Local Conformal Predictions for Calibrated Surrogates

Neural network surrogates for LHC scattering amplitudes require trustworthy uncertainty estimates, a challenging task given the non-Gaussian systematics. We target it using conformal prediction, a distribution-free post-processing to complement trained surrogates with calibrated uncertainties. We find that standard conformal predictions struggle to provide locally calibrated uncertainties. This leads us to introduce FALCON, a novel conformal prediction method that learns locally calibrated confidence intervals. Our simple examples illustrate the power of distribution-free uncertainty quantification for ultra-fast event generation at the LHC.