Heterogeneous-Horizon Conformal Ensembles for Online Prediction Under Distribution Shift: An Empirical Comparison with Strongly Adaptive Methods
Online conformal prediction methods such as Adaptive Conformal Inference (ACI) and Fully Adaptive Conformal Inference (FACI) adjust prediction intervals under distribution shift, but their calibration is based on a common stream of recent nonconformity scores. We introduce Population-based Adaptive Conformal Ensembles...