Monitoring for Shifts at Unknown Times: Parameter-Free Conditional Conformal Martingales
Conditional conformal test martingales provide sequential tests for detecting distribution shifts, using a fixed reference dataset to avoid contamination from test-time samples. Prior work used a penalized betting function via online optimization with smoothing, clipping, and other hyperparameters, which can adapt slow...
Tuo Liu, Drew Prinster, Francesco Orabona
· 0 citations