Batch Multivalid Conformal Prediction

This repository contains code for the paper Batch Multivalid Conformal Prediction by Christopher Jung, Georgy Noarov, Ramya Ramalingam, and Aaron Roth.

The src/ folder contains Python implementations for our multivalid conformal predictors, along with other utilities such as plotting tools and conformal scorers. In particular:

1. The algorithm BatchMVP is implemented in /src/MultivalidAlgorithms/MultivalidCoverage.py
2. The algorithm BatchGCP is implemented in /src/MultivalidAlgorithms/GroupCoverage.py

The experiments/ folder contains Jupyter notebooks implementing the experiments in the paper.