做回归预测且需要不确定性量化的团队，这篇论文提供了一种能自适应数据偏态的新方法，比传统共形预测区间更高效，值得关注。
本文提出了一种偏态自适应共形预测方法，用于回归任务。该方法从以点预测为中心的非对称区间族出发，利用规范方法推导出该区间族诱导的一致性得分。通过对带符号的缩放残差进行逆双曲正弦变换，作为额外预测模型的训练目标，该模型学习预测不确定性如何在特征空间中倾斜。该方法在可交换性假设下保留了分割共形预测的有限样本边际有效性，同时生成适应局部尺度和局部偏态的区间。实验表明，与缩放得分构造和共形分位数回归相比，该方法在预测区间效率上有所提升，且提出的估计器能准确匹配测试样本上的平均宽度比。
Skew-adaptive conformal prediction
We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by this family. The inverse hyperbolic sine transform of signed scaled residuals provides the training target for an additional predictive model, whose role is to learn how predictive uncertainty should tilt across the feature space. The resulting procedure preserves the finite-sample marginal validity of split conformal prediction under exchangeability, while producing intervals that adapt to both local scale and local skewness. We also develop a calibration-sample-based estimator for comparing the expected relative future width of the skew-adaptive and classical scaled-score intervals. Experiments on a variety of datasets indicate gains in prediction interval efficiency over the scaled-score construction and conformalized quantile regression, and show that the proposed estimator closely matches the corresponding average width ratio observed on the test sample.