Mirror Online Conformal Prediction with Intermittent Feedback

Online conformal prediction enables the runtime calibration of a pre-trained artificial intelligence model using feedback on its performance. Calibration is achieved through set predictions that are updated via online rules so as to ensure long-term coverage guarantees. While recent research has demonstrated the benefits of incorporating prior knowledge into the calibration process, this has come at the cost of replacing coverage guarantees with less tangible regret guarantees based on the quantile loss. This work introduces intermittent mirror online conformal prediction (IM-OCP), a novel runtime calibration framework that integrates prior knowledge, while maintaining long-term coverage and achieving sub-linear regret. IM-OCP features closed-form updates with minimal memory complexity, and is designed to operate under potentially intermittent feedback.