Target-Aware Conformal Prediction

Source-derived companion to gp3ml 0.3.0 vignette group-aware-conformal-prediction.Rmd. R code blocks are omitted here; the Python companion script is under examples/group-aware-conformal-prediction.py.

Performance uncertainty and prediction uncertainty answer different questions. This workflow calibrates split-conformal prediction to an explicit unit. Grouped calibration uses the maximum row conformity score within each supplied unit, which is conservative and records the calibration semantics.

It does not assert distribution-free guarantees under arbitrary dependence.

Do not describe observation-level coverage as new-participant coverage merely because participant identifiers are present elsewhere in the study.