Introduction to conformal prediction

In this section, we will introduce conformal prediction and explain how it can be used to improve the reliability of predictions produced by statistical, machine learning, and deep learning models. We will provide an overview of the key ideas and concepts behind conformal prediction, including its underlying principles and benefits. By the end of this section, you will have a solid understanding of conformal prediction and why it is an important framework to know.

Conformal prediction is a powerful machine learning framework that provides valid confidence measures for individual predictions. This means that when you make a prediction using any model from the conformal prediction framework, you can also measure your confidence in that prediction.

This is incredibly useful in many practical applications where it is crucial to have reliable and interpretable predictions. For example, in medical diagnosis, conformal prediction can provide a confidence...