Stacked conformal prediction

Paulo C. Marques F

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arXiv · 2505.12578

Stacked conformal prediction

Paulo C. Marques F

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Abstract

We consider a method for conformalizing a stacked ensemble of predictive models, showing that the potentially simple form of the meta-learner at the top of the stack enables a procedure with manageable computational cost that achieves approximate marginal validity without requiring the use of a separate calibration sample. Empirical results indicate that the method compares favorably to a standard inductive alternative.

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Paulo C. Marques F. 2025-07-08. Stacked conformal prediction. https://arxiv.org/abs/2505.12578

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