2023
Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti's Theorem for Markov Chains
ICML 2023poster
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 prediction to the Hidden Markov Model (HMM) framework where the assumption of exchangeability is not valid. The key idea of the p…