A Tutorial on Conformal Prediction Part 2: Conditional Coverage and Diagnostics

This video tutorial on conformal prediction follows a document (linked below) we wrote that is meant to teach people conformal prediction and distribution-free uncertainty quantification. Here we focus on the practical aspects of conformal prediction, such as marginal vs conditional coverage and also diagnostics to make sure your conformal procedure is correct/effective. You do not need to be a statistician to understand this video. If the video is useful to you, please consider citing it (BibTex in link below), and if you have any feedback, send it to my email! Part 1 of the Tutorial: https://www.youtube.com/watch?v=nql000Lu_iE&feature=youtu.be PDF and BibTex linked here: http://people.eecs.berkeley.edu/~angelopoulos/blog/posts/gentle-intro/ We owe a debt of gratitude to Amit Kohli for helping us film!