Adaptive Conformal Prediction via Mixture-of-Experts Gating Similarity

Prediction intervals are essential for applying machine learning models in real applications, yet most conformal prediction (CP) methods provide coverage guarantees that overlook the heterogeneity and domain knowledge that characterize modern multimodal datasets. We introduce Mixture-of-Experts Conformal Prediction (MoE-CP), a flexible and scalable framework that uses the gating probability vectors of Mixture-of-Experts (MoE) models as soft domain assignments to guide similarity-weighted conformal calibration. MoE-CP weights calibration residuals according to the similarity between gating vectors of calibration and test points, producing prediction intervals that adapt to latent subpopulations without requiring explicit domain labels. We provide theoretical justification showing that MoE-CP preserves nominal marginal validity under common similarity measures and improves conditional adaptivity when the gating captures domain structure. Empirical results on synthetic and real-world datasets demonstrate that MoE-CP yields more domain-aware, interpretable, and often tighter intervals than existing conformal baselines while maintaining target coverage. MoE-CP offers a practical route to reliable uncertainty quantification in latent heterogeneous, multi-domain environments.