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Auteurs principaux: Xu, Rui, Chen, Xingyuan, Huang, Wenxing, Huang, Minxuan, Chen, Weiyan, Xie, Sihong, Xiong, Hui
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:https://arxiv.org/abs/2605.01868
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author Xu, Rui
Chen, Xingyuan
Huang, Wenxing
Huang, Minxuan
Chen, Weiyan
Xie, Sihong
Xiong, Hui
author_facet Xu, Rui
Chen, Xingyuan
Huang, Wenxing
Huang, Minxuan
Chen, Weiyan
Xie, Sihong
Xiong, Hui
contents Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align marginal conformal score distributions, which is sufficient to preserve marginal coverage but does not control the conditional coverage error at individual test inputs. As a consequence, CP can remain unreliable in regions where the conditional score distributions are mismatched. In this work, we bound the conditional invalidity of CP under distribution shift in terms of the Wasserstein distance between the calibration and test distributions. This result highlights the role of invertible transport in mitigating conditional coverage degradation. Motivated by this insight, we introduce Branched Normalizing Flow (BNF), a two-branch architecture that normalizes a test input to the calibration distribution and transforms the prediction set of the normalized input back to the test distribution while preserving conditional guarantees. Empirically, BNF consistently improves conditional coverage robustness on nine datasets across a wide range of confidence levels.
format Preprint
id arxiv_https___arxiv_org_abs_2605_01868
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Robust Conditional Conformal Prediction via Branched Normalizing Flow
Xu, Rui
Chen, Xingyuan
Huang, Wenxing
Huang, Minxuan
Chen, Weiyan
Xie, Sihong
Xiong, Hui
Machine Learning
Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align marginal conformal score distributions, which is sufficient to preserve marginal coverage but does not control the conditional coverage error at individual test inputs. As a consequence, CP can remain unreliable in regions where the conditional score distributions are mismatched. In this work, we bound the conditional invalidity of CP under distribution shift in terms of the Wasserstein distance between the calibration and test distributions. This result highlights the role of invertible transport in mitigating conditional coverage degradation. Motivated by this insight, we introduce Branched Normalizing Flow (BNF), a two-branch architecture that normalizes a test input to the calibration distribution and transforms the prediction set of the normalized input back to the test distribution while preserving conditional guarantees. Empirically, BNF consistently improves conditional coverage robustness on nine datasets across a wide range of confidence levels.
title Robust Conditional Conformal Prediction via Branched Normalizing Flow
topic Machine Learning
url https://arxiv.org/abs/2605.01868