Temperature scaling before conformal prediction leads to unnecessary increase in the width of the prediction sets

[valeman]

A new paper shows that temperature scaling before conformal prediction in several popular models implemented in MAPIE including RAPS leads to unnecessary increase in the width of predictions sets. It appears RAPS paper got this incorrect, the need for temperature scaling was not investigated or explained in the RAPS paper.

It might be worthwhile to review this issue to either remove temperature scaling or to give it as an option explaining to the use the effects.

https://arxiv.org/abs/2402.05806