I'm MAPIE current lead tech.

Sorry for the response delay, we're focused on GitHub issues, but happy to see that our community is on SO as well :)

May I ask which version of MAPIE you are using?

To answer your question:

• We implement several conformal classification in MAPIE: LAC, Top-k, APS, and RAPS
• Among those, only LAC may produce empty sets. The 3 other methods won't, not because we decided so, but by theoretical design

Let me know if you need more details.