What is conformal prediction, and how does it give calibrated uncertainty?

Wrap any model and obtain prediction sets with a provable coverage rate, with no distributional assumptions needed. What shows depth is the calibration-set plus nonconformity-score mechanism and exactly what the guarantee does and does not promise. Here is the answer.

Updated Sep 2026 · Grounded in real GenAI, LLM, and AI/ML engineering interview loops and written to a senior-engineer editorial bar.