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conformal-mfcs

Code for multistep feedback covariate shift conformal prediction experiments in Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them) (ICML 2024).

The folder bash_scripts contains example scripts for running the experiments (setup for a slurm workload manager). Alternatively, results contains CSV files for the experimental results reported in the paper, and the provided Jupyter notebooks are for plotting these results to produce the paper's figures.

Note: On June 28th, 2024 I substantially updated this repository to clean and improve the clarity of the code, but I plan to continue updating it for further useability and more extensive documentation throughout July prior to ICML 2024. In the meantime, please feel free to reach out to me at drew@cs.jhu.edu with any questions, and I'll do my best to reply promptly. Thank you for your interest!