International Seminar on Distribution-Free Statistics Talk “Conformal Training: Learning Optimal Conformal Classifiers”

Last week, I had the pleasure to give a talk at the recently started Seminar on Distribution-Free Statistics organized by Anastasios Angelopoulos. Specifically, I talked about conformal training, a procedure allowing to train a classifier and conformal predictor end-to-end. This allows to optimize arbitrary losses defined directly on the confidence sets obtained through conformal prediction and can be shown to improve inefficiency and other metrics for any conformal predictor used at test time. In this article, I want to share the corresponding recording.

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