Conformal Prediction

[chrisyeh96]

Book version: 2023-04-01

On page 580 just after equation (14.50), the book writes

where the probability is wrt the true distribution P*(xn+1, yn+1)

I think this should say

where the probability is wrt the true distribution P*((x1,y1), ..., (xn+1, yn+1))

In other words, the probability in equation (14.50) also includes the randomness that comes from sampling the calibration data.

[murphyk]

Yes, good catch. Fixed.