain insights into novel methods addressing situations where the distribution of observations can shift drastically. This talk, presented at the Institut des Hautes Etudes Scientifiques (IHES), offers a comprehensive overview of conformal prediction techniques that are gaining popularity in both academia and industry.