Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti's Theorem for Markov Chains

Buddhika Nettasinghe, Samrat Chatterjee, Ramakrishna Tipireddy +1

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal predictio…