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Auteurs principaux: Cho, Young Hyun, Awan, Jordan
Format: Preprint
Publié: 2026
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Accès en ligne:https://arxiv.org/abs/2603.07522
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author Cho, Young Hyun
Awan, Jordan
author_facet Cho, Young Hyun
Awan, Jordan
contents Privacy protection and uncertainty quantification are increasingly important in data-driven decision making. Conformal prediction provides finite-sample marginal coverage, but existing private approaches often rely on data splitting, reducing the effective sample size. We propose a full-data privacy-preserving conformal prediction framework that avoids splitting. Our framework leverages stability induced by differential privacy to control the gap between in-sample and out-of-sample conformal scores, and pairs this with a conservative private quantile routine designed to prevent under-coverage. We show that a generic differential privacy guarantee yields a universal coverage floor, yet cannot generally recover the nominal $1-α$ level. We then provide a refined, mechanism-specific stability analysis and yields asymptotic recovery of the nominal level. Experiments demonstrate sharper prediction sets than the split-based private baseline.
format Preprint
id arxiv_https___arxiv_org_abs_2603_07522
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Beyond Data Splitting: Full-Data Conformal Prediction by Differential Privacy
Cho, Young Hyun
Awan, Jordan
Machine Learning
Privacy protection and uncertainty quantification are increasingly important in data-driven decision making. Conformal prediction provides finite-sample marginal coverage, but existing private approaches often rely on data splitting, reducing the effective sample size. We propose a full-data privacy-preserving conformal prediction framework that avoids splitting. Our framework leverages stability induced by differential privacy to control the gap between in-sample and out-of-sample conformal scores, and pairs this with a conservative private quantile routine designed to prevent under-coverage. We show that a generic differential privacy guarantee yields a universal coverage floor, yet cannot generally recover the nominal $1-α$ level. We then provide a refined, mechanism-specific stability analysis and yields asymptotic recovery of the nominal level. Experiments demonstrate sharper prediction sets than the split-based private baseline.
title Beyond Data Splitting: Full-Data Conformal Prediction by Differential Privacy
topic Machine Learning
url https://arxiv.org/abs/2603.07522