Improving Backward Conformal Prediction via Non-Conformity Score Transformation

arXiv:2602.01733v3 Announce Type: replace Abstract: Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP) inverts this paradigm by enforcing a predefined upper bound on set size and estimating the resulting coverage guarantee. However, the looseness induced by Markov's inequality within the BCP framework causes a significant gap between the estimated coverage bound and the empirical coverage. In this work, we introd