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To address this limitation, we introduce a novel class of approximations to the full conformal prediction method, based on the idea of \emph{tournaments}, which enables the construction of prediction sets with a rigorous marginal coverage guarantee of $1-2\alpha$. Under stability conditions, the theoretical coverage guarantee tightens to approximately $1-\alpha$. This new framework generalizes the existing method of leave-one-out cross-conformal prediction, while allowing for flexible use of various existing approximation strategies.
From: Aabesh Bhattacharyya [view email]
[v1]
Thu, 28 May 2026 00:22:28 UTC (77 KB)
[v2]
Sat, 30 May 2026 14:37:51 UTC (77 KB)
[v3]
Tue, 2 Jun 2026 03:37:06 UTC (77 KB)
[v4]
Tue, 16 Jun 2026 03:18:44 UTC (77 KB)
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