New paper proves fundamental confidence-efficiency bounds for transductive conformal prediction

_onionesque · x · 2026-09-23

An arXiv paper by Behboodi et al. establishes fundamental bounds for transductive conformal prediction: any non-trivial confidence level forces prediction sets to grow exponentially, with an exponent scaling linearly in sample count and proportional to the data's conditional entropy, plus a second-order dispersion term. The bound is achievable in an idealized setting, and the same-label special case reduces to hypothesis testing with empirically observed statistics, yielding an asymptotically optimal predictor.

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