Reliable Conformal Prediction for Ordinal Classification Using the Ranked Probability Score

arXiv:2606.24959v1 Announce Type: new Abstract: Ordinal classification (OC) arises in high-stakes domains such as medicine and finance, where uncertainty quantification must account for the severity of ordinal errors. Conformal prediction (CP) provides distribution-free prediction sets with marginal coverage guarantees; however, its practical effectiveness depends critically on the choice of nonconformity function. We introduce a CP method for ordinal classification based on the ranked probabili...