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Conformal Interval Explorer

Tune the error rate alpha and watch split-conformal prediction intervals widen or narrow while empirical coverage tracks the nominal target.

  • conformal prediction
  • uncertainty
  • coverage
  • calibration set
Nominal coverage
0.900
Empirical coverage
0.983
Interval half-width
9.597
mL/min
Missed cases
1.000

Conformal intervals (alpha = 0.10)

51015202530354045505560010203040test cases (ordered by predicted value)eGFR decline
PredictedCovered observationMissed observation
Coverage is marginal, not conditional
Split conformal intervals guarantee coverage averaged over the whole test distribution, not for every individual or subgroup. A patient in a sparsely-calibrated region of predictor space can still be poorly served even while the overall empirical coverage matches the nominal target.