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A Gentle Introduction to Conformal Prediction and Distribution-Free UncertaintyQuantification

How to trust a model: simple way to show its doubt

Machine tools make choices all the time, but how do we know when to trust them? Meet conformal prediction, a neat trick that wraps a prediction with a clear, easy to read range.
It tells you how much uncertainty there is, so decisions don't surprise you.
The best part is it works with any model — a neural net, or other kind — and it does not need strong assumptions about the data, so it is basically distribution-free.
Pick a coverage level, like 90%, and the method aims to include the true answer about that often.
You can use it for health scans, photos, texts, or when a system should say “I don't know.
” There are simple examples and runnable notebooks that show how to plug it into real projects.
It's practical, not magic.
Try it and you may stop guessing and start seeing where models are confident, and where they are not.
Some steps take practice, but the idea is straight forward and calming, you will get it quick.

Read article comprehensive review in Paperium.net:
A Gentle Introduction to Conformal Prediction and Distribution-Free UncertaintyQuantification

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