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Conformalized Super Learner

This work proposes coupling CP with the SL through a natural construction that mirrors the original SL framework, using individual learner weights and combining learner-specific conformity scores via a weighted majority vote, and characterize the properties of the resulting SL-based prediction intervals for continuous...

Zhan Wu, Fabrizio Leisen, M. Luque-fernandez et al. · 1 citation

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