Split Conformal Interval Length under Huber Contamination

Xiao Zhang, Bowen Zhang, Lie He

Existing analyses of interval length in split conformal prediction largely focus on clean data. However, how contamination at the training and calibration stages alters interval length relative to the corresponding clean population oracle remains understudied. In this paper, we consider Huber contamination and derive a finite-sample upper bound that holds uniformly over contaminating distributions, with leading terms scaling as $L(δ_1+n_1^{-1/2}) +(n_2^{-1/2}+δ_2)/((1-δ_2)r_0)$, in addition to a clean-sample estimation term. We further establish a minimax lower bound matching the upper-bound rate up to constant factors on a regular asymmetric location submodel. For calibration contamination, we obtain an exact worst-case characterization of the population interval-length deviation. We also extend the upper-bound results to conformalized quantile regression and adaptive residual scores. Experiments on synthetic and real-world datasets provide empirical support for our theoretical findings on training and calibration contamination.